NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
85.81 |
86.77 |
0.96 |
1.1% |
85.22 |
| High |
87.06 |
87.25 |
0.19 |
0.2% |
89.67 |
| Low |
85.39 |
85.10 |
-0.29 |
-0.3% |
84.53 |
| Close |
86.75 |
85.87 |
-0.88 |
-1.0% |
86.55 |
| Range |
1.67 |
2.15 |
0.48 |
28.7% |
5.14 |
| ATR |
2.11 |
2.11 |
0.00 |
0.1% |
0.00 |
| Volume |
195,104 |
275,993 |
80,889 |
41.5% |
477,319 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.52 |
91.35 |
87.05 |
|
| R3 |
90.37 |
89.20 |
86.46 |
|
| R2 |
88.22 |
88.22 |
86.26 |
|
| R1 |
87.05 |
87.05 |
86.07 |
86.56 |
| PP |
86.07 |
86.07 |
86.07 |
85.83 |
| S1 |
84.90 |
84.90 |
85.67 |
84.41 |
| S2 |
83.92 |
83.92 |
85.48 |
|
| S3 |
81.77 |
82.75 |
85.28 |
|
| S4 |
79.62 |
80.60 |
84.69 |
|
|
| 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 |
87.25 |
84.61 |
2.64 |
3.1% |
1.81 |
2.1% |
48% |
True |
False |
180,403 |
| 10 |
89.67 |
84.53 |
5.14 |
6.0% |
2.30 |
2.7% |
26% |
False |
False |
134,513 |
| 20 |
93.98 |
84.53 |
9.45 |
11.0% |
2.18 |
2.5% |
14% |
False |
False |
93,920 |
| 40 |
94.46 |
84.53 |
9.93 |
11.6% |
2.14 |
2.5% |
13% |
False |
False |
64,368 |
| 60 |
101.19 |
84.53 |
16.66 |
19.4% |
2.16 |
2.5% |
8% |
False |
False |
50,212 |
| 80 |
101.19 |
84.53 |
16.66 |
19.4% |
2.05 |
2.4% |
8% |
False |
False |
41,479 |
| 100 |
101.19 |
79.69 |
21.50 |
25.0% |
2.11 |
2.5% |
29% |
False |
False |
35,350 |
| 120 |
101.19 |
79.69 |
21.50 |
25.0% |
2.14 |
2.5% |
29% |
False |
False |
30,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.39 |
|
2.618 |
92.88 |
|
1.618 |
90.73 |
|
1.000 |
89.40 |
|
0.618 |
88.58 |
|
HIGH |
87.25 |
|
0.618 |
86.43 |
|
0.500 |
86.18 |
|
0.382 |
85.92 |
|
LOW |
85.10 |
|
0.618 |
83.77 |
|
1.000 |
82.95 |
|
1.618 |
81.62 |
|
2.618 |
79.47 |
|
4.250 |
75.96 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.18 |
86.18 |
| PP |
86.07 |
86.07 |
| S1 |
85.97 |
85.97 |
|