NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.33 |
86.57 |
-0.76 |
-0.9% |
87.30 |
| High |
87.34 |
88.69 |
1.35 |
1.5% |
89.80 |
| Low |
85.36 |
86.55 |
1.19 |
1.4% |
86.17 |
| Close |
86.49 |
88.07 |
1.58 |
1.8% |
88.28 |
| Range |
1.98 |
2.14 |
0.16 |
8.1% |
3.63 |
| ATR |
2.02 |
2.03 |
0.01 |
0.6% |
0.00 |
| Volume |
249,744 |
270,030 |
20,286 |
8.1% |
895,632 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.19 |
93.27 |
89.25 |
|
| R3 |
92.05 |
91.13 |
88.66 |
|
| R2 |
89.91 |
89.91 |
88.46 |
|
| R1 |
88.99 |
88.99 |
88.27 |
89.45 |
| PP |
87.77 |
87.77 |
87.77 |
88.00 |
| S1 |
86.85 |
86.85 |
87.87 |
87.31 |
| S2 |
85.63 |
85.63 |
87.68 |
|
| S3 |
83.49 |
84.71 |
87.48 |
|
| S4 |
81.35 |
82.57 |
86.89 |
|
|
| 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 |
88.69 |
85.36 |
3.33 |
3.8% |
1.68 |
1.9% |
81% |
True |
False |
198,356 |
| 10 |
89.80 |
85.10 |
4.70 |
5.3% |
1.97 |
2.2% |
63% |
False |
False |
232,967 |
| 20 |
89.80 |
84.53 |
5.27 |
6.0% |
2.10 |
2.4% |
67% |
False |
False |
173,139 |
| 40 |
94.46 |
84.53 |
9.93 |
11.3% |
2.12 |
2.4% |
36% |
False |
False |
110,190 |
| 60 |
101.19 |
84.53 |
16.66 |
18.9% |
2.17 |
2.5% |
21% |
False |
False |
81,942 |
| 80 |
101.19 |
84.53 |
16.66 |
18.9% |
2.04 |
2.3% |
21% |
False |
False |
65,800 |
| 100 |
101.19 |
84.53 |
16.66 |
18.9% |
2.03 |
2.3% |
21% |
False |
False |
54,974 |
| 120 |
101.19 |
79.69 |
21.50 |
24.4% |
2.09 |
2.4% |
39% |
False |
False |
47,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.79 |
|
2.618 |
94.29 |
|
1.618 |
92.15 |
|
1.000 |
90.83 |
|
0.618 |
90.01 |
|
HIGH |
88.69 |
|
0.618 |
87.87 |
|
0.500 |
87.62 |
|
0.382 |
87.37 |
|
LOW |
86.55 |
|
0.618 |
85.23 |
|
1.000 |
84.41 |
|
1.618 |
83.09 |
|
2.618 |
80.95 |
|
4.250 |
77.46 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.92 |
87.72 |
| PP |
87.77 |
87.37 |
| S1 |
87.62 |
87.03 |
|