NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
87.27 |
86.84 |
-0.43 |
-0.5% |
90.04 |
| High |
87.95 |
87.51 |
-0.44 |
-0.5% |
91.53 |
| Low |
86.53 |
86.40 |
-0.13 |
-0.2% |
86.93 |
| Close |
86.73 |
86.94 |
0.21 |
0.2% |
87.15 |
| Range |
1.42 |
1.11 |
-0.31 |
-21.8% |
4.60 |
| ATR |
1.80 |
1.75 |
-0.05 |
-2.7% |
0.00 |
| Volume |
50,634 |
56,147 |
5,513 |
10.9% |
182,477 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.28 |
89.72 |
87.55 |
|
| R3 |
89.17 |
88.61 |
87.25 |
|
| R2 |
88.06 |
88.06 |
87.14 |
|
| R1 |
87.50 |
87.50 |
87.04 |
87.78 |
| PP |
86.95 |
86.95 |
86.95 |
87.09 |
| S1 |
86.39 |
86.39 |
86.84 |
86.67 |
| S2 |
85.84 |
85.84 |
86.74 |
|
| S3 |
84.73 |
85.28 |
86.63 |
|
| S4 |
83.62 |
84.17 |
86.33 |
|
|
| 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 |
90.26 |
86.40 |
3.86 |
4.4% |
1.55 |
1.8% |
14% |
False |
True |
42,479 |
| 10 |
91.53 |
86.40 |
5.13 |
5.9% |
1.64 |
1.9% |
11% |
False |
True |
41,034 |
| 20 |
91.53 |
86.27 |
5.26 |
6.1% |
1.69 |
1.9% |
13% |
False |
False |
37,989 |
| 40 |
94.85 |
85.80 |
9.05 |
10.4% |
1.82 |
2.1% |
13% |
False |
False |
32,053 |
| 60 |
98.34 |
85.80 |
12.54 |
14.4% |
1.94 |
2.2% |
9% |
False |
False |
27,356 |
| 80 |
101.78 |
85.80 |
15.98 |
18.4% |
1.89 |
2.2% |
7% |
False |
False |
24,501 |
| 100 |
101.78 |
85.80 |
15.98 |
18.4% |
1.83 |
2.1% |
7% |
False |
False |
21,607 |
| 120 |
101.78 |
80.62 |
21.16 |
24.3% |
1.84 |
2.1% |
30% |
False |
False |
19,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.23 |
|
2.618 |
90.42 |
|
1.618 |
89.31 |
|
1.000 |
88.62 |
|
0.618 |
88.20 |
|
HIGH |
87.51 |
|
0.618 |
87.09 |
|
0.500 |
86.96 |
|
0.382 |
86.82 |
|
LOW |
86.40 |
|
0.618 |
85.71 |
|
1.000 |
85.29 |
|
1.618 |
84.60 |
|
2.618 |
83.49 |
|
4.250 |
81.68 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.96 |
87.27 |
| PP |
86.95 |
87.16 |
| S1 |
86.95 |
87.05 |
|