NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.75 |
86.45 |
-0.30 |
-0.3% |
85.79 |
| High |
87.10 |
87.65 |
0.55 |
0.6% |
90.22 |
| Low |
85.76 |
85.99 |
0.23 |
0.3% |
85.16 |
| Close |
86.48 |
87.31 |
0.83 |
1.0% |
87.16 |
| Range |
1.34 |
1.66 |
0.32 |
23.9% |
5.06 |
| ATR |
2.08 |
2.05 |
-0.03 |
-1.5% |
0.00 |
| Volume |
42,992 |
67,765 |
24,773 |
57.6% |
253,449 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.96 |
91.30 |
88.22 |
|
| R3 |
90.30 |
89.64 |
87.77 |
|
| R2 |
88.64 |
88.64 |
87.61 |
|
| R1 |
87.98 |
87.98 |
87.46 |
88.31 |
| PP |
86.98 |
86.98 |
86.98 |
87.15 |
| S1 |
86.32 |
86.32 |
87.16 |
86.65 |
| S2 |
85.32 |
85.32 |
87.01 |
|
| S3 |
83.66 |
84.66 |
86.85 |
|
| S4 |
82.00 |
83.00 |
86.40 |
|
|
| 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 |
87.78 |
85.21 |
2.57 |
2.9% |
1.64 |
1.9% |
82% |
False |
False |
51,272 |
| 10 |
90.22 |
85.16 |
5.06 |
5.8% |
2.18 |
2.5% |
42% |
False |
False |
50,094 |
| 20 |
94.42 |
85.16 |
9.26 |
10.6% |
2.11 |
2.4% |
23% |
False |
False |
37,594 |
| 40 |
94.87 |
85.16 |
9.71 |
11.1% |
2.08 |
2.4% |
22% |
False |
False |
28,298 |
| 60 |
101.53 |
85.16 |
16.37 |
18.7% |
2.05 |
2.4% |
13% |
False |
False |
23,644 |
| 80 |
101.53 |
85.16 |
16.37 |
18.7% |
1.94 |
2.2% |
13% |
False |
False |
19,818 |
| 100 |
101.53 |
80.09 |
21.44 |
24.6% |
1.98 |
2.3% |
34% |
False |
False |
16,982 |
| 120 |
101.53 |
80.09 |
21.44 |
24.6% |
1.91 |
2.2% |
34% |
False |
False |
14,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.71 |
|
2.618 |
92.00 |
|
1.618 |
90.34 |
|
1.000 |
89.31 |
|
0.618 |
88.68 |
|
HIGH |
87.65 |
|
0.618 |
87.02 |
|
0.500 |
86.82 |
|
0.382 |
86.62 |
|
LOW |
85.99 |
|
0.618 |
84.96 |
|
1.000 |
84.33 |
|
1.618 |
83.30 |
|
2.618 |
81.64 |
|
4.250 |
78.94 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.15 |
87.11 |
| PP |
86.98 |
86.91 |
| S1 |
86.82 |
86.71 |
|