NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.90 |
90.20 |
1.30 |
1.5% |
87.27 |
| High |
90.79 |
91.06 |
0.27 |
0.3% |
88.75 |
| Low |
88.77 |
89.78 |
1.01 |
1.1% |
86.40 |
| Close |
90.46 |
90.69 |
0.23 |
0.3% |
87.82 |
| Range |
2.02 |
1.28 |
-0.74 |
-36.6% |
2.35 |
| ATR |
1.61 |
1.58 |
-0.02 |
-1.5% |
0.00 |
| Volume |
41,875 |
55,677 |
13,802 |
33.0% |
293,899 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.35 |
93.80 |
91.39 |
|
| R3 |
93.07 |
92.52 |
91.04 |
|
| R2 |
91.79 |
91.79 |
90.92 |
|
| R1 |
91.24 |
91.24 |
90.81 |
91.52 |
| PP |
90.51 |
90.51 |
90.51 |
90.65 |
| S1 |
89.96 |
89.96 |
90.57 |
90.24 |
| S2 |
89.23 |
89.23 |
90.46 |
|
| S3 |
87.95 |
88.68 |
90.34 |
|
| S4 |
86.67 |
87.40 |
89.99 |
|
|
| 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 |
91.06 |
87.20 |
3.86 |
4.3% |
1.23 |
1.4% |
90% |
True |
False |
55,419 |
| 10 |
91.06 |
86.40 |
4.66 |
5.1% |
1.29 |
1.4% |
92% |
True |
False |
56,927 |
| 20 |
91.53 |
86.40 |
5.13 |
5.7% |
1.48 |
1.6% |
84% |
False |
False |
44,732 |
| 40 |
91.53 |
85.80 |
5.73 |
6.3% |
1.68 |
1.9% |
85% |
False |
False |
39,233 |
| 60 |
95.21 |
85.80 |
9.41 |
10.4% |
1.84 |
2.0% |
52% |
False |
False |
32,556 |
| 80 |
101.78 |
85.80 |
15.98 |
17.6% |
1.88 |
2.1% |
31% |
False |
False |
28,558 |
| 100 |
101.78 |
85.80 |
15.98 |
17.6% |
1.81 |
2.0% |
31% |
False |
False |
25,382 |
| 120 |
101.78 |
85.80 |
15.98 |
17.6% |
1.79 |
2.0% |
31% |
False |
False |
22,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.50 |
|
2.618 |
94.41 |
|
1.618 |
93.13 |
|
1.000 |
92.34 |
|
0.618 |
91.85 |
|
HIGH |
91.06 |
|
0.618 |
90.57 |
|
0.500 |
90.42 |
|
0.382 |
90.27 |
|
LOW |
89.78 |
|
0.618 |
88.99 |
|
1.000 |
88.50 |
|
1.618 |
87.71 |
|
2.618 |
86.43 |
|
4.250 |
84.34 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.60 |
90.34 |
| PP |
90.51 |
89.99 |
| S1 |
90.42 |
89.64 |
|