NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.93 |
89.60 |
1.67 |
1.9% |
87.34 |
| High |
90.31 |
89.70 |
-0.61 |
-0.7% |
87.91 |
| Low |
87.71 |
86.73 |
-0.98 |
-1.1% |
85.70 |
| Close |
89.80 |
87.35 |
-2.45 |
-2.7% |
87.47 |
| Range |
2.60 |
2.97 |
0.37 |
14.2% |
2.21 |
| ATR |
2.10 |
2.17 |
0.07 |
3.3% |
0.00 |
| Volume |
63,058 |
51,249 |
-11,809 |
-18.7% |
275,379 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.84 |
95.06 |
88.98 |
|
| R3 |
93.87 |
92.09 |
88.17 |
|
| R2 |
90.90 |
90.90 |
87.89 |
|
| R1 |
89.12 |
89.12 |
87.62 |
88.53 |
| PP |
87.93 |
87.93 |
87.93 |
87.63 |
| S1 |
86.15 |
86.15 |
87.08 |
85.56 |
| S2 |
84.96 |
84.96 |
86.81 |
|
| S3 |
81.99 |
83.18 |
86.53 |
|
| S4 |
79.02 |
80.21 |
85.72 |
|
|
| 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 |
90.31 |
85.70 |
4.61 |
5.3% |
2.25 |
2.6% |
36% |
False |
False |
58,464 |
| 10 |
90.31 |
85.16 |
5.15 |
5.9% |
2.25 |
2.6% |
43% |
False |
False |
51,861 |
| 20 |
90.31 |
85.16 |
5.15 |
5.9% |
2.03 |
2.3% |
43% |
False |
False |
45,026 |
| 40 |
94.87 |
85.16 |
9.71 |
11.1% |
2.13 |
2.4% |
23% |
False |
False |
32,237 |
| 60 |
101.53 |
85.16 |
16.37 |
18.7% |
2.09 |
2.4% |
13% |
False |
False |
26,559 |
| 80 |
101.53 |
85.16 |
16.37 |
18.7% |
1.98 |
2.3% |
13% |
False |
False |
22,284 |
| 100 |
101.53 |
84.64 |
16.89 |
19.3% |
1.96 |
2.2% |
16% |
False |
False |
19,036 |
| 120 |
101.53 |
80.09 |
21.44 |
24.5% |
1.96 |
2.2% |
34% |
False |
False |
16,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.32 |
|
2.618 |
97.48 |
|
1.618 |
94.51 |
|
1.000 |
92.67 |
|
0.618 |
91.54 |
|
HIGH |
89.70 |
|
0.618 |
88.57 |
|
0.500 |
88.22 |
|
0.382 |
87.86 |
|
LOW |
86.73 |
|
0.618 |
84.89 |
|
1.000 |
83.76 |
|
1.618 |
81.92 |
|
2.618 |
78.95 |
|
4.250 |
74.11 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.22 |
88.16 |
| PP |
87.93 |
87.89 |
| S1 |
87.64 |
87.62 |
|