NYMEX Light Sweet Crude Oil Future January 2013
| 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 |
86.13 |
85.81 |
-0.32 |
-0.4% |
85.22 |
| High |
86.44 |
87.06 |
0.62 |
0.7% |
89.67 |
| Low |
85.10 |
85.39 |
0.29 |
0.3% |
84.53 |
| Close |
85.84 |
86.75 |
0.91 |
1.1% |
86.55 |
| Range |
1.34 |
1.67 |
0.33 |
24.6% |
5.14 |
| ATR |
2.14 |
2.11 |
-0.03 |
-1.6% |
0.00 |
| Volume |
211,605 |
195,104 |
-16,501 |
-7.8% |
477,319 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.41 |
90.75 |
87.67 |
|
| R3 |
89.74 |
89.08 |
87.21 |
|
| R2 |
88.07 |
88.07 |
87.06 |
|
| R1 |
87.41 |
87.41 |
86.90 |
87.74 |
| PP |
86.40 |
86.40 |
86.40 |
86.57 |
| S1 |
85.74 |
85.74 |
86.60 |
86.07 |
| S2 |
84.73 |
84.73 |
86.44 |
|
| S3 |
83.06 |
84.07 |
86.29 |
|
| S4 |
81.39 |
82.40 |
85.83 |
|
|
| 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 |
87.24 |
84.61 |
2.63 |
3.0% |
1.67 |
1.9% |
81% |
False |
False |
145,844 |
| 10 |
89.67 |
84.53 |
5.14 |
5.9% |
2.23 |
2.6% |
43% |
False |
False |
113,312 |
| 20 |
93.98 |
84.53 |
9.45 |
10.9% |
2.16 |
2.5% |
23% |
False |
False |
82,001 |
| 40 |
94.46 |
84.53 |
9.93 |
11.4% |
2.14 |
2.5% |
22% |
False |
False |
58,019 |
| 60 |
101.19 |
84.53 |
16.66 |
19.2% |
2.15 |
2.5% |
13% |
False |
False |
45,994 |
| 80 |
101.19 |
84.53 |
16.66 |
19.2% |
2.05 |
2.4% |
13% |
False |
False |
38,163 |
| 100 |
101.19 |
79.69 |
21.50 |
24.8% |
2.10 |
2.4% |
33% |
False |
False |
32,674 |
| 120 |
101.19 |
79.69 |
21.50 |
24.8% |
2.14 |
2.5% |
33% |
False |
False |
28,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.16 |
|
2.618 |
91.43 |
|
1.618 |
89.76 |
|
1.000 |
88.73 |
|
0.618 |
88.09 |
|
HIGH |
87.06 |
|
0.618 |
86.42 |
|
0.500 |
86.23 |
|
0.382 |
86.03 |
|
LOW |
85.39 |
|
0.618 |
84.36 |
|
1.000 |
83.72 |
|
1.618 |
82.69 |
|
2.618 |
81.02 |
|
4.250 |
78.29 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.58 |
86.53 |
| PP |
86.40 |
86.30 |
| S1 |
86.23 |
86.08 |
|