NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
91.47 |
91.61 |
0.14 |
0.2% |
89.23 |
| High |
91.92 |
91.97 |
0.05 |
0.1% |
91.97 |
| Low |
90.55 |
90.82 |
0.27 |
0.3% |
88.78 |
| Close |
91.37 |
91.30 |
-0.07 |
-0.1% |
91.30 |
| Range |
1.37 |
1.15 |
-0.22 |
-16.1% |
3.19 |
| ATR |
1.61 |
1.58 |
-0.03 |
-2.0% |
0.00 |
| Volume |
40,729 |
44,216 |
3,487 |
8.6% |
139,749 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.81 |
94.21 |
91.93 |
|
| R3 |
93.66 |
93.06 |
91.62 |
|
| R2 |
92.51 |
92.51 |
91.51 |
|
| R1 |
91.91 |
91.91 |
91.41 |
91.64 |
| PP |
91.36 |
91.36 |
91.36 |
91.23 |
| S1 |
90.76 |
90.76 |
91.19 |
90.49 |
| S2 |
90.21 |
90.21 |
91.09 |
|
| S3 |
89.06 |
89.61 |
90.98 |
|
| S4 |
87.91 |
88.46 |
90.67 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.25 |
98.97 |
93.05 |
|
| R3 |
97.06 |
95.78 |
92.18 |
|
| R2 |
93.87 |
93.87 |
91.88 |
|
| R1 |
92.59 |
92.59 |
91.59 |
93.23 |
| PP |
90.68 |
90.68 |
90.68 |
91.01 |
| S1 |
89.40 |
89.40 |
91.01 |
90.04 |
| S2 |
87.49 |
87.49 |
90.72 |
|
| S3 |
84.30 |
86.21 |
90.42 |
|
| S4 |
81.11 |
83.02 |
89.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.97 |
88.53 |
3.44 |
3.8% |
1.56 |
1.7% |
81% |
True |
False |
38,324 |
| 10 |
91.97 |
87.20 |
4.77 |
5.2% |
1.40 |
1.5% |
86% |
True |
False |
46,872 |
| 20 |
91.97 |
86.40 |
5.57 |
6.1% |
1.47 |
1.6% |
88% |
True |
False |
47,594 |
| 40 |
91.97 |
85.80 |
6.17 |
6.8% |
1.71 |
1.9% |
89% |
True |
False |
41,208 |
| 60 |
95.21 |
85.80 |
9.41 |
10.3% |
1.80 |
2.0% |
58% |
False |
False |
34,618 |
| 80 |
101.78 |
85.80 |
15.98 |
17.5% |
1.88 |
2.1% |
34% |
False |
False |
30,132 |
| 100 |
101.78 |
85.80 |
15.98 |
17.5% |
1.79 |
2.0% |
34% |
False |
False |
26,705 |
| 120 |
101.78 |
85.80 |
15.98 |
17.5% |
1.76 |
1.9% |
34% |
False |
False |
23,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.86 |
|
2.618 |
94.98 |
|
1.618 |
93.83 |
|
1.000 |
93.12 |
|
0.618 |
92.68 |
|
HIGH |
91.97 |
|
0.618 |
91.53 |
|
0.500 |
91.40 |
|
0.382 |
91.26 |
|
LOW |
90.82 |
|
0.618 |
90.11 |
|
1.000 |
89.67 |
|
1.618 |
88.96 |
|
2.618 |
87.81 |
|
4.250 |
85.93 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.40 |
91.06 |
| PP |
91.36 |
90.82 |
| S1 |
91.33 |
90.58 |
|