NYMEX Light Sweet Crude Oil Future December 2012
| 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 |
85.00 |
86.19 |
1.19 |
1.4% |
84.65 |
| High |
86.77 |
86.54 |
-0.23 |
-0.3% |
89.22 |
| Low |
84.13 |
85.27 |
1.14 |
1.4% |
84.05 |
| Close |
86.07 |
85.57 |
-0.50 |
-0.6% |
86.07 |
| Range |
2.64 |
1.27 |
-1.37 |
-51.9% |
5.17 |
| ATR |
2.33 |
2.25 |
-0.08 |
-3.2% |
0.00 |
| Volume |
322,403 |
280,690 |
-41,713 |
-12.9% |
1,566,039 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.60 |
88.86 |
86.27 |
|
| R3 |
88.33 |
87.59 |
85.92 |
|
| R2 |
87.06 |
87.06 |
85.80 |
|
| R1 |
86.32 |
86.32 |
85.69 |
86.06 |
| PP |
85.79 |
85.79 |
85.79 |
85.66 |
| S1 |
85.05 |
85.05 |
85.45 |
84.79 |
| S2 |
84.52 |
84.52 |
85.34 |
|
| S3 |
83.25 |
83.78 |
85.22 |
|
| S4 |
81.98 |
82.51 |
84.87 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.96 |
99.18 |
88.91 |
|
| R3 |
96.79 |
94.01 |
87.49 |
|
| R2 |
91.62 |
91.62 |
87.02 |
|
| R1 |
88.84 |
88.84 |
86.54 |
90.23 |
| PP |
86.45 |
86.45 |
86.45 |
87.14 |
| S1 |
83.67 |
83.67 |
85.60 |
85.06 |
| S2 |
81.28 |
81.28 |
85.12 |
|
| S3 |
76.11 |
78.50 |
84.65 |
|
| S4 |
70.94 |
73.33 |
83.23 |
|
|
| 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 |
6.0% |
2.79 |
3.3% |
29% |
False |
False |
325,066 |
| 10 |
89.22 |
84.05 |
5.17 |
6.0% |
2.23 |
2.6% |
29% |
False |
False |
266,001 |
| 20 |
93.49 |
84.05 |
9.44 |
11.0% |
2.16 |
2.5% |
16% |
False |
False |
245,894 |
| 40 |
97.84 |
84.05 |
13.79 |
16.1% |
2.30 |
2.7% |
11% |
False |
False |
168,569 |
| 60 |
101.01 |
84.05 |
16.96 |
19.8% |
2.22 |
2.6% |
9% |
False |
False |
134,113 |
| 80 |
101.01 |
84.05 |
16.96 |
19.8% |
2.19 |
2.6% |
9% |
False |
False |
113,325 |
| 100 |
101.01 |
79.12 |
21.89 |
25.6% |
2.26 |
2.6% |
29% |
False |
False |
100,199 |
| 120 |
101.01 |
79.12 |
21.89 |
25.6% |
2.32 |
2.7% |
29% |
False |
False |
91,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.94 |
|
2.618 |
89.86 |
|
1.618 |
88.59 |
|
1.000 |
87.81 |
|
0.618 |
87.32 |
|
HIGH |
86.54 |
|
0.618 |
86.05 |
|
0.500 |
85.91 |
|
0.382 |
85.76 |
|
LOW |
85.27 |
|
0.618 |
84.49 |
|
1.000 |
84.00 |
|
1.618 |
83.22 |
|
2.618 |
81.95 |
|
4.250 |
79.87 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.91 |
85.53 |
| PP |
85.79 |
85.49 |
| S1 |
85.68 |
85.45 |
|