NYMEX Light Sweet Crude Oil Future December 2012
| 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 |
86.91 |
84.65 |
-2.26 |
-2.6% |
86.43 |
| High |
87.24 |
85.90 |
-1.34 |
-1.5% |
87.42 |
| Low |
84.66 |
84.34 |
-0.32 |
-0.4% |
84.66 |
| Close |
84.86 |
85.65 |
0.79 |
0.9% |
84.86 |
| Range |
2.58 |
1.56 |
-1.02 |
-39.5% |
2.76 |
| ATR |
2.10 |
2.06 |
-0.04 |
-1.8% |
0.00 |
| Volume |
297,311 |
221,397 |
-75,914 |
-25.5% |
959,018 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.98 |
89.37 |
86.51 |
|
| R3 |
88.42 |
87.81 |
86.08 |
|
| R2 |
86.86 |
86.86 |
85.94 |
|
| R1 |
86.25 |
86.25 |
85.79 |
86.56 |
| PP |
85.30 |
85.30 |
85.30 |
85.45 |
| S1 |
84.69 |
84.69 |
85.51 |
85.00 |
| S2 |
83.74 |
83.74 |
85.36 |
|
| S3 |
82.18 |
83.13 |
85.22 |
|
| S4 |
80.62 |
81.57 |
84.79 |
|
|
| 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 |
84.34 |
3.08 |
3.6% |
1.67 |
2.0% |
43% |
False |
True |
206,937 |
| 10 |
89.29 |
84.34 |
4.95 |
5.8% |
1.92 |
2.2% |
26% |
False |
True |
220,912 |
| 20 |
94.02 |
84.34 |
9.68 |
11.3% |
2.06 |
2.4% |
14% |
False |
True |
194,824 |
| 40 |
101.01 |
84.34 |
16.67 |
19.5% |
2.25 |
2.6% |
8% |
False |
True |
137,936 |
| 60 |
101.01 |
84.34 |
16.67 |
19.5% |
2.13 |
2.5% |
8% |
False |
True |
112,302 |
| 80 |
101.01 |
84.34 |
16.67 |
19.5% |
2.14 |
2.5% |
8% |
False |
True |
96,230 |
| 100 |
101.01 |
79.12 |
21.89 |
25.6% |
2.26 |
2.6% |
30% |
False |
False |
86,186 |
| 120 |
101.01 |
79.12 |
21.89 |
25.6% |
2.28 |
2.7% |
30% |
False |
False |
79,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.53 |
|
2.618 |
89.98 |
|
1.618 |
88.42 |
|
1.000 |
87.46 |
|
0.618 |
86.86 |
|
HIGH |
85.90 |
|
0.618 |
85.30 |
|
0.500 |
85.12 |
|
0.382 |
84.94 |
|
LOW |
84.34 |
|
0.618 |
83.38 |
|
1.000 |
82.78 |
|
1.618 |
81.82 |
|
2.618 |
80.26 |
|
4.250 |
77.71 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.47 |
85.88 |
| PP |
85.30 |
85.80 |
| S1 |
85.12 |
85.73 |
|