NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.28 |
87.54 |
0.26 |
0.3% |
87.30 |
| High |
87.89 |
88.53 |
0.64 |
0.7% |
89.80 |
| Low |
86.37 |
86.71 |
0.34 |
0.4% |
86.17 |
| Close |
87.38 |
88.28 |
0.90 |
1.0% |
88.28 |
| Range |
1.52 |
1.82 |
0.30 |
19.7% |
3.63 |
| ATR |
2.18 |
2.15 |
-0.03 |
-1.2% |
0.00 |
| Volume |
220,980 |
104,944 |
-116,036 |
-52.5% |
895,632 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.30 |
92.61 |
89.28 |
|
| R3 |
91.48 |
90.79 |
88.78 |
|
| R2 |
89.66 |
89.66 |
88.61 |
|
| R1 |
88.97 |
88.97 |
88.45 |
89.32 |
| PP |
87.84 |
87.84 |
87.84 |
88.01 |
| S1 |
87.15 |
87.15 |
88.11 |
87.50 |
| S2 |
86.02 |
86.02 |
87.95 |
|
| S3 |
84.20 |
85.33 |
87.78 |
|
| S4 |
82.38 |
83.51 |
87.28 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.97 |
97.26 |
90.28 |
|
| R3 |
95.34 |
93.63 |
89.28 |
|
| R2 |
91.71 |
91.71 |
88.95 |
|
| R1 |
90.00 |
90.00 |
88.61 |
90.86 |
| PP |
88.08 |
88.08 |
88.08 |
88.51 |
| S1 |
86.37 |
86.37 |
87.95 |
87.23 |
| S2 |
84.45 |
84.45 |
87.61 |
|
| S3 |
80.82 |
82.74 |
87.28 |
|
| S4 |
77.19 |
79.11 |
86.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.80 |
85.41 |
4.39 |
5.0% |
2.21 |
2.5% |
65% |
False |
False |
233,368 |
| 10 |
89.80 |
84.61 |
5.19 |
5.9% |
2.01 |
2.3% |
71% |
False |
False |
206,885 |
| 20 |
89.80 |
84.53 |
5.27 |
6.0% |
2.06 |
2.3% |
71% |
False |
False |
138,519 |
| 40 |
94.46 |
84.53 |
9.93 |
11.2% |
2.16 |
2.4% |
38% |
False |
False |
90,231 |
| 60 |
101.19 |
84.53 |
16.66 |
18.9% |
2.18 |
2.5% |
23% |
False |
False |
68,409 |
| 80 |
101.19 |
84.53 |
16.66 |
18.9% |
2.09 |
2.4% |
23% |
False |
False |
55,482 |
| 100 |
101.19 |
84.53 |
16.66 |
18.9% |
2.05 |
2.3% |
23% |
False |
False |
46,486 |
| 120 |
101.19 |
79.69 |
21.50 |
24.4% |
2.13 |
2.4% |
40% |
False |
False |
40,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.27 |
|
2.618 |
93.29 |
|
1.618 |
91.47 |
|
1.000 |
90.35 |
|
0.618 |
89.65 |
|
HIGH |
88.53 |
|
0.618 |
87.83 |
|
0.500 |
87.62 |
|
0.382 |
87.41 |
|
LOW |
86.71 |
|
0.618 |
85.59 |
|
1.000 |
84.89 |
|
1.618 |
83.77 |
|
2.618 |
81.95 |
|
4.250 |
78.98 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.06 |
88.08 |
| PP |
87.84 |
87.88 |
| S1 |
87.62 |
87.68 |
|