NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
84.85 |
85.45 |
0.60 |
0.7% |
85.22 |
| High |
86.18 |
87.24 |
1.06 |
1.2% |
89.67 |
| Low |
84.72 |
84.61 |
-0.11 |
-0.1% |
84.53 |
| Close |
85.56 |
86.55 |
0.99 |
1.2% |
86.55 |
| Range |
1.46 |
2.63 |
1.17 |
80.1% |
5.14 |
| ATR |
2.25 |
2.28 |
0.03 |
1.2% |
0.00 |
| Volume |
103,199 |
103,032 |
-167 |
-0.2% |
477,319 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.02 |
92.92 |
88.00 |
|
| R3 |
91.39 |
90.29 |
87.27 |
|
| R2 |
88.76 |
88.76 |
87.03 |
|
| R1 |
87.66 |
87.66 |
86.79 |
88.21 |
| PP |
86.13 |
86.13 |
86.13 |
86.41 |
| S1 |
85.03 |
85.03 |
86.31 |
85.58 |
| S2 |
83.50 |
83.50 |
86.07 |
|
| S3 |
80.87 |
82.40 |
85.83 |
|
| S4 |
78.24 |
79.77 |
85.10 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.34 |
99.58 |
89.38 |
|
| R3 |
97.20 |
94.44 |
87.96 |
|
| R2 |
92.06 |
92.06 |
87.49 |
|
| R1 |
89.30 |
89.30 |
87.02 |
90.68 |
| PP |
86.92 |
86.92 |
86.92 |
87.61 |
| S1 |
84.16 |
84.16 |
86.08 |
85.54 |
| S2 |
81.78 |
81.78 |
85.61 |
|
| S3 |
76.64 |
79.02 |
85.14 |
|
| S4 |
71.50 |
73.88 |
83.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.67 |
84.53 |
5.14 |
5.9% |
2.82 |
3.3% |
39% |
False |
False |
95,463 |
| 10 |
89.67 |
84.53 |
5.14 |
5.9% |
2.24 |
2.6% |
39% |
False |
False |
74,909 |
| 20 |
93.98 |
84.53 |
9.45 |
10.9% |
2.17 |
2.5% |
21% |
False |
False |
62,542 |
| 40 |
100.36 |
84.53 |
15.83 |
18.3% |
2.32 |
2.7% |
13% |
False |
False |
47,146 |
| 60 |
101.19 |
84.53 |
16.66 |
19.2% |
2.14 |
2.5% |
12% |
False |
False |
37,971 |
| 80 |
101.19 |
84.53 |
16.66 |
19.2% |
2.08 |
2.4% |
12% |
False |
False |
32,134 |
| 100 |
101.19 |
79.69 |
21.50 |
24.8% |
2.12 |
2.5% |
32% |
False |
False |
27,868 |
| 120 |
101.19 |
79.69 |
21.50 |
24.8% |
2.13 |
2.5% |
32% |
False |
False |
24,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.42 |
|
2.618 |
94.13 |
|
1.618 |
91.50 |
|
1.000 |
89.87 |
|
0.618 |
88.87 |
|
HIGH |
87.24 |
|
0.618 |
86.24 |
|
0.500 |
85.93 |
|
0.382 |
85.61 |
|
LOW |
84.61 |
|
0.618 |
82.98 |
|
1.000 |
81.98 |
|
1.618 |
80.35 |
|
2.618 |
77.72 |
|
4.250 |
73.43 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.34 |
86.90 |
| PP |
86.13 |
86.78 |
| S1 |
85.93 |
86.67 |
|