NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.24 |
86.38 |
-0.86 |
-1.0% |
87.34 |
| High |
87.83 |
87.91 |
0.08 |
0.1% |
87.91 |
| Low |
85.70 |
86.00 |
0.30 |
0.4% |
85.70 |
| Close |
86.44 |
87.47 |
1.03 |
1.2% |
87.47 |
| Range |
2.13 |
1.91 |
-0.22 |
-10.3% |
2.21 |
| ATR |
2.06 |
2.05 |
-0.01 |
-0.5% |
0.00 |
| Volume |
66,622 |
43,627 |
-22,995 |
-34.5% |
275,379 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.86 |
92.07 |
88.52 |
|
| R3 |
90.95 |
90.16 |
88.00 |
|
| R2 |
89.04 |
89.04 |
87.82 |
|
| R1 |
88.25 |
88.25 |
87.65 |
88.65 |
| PP |
87.13 |
87.13 |
87.13 |
87.32 |
| S1 |
86.34 |
86.34 |
87.29 |
86.74 |
| S2 |
85.22 |
85.22 |
87.12 |
|
| S3 |
83.31 |
84.43 |
86.94 |
|
| S4 |
81.40 |
82.52 |
86.42 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.66 |
92.77 |
88.69 |
|
| R3 |
91.45 |
90.56 |
88.08 |
|
| R2 |
89.24 |
89.24 |
87.88 |
|
| R1 |
88.35 |
88.35 |
87.67 |
88.80 |
| PP |
87.03 |
87.03 |
87.03 |
87.25 |
| S1 |
86.14 |
86.14 |
87.27 |
86.59 |
| S2 |
84.82 |
84.82 |
87.06 |
|
| S3 |
82.61 |
83.93 |
86.86 |
|
| S4 |
80.40 |
81.72 |
86.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.91 |
85.70 |
2.21 |
2.5% |
1.65 |
1.9% |
80% |
True |
False |
55,075 |
| 10 |
90.22 |
85.16 |
5.06 |
5.8% |
2.20 |
2.5% |
46% |
False |
False |
52,882 |
| 20 |
92.17 |
85.16 |
7.01 |
8.0% |
2.05 |
2.3% |
33% |
False |
False |
41,718 |
| 40 |
94.87 |
85.16 |
9.71 |
11.1% |
2.10 |
2.4% |
24% |
False |
False |
30,206 |
| 60 |
101.53 |
85.16 |
16.37 |
18.7% |
2.06 |
2.4% |
14% |
False |
False |
25,041 |
| 80 |
101.53 |
85.16 |
16.37 |
18.7% |
1.94 |
2.2% |
14% |
False |
False |
21,007 |
| 100 |
101.53 |
80.09 |
21.44 |
24.5% |
1.99 |
2.3% |
34% |
False |
False |
18,002 |
| 120 |
101.53 |
80.09 |
21.44 |
24.5% |
1.93 |
2.2% |
34% |
False |
False |
15,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.03 |
|
2.618 |
92.91 |
|
1.618 |
91.00 |
|
1.000 |
89.82 |
|
0.618 |
89.09 |
|
HIGH |
87.91 |
|
0.618 |
87.18 |
|
0.500 |
86.96 |
|
0.382 |
86.73 |
|
LOW |
86.00 |
|
0.618 |
84.82 |
|
1.000 |
84.09 |
|
1.618 |
82.91 |
|
2.618 |
81.00 |
|
4.250 |
77.88 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.30 |
87.25 |
| PP |
87.13 |
87.03 |
| S1 |
86.96 |
86.81 |
|