NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
85.59 |
85.37 |
-0.22 |
-0.3% |
84.65 |
| High |
85.95 |
86.65 |
0.70 |
0.8% |
89.22 |
| Low |
84.57 |
84.93 |
0.36 |
0.4% |
84.05 |
| Close |
85.38 |
86.32 |
0.94 |
1.1% |
86.07 |
| Range |
1.38 |
1.72 |
0.34 |
24.6% |
5.17 |
| ATR |
2.19 |
2.16 |
-0.03 |
-1.5% |
0.00 |
| Volume |
352,247 |
265,306 |
-86,941 |
-24.7% |
1,566,039 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.13 |
90.44 |
87.27 |
|
| R3 |
89.41 |
88.72 |
86.79 |
|
| R2 |
87.69 |
87.69 |
86.64 |
|
| R1 |
87.00 |
87.00 |
86.48 |
87.35 |
| PP |
85.97 |
85.97 |
85.97 |
86.14 |
| S1 |
85.28 |
85.28 |
86.16 |
85.63 |
| S2 |
84.25 |
84.25 |
86.00 |
|
| S3 |
82.53 |
83.56 |
85.85 |
|
| S4 |
80.81 |
81.84 |
85.37 |
|
|
| 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 |
86.77 |
84.13 |
2.64 |
3.1% |
1.70 |
2.0% |
83% |
False |
False |
303,449 |
| 10 |
89.22 |
84.05 |
5.17 |
6.0% |
2.27 |
2.6% |
44% |
False |
False |
295,877 |
| 20 |
93.49 |
84.05 |
9.44 |
10.9% |
2.20 |
2.6% |
24% |
False |
False |
261,669 |
| 40 |
94.15 |
84.05 |
10.10 |
11.7% |
2.20 |
2.5% |
22% |
False |
False |
180,245 |
| 60 |
101.01 |
84.05 |
16.96 |
19.6% |
2.22 |
2.6% |
13% |
False |
False |
142,885 |
| 80 |
101.01 |
84.05 |
16.96 |
19.6% |
2.16 |
2.5% |
13% |
False |
False |
119,990 |
| 100 |
101.01 |
79.12 |
21.89 |
25.4% |
2.25 |
2.6% |
33% |
False |
False |
105,276 |
| 120 |
101.01 |
79.12 |
21.89 |
25.4% |
2.32 |
2.7% |
33% |
False |
False |
95,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.96 |
|
2.618 |
91.15 |
|
1.618 |
89.43 |
|
1.000 |
88.37 |
|
0.618 |
87.71 |
|
HIGH |
86.65 |
|
0.618 |
85.99 |
|
0.500 |
85.79 |
|
0.382 |
85.59 |
|
LOW |
84.93 |
|
0.618 |
83.87 |
|
1.000 |
83.21 |
|
1.618 |
82.15 |
|
2.618 |
80.43 |
|
4.250 |
77.62 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.14 |
86.08 |
| PP |
85.97 |
85.85 |
| S1 |
85.79 |
85.61 |
|