NYMEX Light Sweet Crude Oil Future January 2013
| 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 |
86.20 |
88.76 |
2.56 |
3.0% |
86.88 |
| High |
89.67 |
89.26 |
-0.41 |
-0.5% |
87.85 |
| Low |
85.92 |
84.53 |
-1.39 |
-1.6% |
85.18 |
| Close |
89.17 |
84.91 |
-4.26 |
-4.8% |
85.40 |
| Range |
3.75 |
4.73 |
0.98 |
26.1% |
2.67 |
| ATR |
2.13 |
2.31 |
0.19 |
8.7% |
0.00 |
| Volume |
80,598 |
83,202 |
2,604 |
3.2% |
271,776 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.42 |
97.40 |
87.51 |
|
| R3 |
95.69 |
92.67 |
86.21 |
|
| R2 |
90.96 |
90.96 |
85.78 |
|
| R1 |
87.94 |
87.94 |
85.34 |
87.09 |
| PP |
86.23 |
86.23 |
86.23 |
85.81 |
| S1 |
83.21 |
83.21 |
84.48 |
82.36 |
| S2 |
81.50 |
81.50 |
84.04 |
|
| S3 |
76.77 |
78.48 |
83.61 |
|
| S4 |
72.04 |
73.75 |
82.31 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.15 |
92.45 |
86.87 |
|
| R3 |
91.48 |
89.78 |
86.13 |
|
| R2 |
88.81 |
88.81 |
85.89 |
|
| R1 |
87.11 |
87.11 |
85.64 |
86.63 |
| PP |
86.14 |
86.14 |
86.14 |
85.90 |
| S1 |
84.44 |
84.44 |
85.16 |
83.96 |
| S2 |
83.47 |
83.47 |
84.91 |
|
| S3 |
80.80 |
81.77 |
84.67 |
|
| S4 |
78.13 |
79.10 |
83.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.67 |
84.53 |
5.14 |
6.1% |
2.79 |
3.3% |
7% |
False |
True |
80,780 |
| 10 |
89.67 |
84.53 |
5.14 |
6.1% |
2.12 |
2.5% |
7% |
False |
True |
67,049 |
| 20 |
93.98 |
84.53 |
9.45 |
11.1% |
2.13 |
2.5% |
4% |
False |
True |
57,723 |
| 40 |
101.19 |
84.53 |
16.66 |
19.6% |
2.32 |
2.7% |
2% |
False |
True |
43,492 |
| 60 |
101.19 |
84.53 |
16.66 |
19.6% |
2.14 |
2.5% |
2% |
False |
True |
35,185 |
| 80 |
101.19 |
84.53 |
16.66 |
19.6% |
2.07 |
2.4% |
2% |
False |
True |
29,875 |
| 100 |
101.19 |
79.69 |
21.50 |
25.3% |
2.14 |
2.5% |
24% |
False |
False |
25,903 |
| 120 |
101.19 |
79.69 |
21.50 |
25.3% |
2.12 |
2.5% |
24% |
False |
False |
22,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.36 |
|
2.618 |
101.64 |
|
1.618 |
96.91 |
|
1.000 |
93.99 |
|
0.618 |
92.18 |
|
HIGH |
89.26 |
|
0.618 |
87.45 |
|
0.500 |
86.90 |
|
0.382 |
86.34 |
|
LOW |
84.53 |
|
0.618 |
81.61 |
|
1.000 |
79.80 |
|
1.618 |
76.88 |
|
2.618 |
72.15 |
|
4.250 |
64.43 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.90 |
87.10 |
| PP |
86.23 |
86.37 |
| S1 |
85.57 |
85.64 |
|