NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
87.49 |
87.53 |
0.04 |
0.0% |
90.80 |
| High |
88.10 |
89.28 |
1.18 |
1.3% |
92.05 |
| Low |
87.04 |
87.51 |
0.47 |
0.5% |
87.60 |
| Close |
87.55 |
88.44 |
0.89 |
1.0% |
87.75 |
| Range |
1.06 |
1.77 |
0.71 |
67.0% |
4.45 |
| ATR |
1.65 |
1.66 |
0.01 |
0.5% |
0.00 |
| Volume |
18,103 |
24,555 |
6,452 |
35.6% |
98,181 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.72 |
92.85 |
89.41 |
|
| R3 |
91.95 |
91.08 |
88.93 |
|
| R2 |
90.18 |
90.18 |
88.76 |
|
| R1 |
89.31 |
89.31 |
88.60 |
89.75 |
| PP |
88.41 |
88.41 |
88.41 |
88.63 |
| S1 |
87.54 |
87.54 |
88.28 |
87.98 |
| S2 |
86.64 |
86.64 |
88.12 |
|
| S3 |
84.87 |
85.77 |
87.95 |
|
| S4 |
83.10 |
84.00 |
87.47 |
|
|
| 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 |
90.04 |
87.04 |
3.00 |
3.4% |
1.55 |
1.8% |
47% |
False |
False |
20,883 |
| 10 |
92.05 |
87.04 |
5.01 |
5.7% |
1.52 |
1.7% |
28% |
False |
False |
20,806 |
| 20 |
92.05 |
86.86 |
5.19 |
5.9% |
1.62 |
1.8% |
30% |
False |
False |
19,997 |
| 40 |
95.11 |
86.42 |
8.69 |
9.8% |
1.73 |
2.0% |
23% |
False |
False |
16,105 |
| 60 |
97.40 |
86.42 |
10.98 |
12.4% |
1.78 |
2.0% |
18% |
False |
False |
13,140 |
| 80 |
101.50 |
86.42 |
15.08 |
17.1% |
1.70 |
1.9% |
13% |
False |
False |
11,864 |
| 100 |
101.50 |
86.42 |
15.08 |
17.1% |
1.58 |
1.8% |
13% |
False |
False |
10,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.80 |
|
2.618 |
93.91 |
|
1.618 |
92.14 |
|
1.000 |
91.05 |
|
0.618 |
90.37 |
|
HIGH |
89.28 |
|
0.618 |
88.60 |
|
0.500 |
88.40 |
|
0.382 |
88.19 |
|
LOW |
87.51 |
|
0.618 |
86.42 |
|
1.000 |
85.74 |
|
1.618 |
84.65 |
|
2.618 |
82.88 |
|
4.250 |
79.99 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.43 |
88.35 |
| PP |
88.41 |
88.25 |
| S1 |
88.40 |
88.16 |
|