NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.00 |
88.37 |
0.37 |
0.4% |
87.86 |
| High |
88.52 |
89.15 |
0.63 |
0.7% |
89.28 |
| Low |
87.79 |
88.15 |
0.36 |
0.4% |
87.04 |
| Close |
88.39 |
88.65 |
0.26 |
0.3% |
88.39 |
| Range |
0.73 |
1.00 |
0.27 |
37.0% |
2.24 |
| ATR |
1.57 |
1.53 |
-0.04 |
-2.6% |
0.00 |
| Volume |
17,985 |
56,411 |
38,426 |
213.7% |
122,662 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.65 |
91.15 |
89.20 |
|
| R3 |
90.65 |
90.15 |
88.93 |
|
| R2 |
89.65 |
89.65 |
88.83 |
|
| R1 |
89.15 |
89.15 |
88.74 |
89.40 |
| PP |
88.65 |
88.65 |
88.65 |
88.78 |
| S1 |
88.15 |
88.15 |
88.56 |
88.40 |
| S2 |
87.65 |
87.65 |
88.47 |
|
| S3 |
86.65 |
87.15 |
88.38 |
|
| S4 |
85.65 |
86.15 |
88.10 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.96 |
93.91 |
89.62 |
|
| R3 |
92.72 |
91.67 |
89.01 |
|
| R2 |
90.48 |
90.48 |
88.80 |
|
| R1 |
89.43 |
89.43 |
88.60 |
89.96 |
| PP |
88.24 |
88.24 |
88.24 |
88.50 |
| S1 |
87.19 |
87.19 |
88.18 |
87.72 |
| S2 |
86.00 |
86.00 |
87.98 |
|
| S3 |
83.76 |
84.95 |
87.77 |
|
| S4 |
81.52 |
82.71 |
87.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.28 |
87.04 |
2.24 |
2.5% |
1.13 |
1.3% |
72% |
False |
False |
31,453 |
| 10 |
90.95 |
87.04 |
3.91 |
4.4% |
1.36 |
1.5% |
41% |
False |
False |
25,743 |
| 20 |
92.05 |
87.04 |
5.01 |
5.7% |
1.49 |
1.7% |
32% |
False |
False |
22,250 |
| 40 |
92.76 |
86.42 |
6.34 |
7.2% |
1.66 |
1.9% |
35% |
False |
False |
18,258 |
| 60 |
95.40 |
86.42 |
8.98 |
10.1% |
1.71 |
1.9% |
25% |
False |
False |
14,722 |
| 80 |
101.50 |
86.42 |
15.08 |
17.0% |
1.69 |
1.9% |
15% |
False |
False |
13,102 |
| 100 |
101.50 |
86.42 |
15.08 |
17.0% |
1.58 |
1.8% |
15% |
False |
False |
11,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.40 |
|
2.618 |
91.77 |
|
1.618 |
90.77 |
|
1.000 |
90.15 |
|
0.618 |
89.77 |
|
HIGH |
89.15 |
|
0.618 |
88.77 |
|
0.500 |
88.65 |
|
0.382 |
88.53 |
|
LOW |
88.15 |
|
0.618 |
87.53 |
|
1.000 |
87.15 |
|
1.618 |
86.53 |
|
2.618 |
85.53 |
|
4.250 |
83.90 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.65 |
88.54 |
| PP |
88.65 |
88.42 |
| S1 |
88.65 |
88.31 |
|