NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.45 |
87.24 |
0.79 |
0.9% |
85.79 |
| High |
87.65 |
87.83 |
0.18 |
0.2% |
90.22 |
| Low |
85.99 |
85.70 |
-0.29 |
-0.3% |
85.16 |
| Close |
87.31 |
86.44 |
-0.87 |
-1.0% |
87.16 |
| Range |
1.66 |
2.13 |
0.47 |
28.3% |
5.06 |
| ATR |
2.05 |
2.06 |
0.01 |
0.3% |
0.00 |
| Volume |
67,765 |
66,622 |
-1,143 |
-1.7% |
253,449 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.05 |
91.87 |
87.61 |
|
| R3 |
90.92 |
89.74 |
87.03 |
|
| R2 |
88.79 |
88.79 |
86.83 |
|
| R1 |
87.61 |
87.61 |
86.64 |
87.14 |
| PP |
86.66 |
86.66 |
86.66 |
86.42 |
| S1 |
85.48 |
85.48 |
86.24 |
85.01 |
| S2 |
84.53 |
84.53 |
86.05 |
|
| S3 |
82.40 |
83.35 |
85.85 |
|
| S4 |
80.27 |
81.22 |
85.27 |
|
|
| 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 |
87.83 |
85.21 |
2.62 |
3.0% |
1.78 |
2.1% |
47% |
True |
False |
54,713 |
| 10 |
90.22 |
85.16 |
5.06 |
5.9% |
2.26 |
2.6% |
25% |
False |
False |
53,113 |
| 20 |
94.42 |
85.16 |
9.26 |
10.7% |
2.12 |
2.5% |
14% |
False |
False |
40,313 |
| 40 |
94.87 |
85.16 |
9.71 |
11.2% |
2.08 |
2.4% |
13% |
False |
False |
29,537 |
| 60 |
101.53 |
85.16 |
16.37 |
18.9% |
2.07 |
2.4% |
8% |
False |
False |
24,558 |
| 80 |
101.53 |
85.16 |
16.37 |
18.9% |
1.94 |
2.2% |
8% |
False |
False |
20,543 |
| 100 |
101.53 |
80.09 |
21.44 |
24.8% |
1.99 |
2.3% |
30% |
False |
False |
17,623 |
| 120 |
101.53 |
80.09 |
21.44 |
24.8% |
1.92 |
2.2% |
30% |
False |
False |
15,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.88 |
|
2.618 |
93.41 |
|
1.618 |
91.28 |
|
1.000 |
89.96 |
|
0.618 |
89.15 |
|
HIGH |
87.83 |
|
0.618 |
87.02 |
|
0.500 |
86.77 |
|
0.382 |
86.51 |
|
LOW |
85.70 |
|
0.618 |
84.38 |
|
1.000 |
83.57 |
|
1.618 |
82.25 |
|
2.618 |
80.12 |
|
4.250 |
76.65 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.77 |
86.77 |
| PP |
86.66 |
86.66 |
| S1 |
86.55 |
86.55 |
|