NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.42 |
85.22 |
-2.20 |
-2.5% |
86.88 |
| High |
87.71 |
86.38 |
-1.33 |
-1.5% |
87.85 |
| Low |
85.20 |
84.87 |
-0.33 |
-0.4% |
85.18 |
| Close |
85.40 |
86.14 |
0.74 |
0.9% |
85.40 |
| Range |
2.51 |
1.51 |
-1.00 |
-39.8% |
2.67 |
| ATR |
2.04 |
2.00 |
-0.04 |
-1.9% |
0.00 |
| Volume |
68,834 |
107,288 |
38,454 |
55.9% |
271,776 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.33 |
89.74 |
86.97 |
|
| R3 |
88.82 |
88.23 |
86.56 |
|
| R2 |
87.31 |
87.31 |
86.42 |
|
| R1 |
86.72 |
86.72 |
86.28 |
87.02 |
| PP |
85.80 |
85.80 |
85.80 |
85.94 |
| S1 |
85.21 |
85.21 |
86.00 |
85.51 |
| S2 |
84.29 |
84.29 |
85.86 |
|
| S3 |
82.78 |
83.70 |
85.72 |
|
| S4 |
81.27 |
82.19 |
85.31 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.15 |
92.45 |
86.87 |
|
| R3 |
91.48 |
89.78 |
86.13 |
|
| R2 |
88.81 |
88.81 |
85.89 |
|
| R1 |
87.11 |
87.11 |
85.64 |
86.63 |
| PP |
86.14 |
86.14 |
86.14 |
85.90 |
| S1 |
84.44 |
84.44 |
85.16 |
83.96 |
| S2 |
83.47 |
83.47 |
84.91 |
|
| S3 |
80.80 |
81.77 |
84.67 |
|
| S4 |
78.13 |
79.10 |
83.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.85 |
84.87 |
2.98 |
3.5% |
1.62 |
1.9% |
43% |
False |
True |
65,634 |
| 10 |
89.80 |
84.87 |
4.93 |
5.7% |
1.87 |
2.2% |
26% |
False |
True |
62,090 |
| 20 |
94.46 |
84.87 |
9.59 |
11.1% |
2.00 |
2.3% |
13% |
False |
True |
53,935 |
| 40 |
101.19 |
84.87 |
16.32 |
18.9% |
2.18 |
2.5% |
8% |
False |
True |
40,693 |
| 60 |
101.19 |
84.87 |
16.32 |
18.9% |
2.05 |
2.4% |
8% |
False |
True |
33,062 |
| 80 |
101.19 |
84.87 |
16.32 |
18.9% |
2.01 |
2.3% |
8% |
False |
True |
28,061 |
| 100 |
101.19 |
79.69 |
21.50 |
25.0% |
2.09 |
2.4% |
30% |
False |
False |
24,376 |
| 120 |
101.19 |
79.69 |
21.50 |
25.0% |
2.08 |
2.4% |
30% |
False |
False |
21,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.80 |
|
2.618 |
90.33 |
|
1.618 |
88.82 |
|
1.000 |
87.89 |
|
0.618 |
87.31 |
|
HIGH |
86.38 |
|
0.618 |
85.80 |
|
0.500 |
85.63 |
|
0.382 |
85.45 |
|
LOW |
84.87 |
|
0.618 |
83.94 |
|
1.000 |
83.36 |
|
1.618 |
82.43 |
|
2.618 |
80.92 |
|
4.250 |
78.45 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.97 |
86.36 |
| PP |
85.80 |
86.29 |
| S1 |
85.63 |
86.21 |
|