NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.54 |
88.21 |
0.67 |
0.8% |
87.30 |
| High |
88.53 |
88.29 |
-0.24 |
-0.3% |
89.80 |
| Low |
86.71 |
87.27 |
0.56 |
0.6% |
86.17 |
| Close |
88.28 |
87.74 |
-0.54 |
-0.6% |
88.28 |
| Range |
1.82 |
1.02 |
-0.80 |
-44.0% |
3.63 |
| ATR |
2.15 |
2.07 |
-0.08 |
-3.8% |
0.00 |
| Volume |
104,944 |
156,593 |
51,649 |
49.2% |
895,632 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.83 |
90.30 |
88.30 |
|
| R3 |
89.81 |
89.28 |
88.02 |
|
| R2 |
88.79 |
88.79 |
87.93 |
|
| R1 |
88.26 |
88.26 |
87.83 |
88.02 |
| PP |
87.77 |
87.77 |
87.77 |
87.64 |
| S1 |
87.24 |
87.24 |
87.65 |
87.00 |
| S2 |
86.75 |
86.75 |
87.55 |
|
| S3 |
85.73 |
86.22 |
87.46 |
|
| S4 |
84.71 |
85.20 |
87.18 |
|
|
| 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 |
86.17 |
3.63 |
4.1% |
2.01 |
2.3% |
43% |
False |
False |
210,445 |
| 10 |
89.80 |
85.10 |
4.70 |
5.4% |
1.85 |
2.1% |
56% |
False |
False |
212,241 |
| 20 |
89.80 |
84.53 |
5.27 |
6.0% |
2.04 |
2.3% |
61% |
False |
False |
143,575 |
| 40 |
94.46 |
84.53 |
9.93 |
11.3% |
2.16 |
2.5% |
32% |
False |
False |
93,599 |
| 60 |
101.19 |
84.53 |
16.66 |
19.0% |
2.17 |
2.5% |
19% |
False |
False |
70,763 |
| 80 |
101.19 |
84.53 |
16.66 |
19.0% |
2.07 |
2.4% |
19% |
False |
False |
57,207 |
| 100 |
101.19 |
84.53 |
16.66 |
19.0% |
2.04 |
2.3% |
19% |
False |
False |
47,920 |
| 120 |
101.19 |
79.69 |
21.50 |
24.5% |
2.13 |
2.4% |
37% |
False |
False |
41,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.63 |
|
2.618 |
90.96 |
|
1.618 |
89.94 |
|
1.000 |
89.31 |
|
0.618 |
88.92 |
|
HIGH |
88.29 |
|
0.618 |
87.90 |
|
0.500 |
87.78 |
|
0.382 |
87.66 |
|
LOW |
87.27 |
|
0.618 |
86.64 |
|
1.000 |
86.25 |
|
1.618 |
85.62 |
|
2.618 |
84.60 |
|
4.250 |
82.94 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.78 |
87.64 |
| PP |
87.77 |
87.55 |
| S1 |
87.75 |
87.45 |
|