NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
87.86 |
87.49 |
-0.37 |
-0.4% |
90.80 |
| High |
88.51 |
88.10 |
-0.41 |
-0.5% |
92.05 |
| Low |
87.11 |
87.04 |
-0.07 |
-0.1% |
87.60 |
| Close |
87.34 |
87.55 |
0.21 |
0.2% |
87.75 |
| Range |
1.40 |
1.06 |
-0.34 |
-24.3% |
4.45 |
| ATR |
1.69 |
1.65 |
-0.05 |
-2.7% |
0.00 |
| Volume |
21,805 |
18,103 |
-3,702 |
-17.0% |
98,181 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.74 |
90.21 |
88.13 |
|
| R3 |
89.68 |
89.15 |
87.84 |
|
| R2 |
88.62 |
88.62 |
87.74 |
|
| R1 |
88.09 |
88.09 |
87.65 |
88.36 |
| PP |
87.56 |
87.56 |
87.56 |
87.70 |
| S1 |
87.03 |
87.03 |
87.45 |
87.30 |
| S2 |
86.50 |
86.50 |
87.36 |
|
| S3 |
85.44 |
85.97 |
87.26 |
|
| S4 |
84.38 |
84.91 |
86.97 |
|
|
| 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 |
90.80 |
87.04 |
3.76 |
4.3% |
1.49 |
1.7% |
14% |
False |
True |
20,005 |
| 10 |
92.05 |
87.04 |
5.01 |
5.7% |
1.52 |
1.7% |
10% |
False |
True |
20,318 |
| 20 |
92.05 |
86.86 |
5.19 |
5.9% |
1.60 |
1.8% |
13% |
False |
False |
19,439 |
| 40 |
95.11 |
86.42 |
8.69 |
9.9% |
1.70 |
1.9% |
13% |
False |
False |
15,674 |
| 60 |
98.50 |
86.42 |
12.08 |
13.8% |
1.78 |
2.0% |
9% |
False |
False |
12,856 |
| 80 |
101.50 |
86.42 |
15.08 |
17.2% |
1.68 |
1.9% |
7% |
False |
False |
11,613 |
| 100 |
101.50 |
86.42 |
15.08 |
17.2% |
1.57 |
1.8% |
7% |
False |
False |
10,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.61 |
|
2.618 |
90.88 |
|
1.618 |
89.82 |
|
1.000 |
89.16 |
|
0.618 |
88.76 |
|
HIGH |
88.10 |
|
0.618 |
87.70 |
|
0.500 |
87.57 |
|
0.382 |
87.44 |
|
LOW |
87.04 |
|
0.618 |
86.38 |
|
1.000 |
85.98 |
|
1.618 |
85.32 |
|
2.618 |
84.26 |
|
4.250 |
82.54 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.57 |
87.87 |
| PP |
87.56 |
87.76 |
| S1 |
87.56 |
87.66 |
|