NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.23 |
86.57 |
0.34 |
0.4% |
90.70 |
| High |
87.68 |
87.85 |
0.17 |
0.2% |
91.75 |
| Low |
86.16 |
86.40 |
0.24 |
0.3% |
85.52 |
| Close |
86.73 |
87.57 |
0.84 |
1.0% |
86.80 |
| Range |
1.52 |
1.45 |
-0.07 |
-4.6% |
6.23 |
| ATR |
2.05 |
2.01 |
-0.04 |
-2.1% |
0.00 |
| Volume |
39,593 |
63,978 |
24,385 |
61.6% |
291,811 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.62 |
91.05 |
88.37 |
|
| R3 |
90.17 |
89.60 |
87.97 |
|
| R2 |
88.72 |
88.72 |
87.84 |
|
| R1 |
88.15 |
88.15 |
87.70 |
88.44 |
| PP |
87.27 |
87.27 |
87.27 |
87.42 |
| S1 |
86.70 |
86.70 |
87.44 |
86.99 |
| S2 |
85.82 |
85.82 |
87.30 |
|
| S3 |
84.37 |
85.25 |
87.17 |
|
| S4 |
82.92 |
83.80 |
86.77 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.71 |
102.99 |
90.23 |
|
| R3 |
100.48 |
96.76 |
88.51 |
|
| R2 |
94.25 |
94.25 |
87.94 |
|
| R1 |
90.53 |
90.53 |
87.37 |
89.28 |
| PP |
88.02 |
88.02 |
88.02 |
87.40 |
| S1 |
84.30 |
84.30 |
86.23 |
83.05 |
| S2 |
81.79 |
81.79 |
85.66 |
|
| S3 |
75.56 |
78.07 |
85.09 |
|
| S4 |
69.33 |
71.84 |
83.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.85 |
85.18 |
2.67 |
3.0% |
1.44 |
1.6% |
90% |
True |
False |
51,683 |
| 10 |
93.98 |
85.18 |
8.80 |
10.0% |
2.06 |
2.3% |
27% |
False |
False |
53,327 |
| 20 |
94.46 |
85.18 |
9.28 |
10.6% |
2.01 |
2.3% |
26% |
False |
False |
48,682 |
| 40 |
101.19 |
85.18 |
16.01 |
18.3% |
2.17 |
2.5% |
15% |
False |
False |
37,370 |
| 60 |
101.19 |
85.18 |
16.01 |
18.3% |
2.02 |
2.3% |
15% |
False |
False |
30,656 |
| 80 |
101.19 |
85.18 |
16.01 |
18.3% |
2.01 |
2.3% |
15% |
False |
False |
26,089 |
| 100 |
101.19 |
79.69 |
21.50 |
24.6% |
2.08 |
2.4% |
37% |
False |
False |
22,728 |
| 120 |
101.19 |
79.69 |
21.50 |
24.6% |
2.08 |
2.4% |
37% |
False |
False |
20,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.01 |
|
2.618 |
91.65 |
|
1.618 |
90.20 |
|
1.000 |
89.30 |
|
0.618 |
88.75 |
|
HIGH |
87.85 |
|
0.618 |
87.30 |
|
0.500 |
87.13 |
|
0.382 |
86.95 |
|
LOW |
86.40 |
|
0.618 |
85.50 |
|
1.000 |
84.95 |
|
1.618 |
84.05 |
|
2.618 |
82.60 |
|
4.250 |
80.24 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.42 |
87.29 |
| PP |
87.27 |
87.01 |
| S1 |
87.13 |
86.73 |
|