NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.30 |
89.15 |
1.85 |
2.1% |
86.61 |
| High |
89.80 |
89.19 |
-0.61 |
-0.7% |
87.39 |
| Low |
87.11 |
86.17 |
-0.94 |
-1.1% |
85.10 |
| Close |
89.28 |
86.75 |
-2.53 |
-2.8% |
86.92 |
| Range |
2.69 |
3.02 |
0.33 |
12.3% |
2.29 |
| ATR |
2.16 |
2.23 |
0.07 |
3.1% |
0.00 |
| Volume |
247,078 |
322,630 |
75,552 |
30.6% |
1,070,193 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.43 |
94.61 |
88.41 |
|
| R3 |
93.41 |
91.59 |
87.58 |
|
| R2 |
90.39 |
90.39 |
87.30 |
|
| R1 |
88.57 |
88.57 |
87.03 |
87.97 |
| PP |
87.37 |
87.37 |
87.37 |
87.07 |
| S1 |
85.55 |
85.55 |
86.47 |
84.95 |
| S2 |
84.35 |
84.35 |
86.20 |
|
| S3 |
81.33 |
82.53 |
85.92 |
|
| S4 |
78.31 |
79.51 |
85.09 |
|
|
| 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 |
5.4% |
2.30 |
2.7% |
35% |
False |
False |
262,402 |
| 10 |
89.80 |
84.53 |
5.27 |
6.1% |
2.29 |
2.6% |
42% |
False |
False |
192,933 |
| 20 |
89.80 |
84.53 |
5.27 |
6.1% |
2.09 |
2.4% |
42% |
False |
False |
129,114 |
| 40 |
94.46 |
84.53 |
9.93 |
11.4% |
2.19 |
2.5% |
22% |
False |
False |
83,682 |
| 60 |
101.19 |
84.53 |
16.66 |
19.2% |
2.17 |
2.5% |
13% |
False |
False |
63,460 |
| 80 |
101.19 |
84.53 |
16.66 |
19.2% |
2.10 |
2.4% |
13% |
False |
False |
51,662 |
| 100 |
101.19 |
84.24 |
16.95 |
19.5% |
2.08 |
2.4% |
15% |
False |
False |
43,436 |
| 120 |
101.19 |
79.69 |
21.50 |
24.8% |
2.14 |
2.5% |
33% |
False |
False |
37,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.03 |
|
2.618 |
97.10 |
|
1.618 |
94.08 |
|
1.000 |
92.21 |
|
0.618 |
91.06 |
|
HIGH |
89.19 |
|
0.618 |
88.04 |
|
0.500 |
87.68 |
|
0.382 |
87.32 |
|
LOW |
86.17 |
|
0.618 |
84.30 |
|
1.000 |
83.15 |
|
1.618 |
81.28 |
|
2.618 |
78.26 |
|
4.250 |
73.34 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.68 |
87.61 |
| PP |
87.37 |
87.32 |
| S1 |
87.06 |
87.04 |
|