NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.91 |
85.79 |
-2.12 |
-2.4% |
87.24 |
| High |
88.25 |
86.96 |
-1.29 |
-1.5% |
88.31 |
| Low |
85.79 |
85.50 |
-0.29 |
-0.3% |
85.76 |
| Close |
86.00 |
86.73 |
0.73 |
0.8% |
86.00 |
| Range |
2.46 |
1.46 |
-1.00 |
-40.7% |
2.55 |
| ATR |
1.97 |
1.93 |
-0.04 |
-1.9% |
0.00 |
| Volume |
45,930 |
72,824 |
26,894 |
58.6% |
164,450 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.78 |
90.21 |
87.53 |
|
| R3 |
89.32 |
88.75 |
87.13 |
|
| R2 |
87.86 |
87.86 |
87.00 |
|
| R1 |
87.29 |
87.29 |
86.86 |
87.58 |
| PP |
86.40 |
86.40 |
86.40 |
86.54 |
| S1 |
85.83 |
85.83 |
86.60 |
86.12 |
| S2 |
84.94 |
84.94 |
86.46 |
|
| S3 |
83.48 |
84.37 |
86.33 |
|
| S4 |
82.02 |
82.91 |
85.93 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.34 |
92.72 |
87.40 |
|
| R3 |
91.79 |
90.17 |
86.70 |
|
| R2 |
89.24 |
89.24 |
86.47 |
|
| R1 |
87.62 |
87.62 |
86.23 |
87.16 |
| PP |
86.69 |
86.69 |
86.69 |
86.46 |
| S1 |
85.07 |
85.07 |
85.77 |
84.61 |
| S2 |
84.14 |
84.14 |
85.53 |
|
| S3 |
81.59 |
82.52 |
85.30 |
|
| S4 |
79.04 |
79.97 |
84.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.31 |
85.50 |
2.81 |
3.2% |
1.55 |
1.8% |
44% |
False |
True |
40,893 |
| 10 |
90.31 |
85.50 |
4.81 |
5.5% |
1.79 |
2.1% |
26% |
False |
True |
36,131 |
| 20 |
94.87 |
85.50 |
9.37 |
10.8% |
1.94 |
2.2% |
13% |
False |
True |
28,117 |
| 40 |
101.53 |
85.50 |
16.03 |
18.5% |
2.10 |
2.4% |
8% |
False |
True |
23,133 |
| 60 |
101.53 |
85.50 |
16.03 |
18.5% |
1.94 |
2.2% |
8% |
False |
True |
18,892 |
| 80 |
101.53 |
85.50 |
16.03 |
18.5% |
1.88 |
2.2% |
8% |
False |
True |
16,026 |
| 100 |
101.53 |
80.09 |
21.44 |
24.7% |
1.94 |
2.2% |
31% |
False |
False |
13,912 |
| 120 |
101.53 |
80.09 |
21.44 |
24.7% |
1.81 |
2.1% |
31% |
False |
False |
12,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.17 |
|
2.618 |
90.78 |
|
1.618 |
89.32 |
|
1.000 |
88.42 |
|
0.618 |
87.86 |
|
HIGH |
86.96 |
|
0.618 |
86.40 |
|
0.500 |
86.23 |
|
0.382 |
86.06 |
|
LOW |
85.50 |
|
0.618 |
84.60 |
|
1.000 |
84.04 |
|
1.618 |
83.14 |
|
2.618 |
81.68 |
|
4.250 |
79.30 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.56 |
86.91 |
| PP |
86.40 |
86.85 |
| S1 |
86.23 |
86.79 |
|