NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.88 |
89.28 |
2.40 |
2.8% |
87.24 |
| High |
90.22 |
89.81 |
-0.41 |
-0.5% |
88.31 |
| Low |
86.53 |
85.16 |
-1.37 |
-1.6% |
85.76 |
| Close |
89.73 |
85.51 |
-4.22 |
-4.7% |
86.00 |
| Range |
3.69 |
4.65 |
0.96 |
26.0% |
2.55 |
| ATR |
2.06 |
2.24 |
0.19 |
9.0% |
0.00 |
| Volume |
51,698 |
37,697 |
-14,001 |
-27.1% |
164,450 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.78 |
97.79 |
88.07 |
|
| R3 |
96.13 |
93.14 |
86.79 |
|
| R2 |
91.48 |
91.48 |
86.36 |
|
| R1 |
88.49 |
88.49 |
85.94 |
87.66 |
| PP |
86.83 |
86.83 |
86.83 |
86.41 |
| S1 |
83.84 |
83.84 |
85.08 |
83.01 |
| S2 |
82.18 |
82.18 |
84.66 |
|
| S3 |
77.53 |
79.19 |
84.23 |
|
| S4 |
72.88 |
74.54 |
82.95 |
|
|
| 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 |
90.22 |
85.16 |
5.06 |
5.9% |
2.71 |
3.2% |
7% |
False |
True |
48,916 |
| 10 |
90.22 |
85.16 |
5.06 |
5.9% |
2.04 |
2.4% |
7% |
False |
True |
39,297 |
| 20 |
94.42 |
85.16 |
9.26 |
10.8% |
2.06 |
2.4% |
4% |
False |
True |
30,516 |
| 40 |
101.53 |
85.16 |
16.37 |
19.1% |
2.25 |
2.6% |
2% |
False |
True |
24,427 |
| 60 |
101.53 |
85.16 |
16.37 |
19.1% |
2.03 |
2.4% |
2% |
False |
True |
20,112 |
| 80 |
101.53 |
85.16 |
16.37 |
19.1% |
1.95 |
2.3% |
2% |
False |
True |
17,034 |
| 100 |
101.53 |
80.09 |
21.44 |
25.1% |
2.00 |
2.3% |
25% |
False |
False |
14,748 |
| 120 |
101.53 |
80.09 |
21.44 |
25.1% |
1.87 |
2.2% |
25% |
False |
False |
12,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.57 |
|
2.618 |
101.98 |
|
1.618 |
97.33 |
|
1.000 |
94.46 |
|
0.618 |
92.68 |
|
HIGH |
89.81 |
|
0.618 |
88.03 |
|
0.500 |
87.49 |
|
0.382 |
86.94 |
|
LOW |
85.16 |
|
0.618 |
82.29 |
|
1.000 |
80.51 |
|
1.618 |
77.64 |
|
2.618 |
72.99 |
|
4.250 |
65.40 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.49 |
87.69 |
| PP |
86.83 |
86.96 |
| S1 |
86.17 |
86.24 |
|