NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.34 |
86.75 |
-0.59 |
-0.7% |
85.79 |
| High |
87.61 |
87.10 |
-0.51 |
-0.6% |
90.22 |
| Low |
86.40 |
85.76 |
-0.64 |
-0.7% |
85.16 |
| Close |
86.70 |
86.48 |
-0.22 |
-0.3% |
87.16 |
| Range |
1.21 |
1.34 |
0.13 |
10.7% |
5.06 |
| ATR |
2.14 |
2.08 |
-0.06 |
-2.7% |
0.00 |
| Volume |
54,373 |
42,992 |
-11,381 |
-20.9% |
253,449 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.47 |
89.81 |
87.22 |
|
| R3 |
89.13 |
88.47 |
86.85 |
|
| R2 |
87.79 |
87.79 |
86.73 |
|
| R1 |
87.13 |
87.13 |
86.60 |
86.79 |
| PP |
86.45 |
86.45 |
86.45 |
86.28 |
| S1 |
85.79 |
85.79 |
86.36 |
85.45 |
| S2 |
85.11 |
85.11 |
86.23 |
|
| S3 |
83.77 |
84.45 |
86.11 |
|
| S4 |
82.43 |
83.11 |
85.74 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.69 |
99.99 |
89.94 |
|
| R3 |
97.63 |
94.93 |
88.55 |
|
| R2 |
92.57 |
92.57 |
88.09 |
|
| R1 |
89.87 |
89.87 |
87.62 |
91.22 |
| PP |
87.51 |
87.51 |
87.51 |
88.19 |
| S1 |
84.81 |
84.81 |
86.70 |
86.16 |
| S2 |
82.45 |
82.45 |
86.23 |
|
| S3 |
77.39 |
79.75 |
85.77 |
|
| S4 |
72.33 |
74.69 |
84.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.81 |
85.16 |
4.65 |
5.4% |
2.24 |
2.6% |
28% |
False |
False |
45,258 |
| 10 |
90.22 |
85.16 |
5.06 |
5.9% |
2.16 |
2.5% |
26% |
False |
False |
45,267 |
| 20 |
94.42 |
85.16 |
9.26 |
10.7% |
2.08 |
2.4% |
14% |
False |
False |
35,081 |
| 40 |
97.23 |
85.16 |
12.07 |
14.0% |
2.16 |
2.5% |
11% |
False |
False |
26,848 |
| 60 |
101.53 |
85.16 |
16.37 |
18.9% |
2.05 |
2.4% |
8% |
False |
False |
22,630 |
| 80 |
101.53 |
85.16 |
16.37 |
18.9% |
1.93 |
2.2% |
8% |
False |
False |
19,029 |
| 100 |
101.53 |
80.09 |
21.44 |
24.8% |
1.97 |
2.3% |
30% |
False |
False |
16,358 |
| 120 |
101.53 |
80.09 |
21.44 |
24.8% |
1.90 |
2.2% |
30% |
False |
False |
14,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.80 |
|
2.618 |
90.61 |
|
1.618 |
89.27 |
|
1.000 |
88.44 |
|
0.618 |
87.93 |
|
HIGH |
87.10 |
|
0.618 |
86.59 |
|
0.500 |
86.43 |
|
0.382 |
86.27 |
|
LOW |
85.76 |
|
0.618 |
84.93 |
|
1.000 |
84.42 |
|
1.618 |
83.59 |
|
2.618 |
82.25 |
|
4.250 |
80.07 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.46 |
86.50 |
| PP |
86.45 |
86.49 |
| S1 |
86.43 |
86.49 |
|