NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.60 |
87.95 |
-1.65 |
-1.8% |
87.34 |
| High |
89.70 |
88.51 |
-1.19 |
-1.3% |
87.91 |
| Low |
86.73 |
87.00 |
0.27 |
0.3% |
85.70 |
| Close |
87.35 |
87.98 |
0.63 |
0.7% |
87.47 |
| Range |
2.97 |
1.51 |
-1.46 |
-49.2% |
2.21 |
| ATR |
2.17 |
2.13 |
-0.05 |
-2.2% |
0.00 |
| Volume |
51,249 |
78,213 |
26,964 |
52.6% |
275,379 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.36 |
91.68 |
88.81 |
|
| R3 |
90.85 |
90.17 |
88.40 |
|
| R2 |
89.34 |
89.34 |
88.26 |
|
| R1 |
88.66 |
88.66 |
88.12 |
89.00 |
| PP |
87.83 |
87.83 |
87.83 |
88.00 |
| S1 |
87.15 |
87.15 |
87.84 |
87.49 |
| S2 |
86.32 |
86.32 |
87.70 |
|
| S3 |
84.81 |
85.64 |
87.56 |
|
| S4 |
83.30 |
84.13 |
87.15 |
|
|
| 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 |
5.2% |
2.22 |
2.5% |
49% |
False |
False |
60,553 |
| 10 |
90.31 |
85.21 |
5.10 |
5.8% |
1.93 |
2.2% |
54% |
False |
False |
55,912 |
| 20 |
90.31 |
85.16 |
5.15 |
5.9% |
1.98 |
2.3% |
55% |
False |
False |
47,605 |
| 40 |
94.87 |
85.16 |
9.71 |
11.0% |
2.12 |
2.4% |
29% |
False |
False |
33,900 |
| 60 |
101.53 |
85.16 |
16.37 |
18.6% |
2.10 |
2.4% |
17% |
False |
False |
27,752 |
| 80 |
101.53 |
85.16 |
16.37 |
18.6% |
1.97 |
2.2% |
17% |
False |
False |
23,193 |
| 100 |
101.53 |
85.16 |
16.37 |
18.6% |
1.95 |
2.2% |
17% |
False |
False |
19,741 |
| 120 |
101.53 |
80.09 |
21.44 |
24.4% |
1.95 |
2.2% |
37% |
False |
False |
17,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.93 |
|
2.618 |
92.46 |
|
1.618 |
90.95 |
|
1.000 |
90.02 |
|
0.618 |
89.44 |
|
HIGH |
88.51 |
|
0.618 |
87.93 |
|
0.500 |
87.76 |
|
0.382 |
87.58 |
|
LOW |
87.00 |
|
0.618 |
86.07 |
|
1.000 |
85.49 |
|
1.618 |
84.56 |
|
2.618 |
83.05 |
|
4.250 |
80.58 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.91 |
88.52 |
| PP |
87.83 |
88.34 |
| S1 |
87.76 |
88.16 |
|