NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.61 |
86.13 |
-0.48 |
-0.6% |
85.22 |
| High |
87.02 |
86.44 |
-0.58 |
-0.7% |
89.67 |
| Low |
85.78 |
85.10 |
-0.68 |
-0.8% |
84.53 |
| Close |
86.07 |
85.84 |
-0.23 |
-0.3% |
86.55 |
| Range |
1.24 |
1.34 |
0.10 |
8.1% |
5.14 |
| ATR |
2.21 |
2.14 |
-0.06 |
-2.8% |
0.00 |
| Volume |
116,282 |
211,605 |
95,323 |
82.0% |
477,319 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.81 |
89.17 |
86.58 |
|
| R3 |
88.47 |
87.83 |
86.21 |
|
| R2 |
87.13 |
87.13 |
86.09 |
|
| R1 |
86.49 |
86.49 |
85.96 |
86.14 |
| PP |
85.79 |
85.79 |
85.79 |
85.62 |
| S1 |
85.15 |
85.15 |
85.72 |
84.80 |
| S2 |
84.45 |
84.45 |
85.59 |
|
| S3 |
83.11 |
83.81 |
85.47 |
|
| S4 |
81.77 |
82.47 |
85.10 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.34 |
99.58 |
89.38 |
|
| R3 |
97.20 |
94.44 |
87.96 |
|
| R2 |
92.06 |
92.06 |
87.49 |
|
| R1 |
89.30 |
89.30 |
87.02 |
90.68 |
| PP |
86.92 |
86.92 |
86.92 |
87.61 |
| S1 |
84.16 |
84.16 |
86.08 |
85.54 |
| S2 |
81.78 |
81.78 |
85.61 |
|
| S3 |
76.64 |
79.02 |
85.14 |
|
| S4 |
71.50 |
73.88 |
83.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.26 |
84.53 |
4.73 |
5.5% |
2.28 |
2.7% |
28% |
False |
False |
123,464 |
| 10 |
89.67 |
84.53 |
5.14 |
6.0% |
2.21 |
2.6% |
25% |
False |
False |
97,761 |
| 20 |
93.98 |
84.53 |
9.45 |
11.0% |
2.14 |
2.5% |
14% |
False |
False |
74,372 |
| 40 |
97.05 |
84.53 |
12.52 |
14.6% |
2.22 |
2.6% |
10% |
False |
False |
53,592 |
| 60 |
101.19 |
84.53 |
16.66 |
19.4% |
2.15 |
2.5% |
8% |
False |
False |
42,954 |
| 80 |
101.19 |
84.53 |
16.66 |
19.4% |
2.05 |
2.4% |
8% |
False |
False |
35,837 |
| 100 |
101.19 |
79.69 |
21.50 |
25.0% |
2.10 |
2.4% |
29% |
False |
False |
30,821 |
| 120 |
101.19 |
79.69 |
21.50 |
25.0% |
2.13 |
2.5% |
29% |
False |
False |
26,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.14 |
|
2.618 |
89.95 |
|
1.618 |
88.61 |
|
1.000 |
87.78 |
|
0.618 |
87.27 |
|
HIGH |
86.44 |
|
0.618 |
85.93 |
|
0.500 |
85.77 |
|
0.382 |
85.61 |
|
LOW |
85.10 |
|
0.618 |
84.27 |
|
1.000 |
83.76 |
|
1.618 |
82.93 |
|
2.618 |
81.59 |
|
4.250 |
79.41 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.82 |
85.93 |
| PP |
85.79 |
85.90 |
| S1 |
85.77 |
85.87 |
|