NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
92.85 |
91.98 |
-0.87 |
-0.9% |
90.38 |
| High |
92.92 |
93.23 |
0.31 |
0.3% |
92.92 |
| Low |
92.01 |
91.59 |
-0.42 |
-0.5% |
89.92 |
| Close |
92.27 |
93.16 |
0.89 |
1.0% |
92.27 |
| Range |
0.91 |
1.64 |
0.73 |
80.2% |
3.00 |
| ATR |
1.42 |
1.43 |
0.02 |
1.1% |
0.00 |
| Volume |
15,139 |
11,444 |
-3,695 |
-24.4% |
51,953 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.58 |
97.01 |
94.06 |
|
| R3 |
95.94 |
95.37 |
93.61 |
|
| R2 |
94.30 |
94.30 |
93.46 |
|
| R1 |
93.73 |
93.73 |
93.31 |
94.02 |
| PP |
92.66 |
92.66 |
92.66 |
92.80 |
| S1 |
92.09 |
92.09 |
93.01 |
92.38 |
| S2 |
91.02 |
91.02 |
92.86 |
|
| S3 |
89.38 |
90.45 |
92.71 |
|
| S4 |
87.74 |
88.81 |
92.26 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.70 |
99.49 |
93.92 |
|
| R3 |
97.70 |
96.49 |
93.10 |
|
| R2 |
94.70 |
94.70 |
92.82 |
|
| R1 |
93.49 |
93.49 |
92.55 |
94.10 |
| PP |
91.70 |
91.70 |
91.70 |
92.01 |
| S1 |
90.49 |
90.49 |
92.00 |
91.10 |
| S2 |
88.70 |
88.70 |
91.72 |
|
| S3 |
85.70 |
87.49 |
91.45 |
|
| S4 |
82.70 |
84.49 |
90.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.23 |
89.92 |
3.31 |
3.6% |
1.27 |
1.4% |
98% |
True |
False |
12,679 |
| 10 |
93.23 |
88.68 |
4.55 |
4.9% |
1.29 |
1.4% |
98% |
True |
False |
17,571 |
| 20 |
93.23 |
87.62 |
5.61 |
6.0% |
1.29 |
1.4% |
99% |
True |
False |
17,723 |
| 40 |
93.23 |
86.95 |
6.28 |
6.7% |
1.54 |
1.7% |
99% |
True |
False |
14,896 |
| 60 |
95.57 |
86.95 |
8.62 |
9.3% |
1.56 |
1.7% |
72% |
False |
False |
12,329 |
| 80 |
101.54 |
86.95 |
14.59 |
15.7% |
1.56 |
1.7% |
43% |
False |
False |
10,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.20 |
|
2.618 |
97.52 |
|
1.618 |
95.88 |
|
1.000 |
94.87 |
|
0.618 |
94.24 |
|
HIGH |
93.23 |
|
0.618 |
92.60 |
|
0.500 |
92.41 |
|
0.382 |
92.22 |
|
LOW |
91.59 |
|
0.618 |
90.58 |
|
1.000 |
89.95 |
|
1.618 |
88.94 |
|
2.618 |
87.30 |
|
4.250 |
84.62 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.91 |
92.91 |
| PP |
92.66 |
92.65 |
| S1 |
92.41 |
92.40 |
|