NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.15 |
87.28 |
-1.87 |
-2.1% |
86.61 |
| High |
89.19 |
87.89 |
-1.30 |
-1.5% |
87.39 |
| Low |
86.17 |
86.37 |
0.20 |
0.2% |
85.10 |
| Close |
86.75 |
87.38 |
0.63 |
0.7% |
86.92 |
| Range |
3.02 |
1.52 |
-1.50 |
-49.7% |
2.29 |
| ATR |
2.23 |
2.18 |
-0.05 |
-2.3% |
0.00 |
| Volume |
322,630 |
220,980 |
-101,650 |
-31.5% |
1,070,193 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.77 |
91.10 |
88.22 |
|
| R3 |
90.25 |
89.58 |
87.80 |
|
| R2 |
88.73 |
88.73 |
87.66 |
|
| R1 |
88.06 |
88.06 |
87.52 |
88.40 |
| PP |
87.21 |
87.21 |
87.21 |
87.38 |
| S1 |
86.54 |
86.54 |
87.24 |
86.88 |
| S2 |
85.69 |
85.69 |
87.10 |
|
| S3 |
84.17 |
85.02 |
86.96 |
|
| S4 |
82.65 |
83.50 |
86.54 |
|
|
| 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% |
2.27 |
2.6% |
49% |
False |
False |
267,578 |
| 10 |
89.80 |
84.61 |
5.19 |
5.9% |
1.97 |
2.3% |
53% |
False |
False |
206,711 |
| 20 |
89.80 |
84.53 |
5.27 |
6.0% |
2.04 |
2.3% |
54% |
False |
False |
136,880 |
| 40 |
94.46 |
84.53 |
9.93 |
11.4% |
2.17 |
2.5% |
29% |
False |
False |
88,609 |
| 60 |
101.19 |
84.53 |
16.66 |
19.1% |
2.18 |
2.5% |
17% |
False |
False |
66,898 |
| 80 |
101.19 |
84.53 |
16.66 |
19.1% |
2.09 |
2.4% |
17% |
False |
False |
54,341 |
| 100 |
101.19 |
84.53 |
16.66 |
19.1% |
2.07 |
2.4% |
17% |
False |
False |
45,528 |
| 120 |
101.19 |
79.69 |
21.50 |
24.6% |
2.13 |
2.4% |
36% |
False |
False |
39,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.35 |
|
2.618 |
91.87 |
|
1.618 |
90.35 |
|
1.000 |
89.41 |
|
0.618 |
88.83 |
|
HIGH |
87.89 |
|
0.618 |
87.31 |
|
0.500 |
87.13 |
|
0.382 |
86.95 |
|
LOW |
86.37 |
|
0.618 |
85.43 |
|
1.000 |
84.85 |
|
1.618 |
83.91 |
|
2.618 |
82.39 |
|
4.250 |
79.91 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.30 |
87.99 |
| PP |
87.21 |
87.78 |
| S1 |
87.13 |
87.58 |
|