NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.02 |
87.34 |
1.32 |
1.5% |
85.79 |
| High |
87.78 |
87.61 |
-0.17 |
-0.2% |
90.22 |
| Low |
85.21 |
86.40 |
1.19 |
1.4% |
85.16 |
| Close |
87.16 |
86.70 |
-0.46 |
-0.5% |
87.16 |
| Range |
2.57 |
1.21 |
-1.36 |
-52.9% |
5.06 |
| ATR |
2.21 |
2.14 |
-0.07 |
-3.2% |
0.00 |
| Volume |
41,817 |
54,373 |
12,556 |
30.0% |
253,449 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.53 |
89.83 |
87.37 |
|
| R3 |
89.32 |
88.62 |
87.03 |
|
| R2 |
88.11 |
88.11 |
86.92 |
|
| R1 |
87.41 |
87.41 |
86.81 |
87.16 |
| PP |
86.90 |
86.90 |
86.90 |
86.78 |
| S1 |
86.20 |
86.20 |
86.59 |
85.95 |
| S2 |
85.69 |
85.69 |
86.48 |
|
| S3 |
84.48 |
84.99 |
86.37 |
|
| S4 |
83.27 |
83.78 |
86.03 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.69 |
99.99 |
89.94 |
|
| R3 |
97.63 |
94.93 |
88.55 |
|
| R2 |
92.57 |
92.57 |
88.09 |
|
| R1 |
89.87 |
89.87 |
87.62 |
91.22 |
| PP |
87.51 |
87.51 |
87.51 |
88.19 |
| S1 |
84.81 |
84.81 |
86.70 |
86.16 |
| S2 |
82.45 |
82.45 |
86.23 |
|
| S3 |
77.39 |
79.75 |
85.77 |
|
| S4 |
72.33 |
74.69 |
84.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.22 |
85.16 |
5.06 |
5.8% |
2.71 |
3.1% |
30% |
False |
False |
46,999 |
| 10 |
90.22 |
85.16 |
5.06 |
5.8% |
2.13 |
2.5% |
30% |
False |
False |
43,946 |
| 20 |
94.42 |
85.16 |
9.26 |
10.7% |
2.06 |
2.4% |
17% |
False |
False |
34,034 |
| 40 |
98.00 |
85.16 |
12.84 |
14.8% |
2.16 |
2.5% |
12% |
False |
False |
26,144 |
| 60 |
101.53 |
85.16 |
16.37 |
18.9% |
2.05 |
2.4% |
9% |
False |
False |
22,040 |
| 80 |
101.53 |
85.16 |
16.37 |
18.9% |
1.95 |
2.3% |
9% |
False |
False |
18,562 |
| 100 |
101.53 |
80.09 |
21.44 |
24.7% |
1.97 |
2.3% |
31% |
False |
False |
16,024 |
| 120 |
101.53 |
80.09 |
21.44 |
24.7% |
1.89 |
2.2% |
31% |
False |
False |
14,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.75 |
|
2.618 |
90.78 |
|
1.618 |
89.57 |
|
1.000 |
88.82 |
|
0.618 |
88.36 |
|
HIGH |
87.61 |
|
0.618 |
87.15 |
|
0.500 |
87.01 |
|
0.382 |
86.86 |
|
LOW |
86.40 |
|
0.618 |
85.65 |
|
1.000 |
85.19 |
|
1.618 |
84.44 |
|
2.618 |
83.23 |
|
4.250 |
81.26 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.01 |
86.63 |
| PP |
86.90 |
86.56 |
| S1 |
86.80 |
86.50 |
|