NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
86.83 |
87.86 |
1.03 |
1.2% |
90.04 |
| High |
88.75 |
88.03 |
-0.72 |
-0.8% |
91.53 |
| Low |
86.83 |
86.94 |
0.11 |
0.1% |
86.93 |
| Close |
87.89 |
87.02 |
-0.87 |
-1.0% |
87.15 |
| Range |
1.92 |
1.09 |
-0.83 |
-43.2% |
4.60 |
| ATR |
1.76 |
1.71 |
-0.05 |
-2.7% |
0.00 |
| Volume |
58,635 |
84,638 |
26,003 |
44.3% |
182,477 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.60 |
89.90 |
87.62 |
|
| R3 |
89.51 |
88.81 |
87.32 |
|
| R2 |
88.42 |
88.42 |
87.22 |
|
| R1 |
87.72 |
87.72 |
87.12 |
87.53 |
| PP |
87.33 |
87.33 |
87.33 |
87.23 |
| S1 |
86.63 |
86.63 |
86.92 |
86.44 |
| S2 |
86.24 |
86.24 |
86.82 |
|
| S3 |
85.15 |
85.54 |
86.72 |
|
| S4 |
84.06 |
84.45 |
86.42 |
|
|
| 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 |
88.75 |
86.40 |
2.35 |
2.7% |
1.34 |
1.5% |
26% |
False |
False |
58,435 |
| 10 |
91.53 |
86.40 |
5.13 |
5.9% |
1.55 |
1.8% |
12% |
False |
False |
48,316 |
| 20 |
91.53 |
86.27 |
5.26 |
6.0% |
1.70 |
2.0% |
14% |
False |
False |
40,835 |
| 40 |
94.85 |
85.80 |
9.05 |
10.4% |
1.85 |
2.1% |
13% |
False |
False |
34,783 |
| 60 |
95.21 |
85.80 |
9.41 |
10.8% |
1.89 |
2.2% |
13% |
False |
False |
29,390 |
| 80 |
101.78 |
85.80 |
15.98 |
18.4% |
1.90 |
2.2% |
8% |
False |
False |
26,030 |
| 100 |
101.78 |
85.80 |
15.98 |
18.4% |
1.83 |
2.1% |
8% |
False |
False |
22,913 |
| 120 |
101.78 |
80.62 |
21.16 |
24.3% |
1.85 |
2.1% |
30% |
False |
False |
20,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.66 |
|
2.618 |
90.88 |
|
1.618 |
89.79 |
|
1.000 |
89.12 |
|
0.618 |
88.70 |
|
HIGH |
88.03 |
|
0.618 |
87.61 |
|
0.500 |
87.49 |
|
0.382 |
87.36 |
|
LOW |
86.94 |
|
0.618 |
86.27 |
|
1.000 |
85.85 |
|
1.618 |
85.18 |
|
2.618 |
84.09 |
|
4.250 |
82.31 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.49 |
87.58 |
| PP |
87.33 |
87.39 |
| S1 |
87.18 |
87.21 |
|