NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.94 |
87.20 |
-0.74 |
-0.8% |
87.93 |
| High |
87.96 |
89.28 |
1.32 |
1.5% |
90.31 |
| Low |
86.01 |
87.20 |
1.19 |
1.4% |
86.73 |
| Close |
87.13 |
88.66 |
1.53 |
1.8% |
88.90 |
| Range |
1.95 |
2.08 |
0.13 |
6.7% |
3.58 |
| ATR |
1.97 |
1.99 |
0.01 |
0.6% |
0.00 |
| Volume |
39,114 |
53,683 |
14,569 |
37.2% |
247,988 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.62 |
93.72 |
89.80 |
|
| R3 |
92.54 |
91.64 |
89.23 |
|
| R2 |
90.46 |
90.46 |
89.04 |
|
| R1 |
89.56 |
89.56 |
88.85 |
90.01 |
| PP |
88.38 |
88.38 |
88.38 |
88.61 |
| S1 |
87.48 |
87.48 |
88.47 |
87.93 |
| S2 |
86.30 |
86.30 |
88.28 |
|
| S3 |
84.22 |
85.40 |
88.09 |
|
| S4 |
82.14 |
83.32 |
87.52 |
|
|
| 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 |
89.28 |
86.01 |
3.27 |
3.7% |
1.64 |
1.8% |
81% |
True |
False |
38,428 |
| 10 |
90.31 |
85.70 |
4.61 |
5.2% |
1.93 |
2.2% |
64% |
False |
False |
49,490 |
| 20 |
90.31 |
85.16 |
5.15 |
5.8% |
2.05 |
2.3% |
68% |
False |
False |
49,792 |
| 40 |
94.87 |
85.16 |
9.71 |
11.0% |
2.06 |
2.3% |
36% |
False |
False |
36,834 |
| 60 |
101.53 |
85.16 |
16.37 |
18.5% |
2.11 |
2.4% |
21% |
False |
False |
30,093 |
| 80 |
101.53 |
85.16 |
16.37 |
18.5% |
1.95 |
2.2% |
21% |
False |
False |
25,004 |
| 100 |
101.53 |
85.16 |
16.37 |
18.5% |
1.91 |
2.2% |
21% |
False |
False |
21,365 |
| 120 |
101.53 |
80.09 |
21.44 |
24.2% |
1.95 |
2.2% |
40% |
False |
False |
18,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.12 |
|
2.618 |
94.73 |
|
1.618 |
92.65 |
|
1.000 |
91.36 |
|
0.618 |
90.57 |
|
HIGH |
89.28 |
|
0.618 |
88.49 |
|
0.500 |
88.24 |
|
0.382 |
87.99 |
|
LOW |
87.20 |
|
0.618 |
85.91 |
|
1.000 |
85.12 |
|
1.618 |
83.83 |
|
2.618 |
81.75 |
|
4.250 |
78.36 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.52 |
88.32 |
| PP |
88.38 |
87.98 |
| S1 |
88.24 |
87.65 |
|