NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
87.35 |
88.08 |
0.73 |
0.8% |
87.27 |
| High |
88.04 |
88.68 |
0.64 |
0.7% |
88.75 |
| Low |
87.20 |
87.58 |
0.38 |
0.4% |
86.40 |
| Close |
87.82 |
88.17 |
0.35 |
0.4% |
87.82 |
| Range |
0.84 |
1.10 |
0.26 |
31.0% |
2.35 |
| ATR |
1.66 |
1.62 |
-0.04 |
-2.4% |
0.00 |
| Volume |
43,845 |
79,880 |
36,035 |
82.2% |
293,899 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.44 |
90.91 |
88.78 |
|
| R3 |
90.34 |
89.81 |
88.47 |
|
| R2 |
89.24 |
89.24 |
88.37 |
|
| R1 |
88.71 |
88.71 |
88.27 |
88.98 |
| PP |
88.14 |
88.14 |
88.14 |
88.28 |
| S1 |
87.61 |
87.61 |
88.07 |
87.88 |
| S2 |
87.04 |
87.04 |
87.97 |
|
| S3 |
85.94 |
86.51 |
87.87 |
|
| S4 |
84.84 |
85.41 |
87.57 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.71 |
93.61 |
89.11 |
|
| R3 |
92.36 |
91.26 |
88.47 |
|
| R2 |
90.01 |
90.01 |
88.25 |
|
| R1 |
88.91 |
88.91 |
88.04 |
89.46 |
| PP |
87.66 |
87.66 |
87.66 |
87.93 |
| S1 |
86.56 |
86.56 |
87.60 |
87.11 |
| S2 |
85.31 |
85.31 |
87.39 |
|
| S3 |
82.96 |
84.21 |
87.17 |
|
| S4 |
80.61 |
81.86 |
86.53 |
|
|
| 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% |
1.21 |
1.4% |
75% |
False |
False |
64,629 |
| 10 |
90.40 |
86.40 |
4.00 |
4.5% |
1.43 |
1.6% |
44% |
False |
False |
51,762 |
| 20 |
91.53 |
86.40 |
5.13 |
5.8% |
1.60 |
1.8% |
35% |
False |
False |
43,340 |
| 40 |
92.60 |
85.80 |
6.80 |
7.7% |
1.78 |
2.0% |
35% |
False |
False |
36,998 |
| 60 |
95.21 |
85.80 |
9.41 |
10.7% |
1.87 |
2.1% |
25% |
False |
False |
30,803 |
| 80 |
101.78 |
85.80 |
15.98 |
18.1% |
1.89 |
2.1% |
15% |
False |
False |
27,189 |
| 100 |
101.78 |
85.80 |
15.98 |
18.1% |
1.80 |
2.0% |
15% |
False |
False |
24,039 |
| 120 |
101.78 |
80.62 |
21.16 |
24.0% |
1.85 |
2.1% |
36% |
False |
False |
21,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.36 |
|
2.618 |
91.56 |
|
1.618 |
90.46 |
|
1.000 |
89.78 |
|
0.618 |
89.36 |
|
HIGH |
88.68 |
|
0.618 |
88.26 |
|
0.500 |
88.13 |
|
0.382 |
88.00 |
|
LOW |
87.58 |
|
0.618 |
86.90 |
|
1.000 |
86.48 |
|
1.618 |
85.80 |
|
2.618 |
84.70 |
|
4.250 |
82.91 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.16 |
88.05 |
| PP |
88.14 |
87.93 |
| S1 |
88.13 |
87.81 |
|