NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.24 |
87.86 |
-0.38 |
-0.4% |
90.80 |
| High |
88.69 |
88.51 |
-0.18 |
-0.2% |
92.05 |
| Low |
87.60 |
87.11 |
-0.49 |
-0.6% |
87.60 |
| Close |
87.75 |
87.34 |
-0.41 |
-0.5% |
87.75 |
| Range |
1.09 |
1.40 |
0.31 |
28.4% |
4.45 |
| ATR |
1.72 |
1.69 |
-0.02 |
-1.3% |
0.00 |
| Volume |
18,474 |
21,805 |
3,331 |
18.0% |
98,181 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.85 |
91.00 |
88.11 |
|
| R3 |
90.45 |
89.60 |
87.73 |
|
| R2 |
89.05 |
89.05 |
87.60 |
|
| R1 |
88.20 |
88.20 |
87.47 |
87.93 |
| PP |
87.65 |
87.65 |
87.65 |
87.52 |
| S1 |
86.80 |
86.80 |
87.21 |
86.53 |
| S2 |
86.25 |
86.25 |
87.08 |
|
| S3 |
84.85 |
85.40 |
86.96 |
|
| S4 |
83.45 |
84.00 |
86.57 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.48 |
99.57 |
90.20 |
|
| R3 |
98.03 |
95.12 |
88.97 |
|
| R2 |
93.58 |
93.58 |
88.57 |
|
| R1 |
90.67 |
90.67 |
88.16 |
89.90 |
| PP |
89.13 |
89.13 |
89.13 |
88.75 |
| S1 |
86.22 |
86.22 |
87.34 |
85.45 |
| S2 |
84.68 |
84.68 |
86.93 |
|
| S3 |
80.23 |
81.77 |
86.53 |
|
| S4 |
75.78 |
77.32 |
85.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.95 |
87.11 |
3.84 |
4.4% |
1.58 |
1.8% |
6% |
False |
True |
20,032 |
| 10 |
92.05 |
87.11 |
4.94 |
5.7% |
1.54 |
1.8% |
5% |
False |
True |
19,853 |
| 20 |
92.05 |
86.86 |
5.19 |
5.9% |
1.59 |
1.8% |
9% |
False |
False |
19,151 |
| 40 |
95.11 |
86.42 |
8.69 |
9.9% |
1.72 |
2.0% |
11% |
False |
False |
15,372 |
| 60 |
100.83 |
86.42 |
14.41 |
16.5% |
1.82 |
2.1% |
6% |
False |
False |
12,937 |
| 80 |
101.50 |
86.42 |
15.08 |
17.3% |
1.67 |
1.9% |
6% |
False |
False |
11,439 |
| 100 |
101.50 |
86.42 |
15.08 |
17.3% |
1.56 |
1.8% |
6% |
False |
False |
10,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.46 |
|
2.618 |
92.18 |
|
1.618 |
90.78 |
|
1.000 |
89.91 |
|
0.618 |
89.38 |
|
HIGH |
88.51 |
|
0.618 |
87.98 |
|
0.500 |
87.81 |
|
0.382 |
87.64 |
|
LOW |
87.11 |
|
0.618 |
86.24 |
|
1.000 |
85.71 |
|
1.618 |
84.84 |
|
2.618 |
83.44 |
|
4.250 |
81.16 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.81 |
88.58 |
| PP |
87.65 |
88.16 |
| S1 |
87.50 |
87.75 |
|