NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
90.32 |
89.76 |
-0.56 |
-0.6% |
90.00 |
| High |
90.80 |
90.04 |
-0.76 |
-0.8% |
90.78 |
| Low |
89.32 |
87.62 |
-1.70 |
-1.9% |
87.32 |
| Close |
89.75 |
88.12 |
-1.63 |
-1.8% |
90.68 |
| Range |
1.48 |
2.42 |
0.94 |
63.5% |
3.46 |
| ATR |
1.71 |
1.76 |
0.05 |
2.9% |
0.00 |
| Volume |
20,166 |
21,478 |
1,312 |
6.5% |
84,254 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.85 |
94.41 |
89.45 |
|
| R3 |
93.43 |
91.99 |
88.79 |
|
| R2 |
91.01 |
91.01 |
88.56 |
|
| R1 |
89.57 |
89.57 |
88.34 |
89.08 |
| PP |
88.59 |
88.59 |
88.59 |
88.35 |
| S1 |
87.15 |
87.15 |
87.90 |
86.66 |
| S2 |
86.17 |
86.17 |
87.68 |
|
| S3 |
83.75 |
84.73 |
87.45 |
|
| S4 |
81.33 |
82.31 |
86.79 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.97 |
98.79 |
92.58 |
|
| R3 |
96.51 |
95.33 |
91.63 |
|
| R2 |
93.05 |
93.05 |
91.31 |
|
| R1 |
91.87 |
91.87 |
91.00 |
92.46 |
| PP |
89.59 |
89.59 |
89.59 |
89.89 |
| S1 |
88.41 |
88.41 |
90.36 |
89.00 |
| S2 |
86.13 |
86.13 |
90.05 |
|
| S3 |
82.67 |
84.95 |
89.73 |
|
| S4 |
79.21 |
81.49 |
88.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.05 |
87.62 |
4.43 |
5.0% |
1.67 |
1.9% |
11% |
False |
True |
20,705 |
| 10 |
92.05 |
87.32 |
4.73 |
5.4% |
1.53 |
1.7% |
17% |
False |
False |
17,892 |
| 20 |
92.05 |
86.64 |
5.41 |
6.1% |
1.62 |
1.8% |
27% |
False |
False |
19,164 |
| 40 |
95.11 |
86.42 |
8.69 |
9.9% |
1.73 |
2.0% |
20% |
False |
False |
14,887 |
| 60 |
101.50 |
86.42 |
15.08 |
17.1% |
1.83 |
2.1% |
11% |
False |
False |
12,632 |
| 80 |
101.50 |
86.42 |
15.08 |
17.1% |
1.66 |
1.9% |
11% |
False |
False |
11,020 |
| 100 |
101.50 |
86.42 |
15.08 |
17.1% |
1.56 |
1.8% |
11% |
False |
False |
9,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.33 |
|
2.618 |
96.38 |
|
1.618 |
93.96 |
|
1.000 |
92.46 |
|
0.618 |
91.54 |
|
HIGH |
90.04 |
|
0.618 |
89.12 |
|
0.500 |
88.83 |
|
0.382 |
88.54 |
|
LOW |
87.62 |
|
0.618 |
86.12 |
|
1.000 |
85.20 |
|
1.618 |
83.70 |
|
2.618 |
81.28 |
|
4.250 |
77.34 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.83 |
89.29 |
| PP |
88.59 |
88.90 |
| S1 |
88.36 |
88.51 |
|