NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.82 |
88.33 |
-0.49 |
-0.6% |
87.93 |
| High |
88.90 |
88.87 |
-0.03 |
0.0% |
90.31 |
| Low |
87.90 |
87.46 |
-0.44 |
-0.5% |
86.73 |
| Close |
88.37 |
87.81 |
-0.56 |
-0.6% |
88.90 |
| Range |
1.00 |
1.41 |
0.41 |
41.0% |
3.58 |
| ATR |
2.02 |
1.98 |
-0.04 |
-2.2% |
0.00 |
| Volume |
14,211 |
29,664 |
15,453 |
108.7% |
247,988 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.28 |
91.45 |
88.59 |
|
| R3 |
90.87 |
90.04 |
88.20 |
|
| R2 |
89.46 |
89.46 |
88.07 |
|
| R1 |
88.63 |
88.63 |
87.94 |
88.34 |
| PP |
88.05 |
88.05 |
88.05 |
87.90 |
| S1 |
87.22 |
87.22 |
87.68 |
86.93 |
| S2 |
86.64 |
86.64 |
87.55 |
|
| S3 |
85.23 |
85.81 |
87.42 |
|
| S4 |
83.82 |
84.40 |
87.03 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
97.72 |
90.87 |
|
| R3 |
95.81 |
94.14 |
89.88 |
|
| R2 |
92.23 |
92.23 |
89.56 |
|
| R1 |
90.56 |
90.56 |
89.23 |
91.40 |
| PP |
88.65 |
88.65 |
88.65 |
89.06 |
| S1 |
86.98 |
86.98 |
88.57 |
87.82 |
| S2 |
85.07 |
85.07 |
88.24 |
|
| S3 |
81.49 |
83.40 |
87.92 |
|
| S4 |
77.91 |
79.82 |
86.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.70 |
86.73 |
2.97 |
3.4% |
1.73 |
2.0% |
36% |
False |
False |
45,761 |
| 10 |
90.31 |
85.70 |
4.61 |
5.2% |
1.83 |
2.1% |
46% |
False |
False |
51,286 |
| 20 |
90.31 |
85.16 |
5.15 |
5.9% |
1.98 |
2.3% |
51% |
False |
False |
47,616 |
| 40 |
94.87 |
85.16 |
9.71 |
11.1% |
2.09 |
2.4% |
27% |
False |
False |
35,347 |
| 60 |
101.53 |
85.16 |
16.37 |
18.6% |
2.09 |
2.4% |
16% |
False |
False |
28,929 |
| 80 |
101.53 |
85.16 |
16.37 |
18.6% |
1.94 |
2.2% |
16% |
False |
False |
24,078 |
| 100 |
101.53 |
85.16 |
16.37 |
18.6% |
1.91 |
2.2% |
16% |
False |
False |
20,536 |
| 120 |
101.53 |
80.09 |
21.44 |
24.4% |
1.95 |
2.2% |
36% |
False |
False |
18,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.86 |
|
2.618 |
92.56 |
|
1.618 |
91.15 |
|
1.000 |
90.28 |
|
0.618 |
89.74 |
|
HIGH |
88.87 |
|
0.618 |
88.33 |
|
0.500 |
88.17 |
|
0.382 |
88.00 |
|
LOW |
87.46 |
|
0.618 |
86.59 |
|
1.000 |
86.05 |
|
1.618 |
85.18 |
|
2.618 |
83.77 |
|
4.250 |
81.47 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.17 |
88.27 |
| PP |
88.05 |
88.12 |
| S1 |
87.93 |
87.96 |
|