NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
85.67 |
88.42 |
2.75 |
3.2% |
86.43 |
| High |
89.22 |
88.80 |
-0.42 |
-0.5% |
87.42 |
| Low |
85.42 |
84.05 |
-1.37 |
-1.6% |
84.66 |
| Close |
88.71 |
84.44 |
-4.27 |
-4.8% |
84.86 |
| Range |
3.80 |
4.75 |
0.95 |
25.0% |
2.76 |
| ATR |
2.19 |
2.37 |
0.18 |
8.4% |
0.00 |
| Volume |
303,429 |
422,211 |
118,782 |
39.1% |
959,018 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.01 |
96.98 |
87.05 |
|
| R3 |
95.26 |
92.23 |
85.75 |
|
| R2 |
90.51 |
90.51 |
85.31 |
|
| R1 |
87.48 |
87.48 |
84.88 |
86.62 |
| PP |
85.76 |
85.76 |
85.76 |
85.34 |
| S1 |
82.73 |
82.73 |
84.00 |
81.87 |
| S2 |
81.01 |
81.01 |
83.57 |
|
| S3 |
76.26 |
77.98 |
83.13 |
|
| S4 |
71.51 |
73.23 |
81.83 |
|
|
| 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 |
89.22 |
84.05 |
5.17 |
6.1% |
2.84 |
3.4% |
8% |
False |
True |
288,305 |
| 10 |
89.22 |
84.05 |
5.17 |
6.1% |
2.16 |
2.6% |
8% |
False |
True |
232,711 |
| 20 |
93.49 |
84.05 |
9.44 |
11.2% |
2.17 |
2.6% |
4% |
False |
True |
220,027 |
| 40 |
101.01 |
84.05 |
16.96 |
20.1% |
2.39 |
2.8% |
2% |
False |
True |
153,173 |
| 60 |
101.01 |
84.05 |
16.96 |
20.1% |
2.22 |
2.6% |
2% |
False |
True |
122,695 |
| 80 |
101.01 |
84.05 |
16.96 |
20.1% |
2.20 |
2.6% |
2% |
False |
True |
104,309 |
| 100 |
101.01 |
79.12 |
21.89 |
25.9% |
2.30 |
2.7% |
24% |
False |
False |
92,781 |
| 120 |
101.01 |
79.12 |
21.89 |
25.9% |
2.33 |
2.8% |
24% |
False |
False |
84,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.99 |
|
2.618 |
101.24 |
|
1.618 |
96.49 |
|
1.000 |
93.55 |
|
0.618 |
91.74 |
|
HIGH |
88.80 |
|
0.618 |
86.99 |
|
0.500 |
86.43 |
|
0.382 |
85.86 |
|
LOW |
84.05 |
|
0.618 |
81.11 |
|
1.000 |
79.30 |
|
1.618 |
76.36 |
|
2.618 |
71.61 |
|
4.250 |
63.86 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.43 |
86.64 |
| PP |
85.76 |
85.90 |
| S1 |
85.10 |
85.17 |
|