NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
85.80 |
87.30 |
1.50 |
1.7% |
86.61 |
| High |
87.39 |
89.80 |
2.41 |
2.8% |
87.39 |
| Low |
85.41 |
87.11 |
1.70 |
2.0% |
85.10 |
| Close |
86.92 |
89.28 |
2.36 |
2.7% |
86.92 |
| Range |
1.98 |
2.69 |
0.71 |
35.9% |
2.29 |
| ATR |
2.10 |
2.16 |
0.06 |
2.6% |
0.00 |
| Volume |
271,209 |
247,078 |
-24,131 |
-8.9% |
1,070,193 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.80 |
95.73 |
90.76 |
|
| R3 |
94.11 |
93.04 |
90.02 |
|
| R2 |
91.42 |
91.42 |
89.77 |
|
| R1 |
90.35 |
90.35 |
89.53 |
90.89 |
| PP |
88.73 |
88.73 |
88.73 |
89.00 |
| S1 |
87.66 |
87.66 |
89.03 |
88.20 |
| S2 |
86.04 |
86.04 |
88.79 |
|
| S3 |
83.35 |
84.97 |
88.54 |
|
| S4 |
80.66 |
82.28 |
87.80 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.34 |
92.42 |
88.18 |
|
| R3 |
91.05 |
90.13 |
87.55 |
|
| R2 |
88.76 |
88.76 |
87.34 |
|
| R1 |
87.84 |
87.84 |
87.13 |
88.30 |
| PP |
86.47 |
86.47 |
86.47 |
86.70 |
| S1 |
85.55 |
85.55 |
86.71 |
86.01 |
| S2 |
84.18 |
84.18 |
86.50 |
|
| S3 |
81.89 |
83.26 |
86.29 |
|
| S4 |
79.60 |
80.97 |
85.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.80 |
85.10 |
4.70 |
5.3% |
1.97 |
2.2% |
89% |
True |
False |
240,197 |
| 10 |
89.80 |
84.53 |
5.27 |
5.9% |
2.36 |
2.6% |
90% |
True |
False |
168,730 |
| 20 |
89.80 |
84.53 |
5.27 |
5.9% |
2.12 |
2.4% |
90% |
True |
False |
115,410 |
| 40 |
94.46 |
84.53 |
9.93 |
11.1% |
2.18 |
2.4% |
48% |
False |
False |
76,150 |
| 60 |
101.19 |
84.53 |
16.66 |
18.7% |
2.17 |
2.4% |
29% |
False |
False |
58,315 |
| 80 |
101.19 |
84.53 |
16.66 |
18.7% |
2.07 |
2.3% |
29% |
False |
False |
47,765 |
| 100 |
101.19 |
80.68 |
20.51 |
23.0% |
2.11 |
2.4% |
42% |
False |
False |
40,327 |
| 120 |
101.19 |
79.69 |
21.50 |
24.1% |
2.14 |
2.4% |
45% |
False |
False |
35,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.23 |
|
2.618 |
96.84 |
|
1.618 |
94.15 |
|
1.000 |
92.49 |
|
0.618 |
91.46 |
|
HIGH |
89.80 |
|
0.618 |
88.77 |
|
0.500 |
88.46 |
|
0.382 |
88.14 |
|
LOW |
87.11 |
|
0.618 |
85.45 |
|
1.000 |
84.42 |
|
1.618 |
82.76 |
|
2.618 |
80.07 |
|
4.250 |
75.68 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.01 |
88.67 |
| PP |
88.73 |
88.06 |
| S1 |
88.46 |
87.45 |
|