NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.10 |
86.91 |
0.81 |
0.9% |
86.43 |
| High |
87.42 |
87.24 |
-0.18 |
-0.2% |
87.42 |
| Low |
85.92 |
84.66 |
-1.26 |
-1.5% |
84.66 |
| Close |
87.09 |
84.86 |
-2.23 |
-2.6% |
84.86 |
| Range |
1.50 |
2.58 |
1.08 |
72.0% |
2.76 |
| ATR |
2.06 |
2.10 |
0.04 |
1.8% |
0.00 |
| Volume |
197,179 |
297,311 |
100,132 |
50.8% |
959,018 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.33 |
91.67 |
86.28 |
|
| R3 |
90.75 |
89.09 |
85.57 |
|
| R2 |
88.17 |
88.17 |
85.33 |
|
| R1 |
86.51 |
86.51 |
85.10 |
86.05 |
| PP |
85.59 |
85.59 |
85.59 |
85.36 |
| S1 |
83.93 |
83.93 |
84.62 |
83.47 |
| S2 |
83.01 |
83.01 |
84.39 |
|
| S3 |
80.43 |
81.35 |
84.15 |
|
| S4 |
77.85 |
78.77 |
83.44 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.93 |
92.15 |
86.38 |
|
| R3 |
91.17 |
89.39 |
85.62 |
|
| R2 |
88.41 |
88.41 |
85.37 |
|
| R1 |
86.63 |
86.63 |
85.11 |
86.14 |
| PP |
85.65 |
85.65 |
85.65 |
85.40 |
| S1 |
83.87 |
83.87 |
84.61 |
83.38 |
| S2 |
82.89 |
82.89 |
84.35 |
|
| S3 |
80.13 |
81.11 |
84.10 |
|
| S4 |
77.37 |
78.35 |
83.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.42 |
84.66 |
2.76 |
3.3% |
1.71 |
2.0% |
7% |
False |
True |
191,803 |
| 10 |
91.27 |
84.66 |
6.61 |
7.8% |
2.03 |
2.4% |
3% |
False |
True |
226,344 |
| 20 |
94.02 |
84.66 |
9.36 |
11.0% |
2.06 |
2.4% |
2% |
False |
True |
189,283 |
| 40 |
101.01 |
84.66 |
16.35 |
19.3% |
2.24 |
2.6% |
1% |
False |
True |
134,200 |
| 60 |
101.01 |
84.66 |
16.35 |
19.3% |
2.13 |
2.5% |
1% |
False |
True |
109,588 |
| 80 |
101.01 |
84.66 |
16.35 |
19.3% |
2.14 |
2.5% |
1% |
False |
True |
93,968 |
| 100 |
101.01 |
79.12 |
21.89 |
25.8% |
2.26 |
2.7% |
26% |
False |
False |
84,344 |
| 120 |
101.01 |
79.12 |
21.89 |
25.8% |
2.29 |
2.7% |
26% |
False |
False |
78,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.21 |
|
2.618 |
93.99 |
|
1.618 |
91.41 |
|
1.000 |
89.82 |
|
0.618 |
88.83 |
|
HIGH |
87.24 |
|
0.618 |
86.25 |
|
0.500 |
85.95 |
|
0.382 |
85.65 |
|
LOW |
84.66 |
|
0.618 |
83.07 |
|
1.000 |
82.08 |
|
1.618 |
80.49 |
|
2.618 |
77.91 |
|
4.250 |
73.70 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.95 |
86.04 |
| PP |
85.59 |
85.65 |
| S1 |
85.22 |
85.25 |
|