NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.28 |
85.49 |
-3.79 |
-4.2% |
87.24 |
| High |
89.81 |
86.76 |
-3.05 |
-3.4% |
88.31 |
| Low |
85.16 |
85.35 |
0.19 |
0.2% |
85.76 |
| Close |
85.51 |
86.14 |
0.63 |
0.7% |
86.00 |
| Range |
4.65 |
1.41 |
-3.24 |
-69.7% |
2.55 |
| ATR |
2.24 |
2.19 |
-0.06 |
-2.7% |
0.00 |
| Volume |
37,697 |
49,413 |
11,716 |
31.1% |
164,450 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.31 |
89.64 |
86.92 |
|
| R3 |
88.90 |
88.23 |
86.53 |
|
| R2 |
87.49 |
87.49 |
86.40 |
|
| R1 |
86.82 |
86.82 |
86.27 |
87.16 |
| PP |
86.08 |
86.08 |
86.08 |
86.25 |
| S1 |
85.41 |
85.41 |
86.01 |
85.75 |
| S2 |
84.67 |
84.67 |
85.88 |
|
| S3 |
83.26 |
84.00 |
85.75 |
|
| S4 |
81.85 |
82.59 |
85.36 |
|
|
| 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% |
2.73 |
3.2% |
19% |
False |
False |
51,512 |
| 10 |
90.22 |
85.16 |
5.06 |
5.9% |
2.04 |
2.4% |
19% |
False |
False |
40,440 |
| 20 |
94.42 |
85.16 |
9.26 |
10.7% |
2.05 |
2.4% |
11% |
False |
False |
31,493 |
| 40 |
101.53 |
85.16 |
16.37 |
19.0% |
2.24 |
2.6% |
6% |
False |
False |
25,303 |
| 60 |
101.53 |
85.16 |
16.37 |
19.0% |
2.03 |
2.4% |
6% |
False |
False |
20,830 |
| 80 |
101.53 |
85.16 |
16.37 |
19.0% |
1.95 |
2.3% |
6% |
False |
False |
17,566 |
| 100 |
101.53 |
80.09 |
21.44 |
24.9% |
1.99 |
2.3% |
28% |
False |
False |
15,177 |
| 120 |
101.53 |
80.09 |
21.44 |
24.9% |
1.87 |
2.2% |
28% |
False |
False |
13,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.75 |
|
2.618 |
90.45 |
|
1.618 |
89.04 |
|
1.000 |
88.17 |
|
0.618 |
87.63 |
|
HIGH |
86.76 |
|
0.618 |
86.22 |
|
0.500 |
86.06 |
|
0.382 |
85.89 |
|
LOW |
85.35 |
|
0.618 |
84.48 |
|
1.000 |
83.94 |
|
1.618 |
83.07 |
|
2.618 |
81.66 |
|
4.250 |
79.36 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.11 |
87.69 |
| PP |
86.08 |
87.17 |
| S1 |
86.06 |
86.66 |
|