NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
87.57 |
87.27 |
-0.30 |
-0.3% |
90.04 |
| High |
88.13 |
87.95 |
-0.18 |
-0.2% |
91.53 |
| Low |
86.97 |
86.53 |
-0.44 |
-0.5% |
86.93 |
| Close |
87.15 |
86.73 |
-0.42 |
-0.5% |
87.15 |
| Range |
1.16 |
1.42 |
0.26 |
22.4% |
4.60 |
| ATR |
1.83 |
1.80 |
-0.03 |
-1.6% |
0.00 |
| Volume |
42,122 |
50,634 |
8,512 |
20.2% |
182,477 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.33 |
90.45 |
87.51 |
|
| R3 |
89.91 |
89.03 |
87.12 |
|
| R2 |
88.49 |
88.49 |
86.99 |
|
| R1 |
87.61 |
87.61 |
86.86 |
87.34 |
| PP |
87.07 |
87.07 |
87.07 |
86.94 |
| S1 |
86.19 |
86.19 |
86.60 |
85.92 |
| S2 |
85.65 |
85.65 |
86.47 |
|
| S3 |
84.23 |
84.77 |
86.34 |
|
| S4 |
82.81 |
83.35 |
85.95 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.34 |
99.34 |
89.68 |
|
| R3 |
97.74 |
94.74 |
88.42 |
|
| R2 |
93.14 |
93.14 |
87.99 |
|
| R1 |
90.14 |
90.14 |
87.57 |
89.34 |
| PP |
88.54 |
88.54 |
88.54 |
88.14 |
| S1 |
85.54 |
85.54 |
86.73 |
84.74 |
| S2 |
83.94 |
83.94 |
86.31 |
|
| S3 |
79.34 |
80.94 |
85.89 |
|
| S4 |
74.74 |
76.34 |
84.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.40 |
86.53 |
3.87 |
4.5% |
1.64 |
1.9% |
5% |
False |
True |
38,896 |
| 10 |
91.53 |
86.53 |
5.00 |
5.8% |
1.66 |
1.9% |
4% |
False |
True |
37,724 |
| 20 |
91.53 |
86.27 |
5.26 |
6.1% |
1.69 |
1.9% |
9% |
False |
False |
36,906 |
| 40 |
94.85 |
85.80 |
9.05 |
10.4% |
1.85 |
2.1% |
10% |
False |
False |
31,018 |
| 60 |
100.77 |
85.80 |
14.97 |
17.3% |
2.00 |
2.3% |
6% |
False |
False |
27,028 |
| 80 |
101.78 |
85.80 |
15.98 |
18.4% |
1.89 |
2.2% |
6% |
False |
False |
23,991 |
| 100 |
101.78 |
85.80 |
15.98 |
18.4% |
1.83 |
2.1% |
6% |
False |
False |
21,158 |
| 120 |
101.78 |
80.62 |
21.16 |
24.4% |
1.85 |
2.1% |
29% |
False |
False |
18,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.99 |
|
2.618 |
91.67 |
|
1.618 |
90.25 |
|
1.000 |
89.37 |
|
0.618 |
88.83 |
|
HIGH |
87.95 |
|
0.618 |
87.41 |
|
0.500 |
87.24 |
|
0.382 |
87.07 |
|
LOW |
86.53 |
|
0.618 |
85.65 |
|
1.000 |
85.11 |
|
1.618 |
84.23 |
|
2.618 |
82.81 |
|
4.250 |
80.50 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.24 |
87.99 |
| PP |
87.07 |
87.57 |
| S1 |
86.90 |
87.15 |
|