NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.38 |
87.67 |
0.29 |
0.3% |
91.41 |
| High |
88.69 |
88.82 |
0.13 |
0.1% |
92.60 |
| Low |
87.38 |
87.63 |
0.25 |
0.3% |
86.56 |
| Close |
87.83 |
88.65 |
0.82 |
0.9% |
87.87 |
| Range |
1.31 |
1.19 |
-0.12 |
-9.2% |
6.04 |
| ATR |
1.91 |
1.86 |
-0.05 |
-2.7% |
0.00 |
| Volume |
13,399 |
24,098 |
10,699 |
79.8% |
115,917 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.94 |
91.48 |
89.30 |
|
| R3 |
90.75 |
90.29 |
88.98 |
|
| R2 |
89.56 |
89.56 |
88.87 |
|
| R1 |
89.10 |
89.10 |
88.76 |
89.33 |
| PP |
88.37 |
88.37 |
88.37 |
88.48 |
| S1 |
87.91 |
87.91 |
88.54 |
88.14 |
| S2 |
87.18 |
87.18 |
88.43 |
|
| S3 |
85.99 |
86.72 |
88.32 |
|
| S4 |
84.80 |
85.53 |
88.00 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.13 |
103.54 |
91.19 |
|
| R3 |
101.09 |
97.50 |
89.53 |
|
| R2 |
95.05 |
95.05 |
88.98 |
|
| R1 |
91.46 |
91.46 |
88.42 |
90.24 |
| PP |
89.01 |
89.01 |
89.01 |
88.40 |
| S1 |
85.42 |
85.42 |
87.32 |
84.20 |
| S2 |
82.97 |
82.97 |
86.76 |
|
| S3 |
76.93 |
79.38 |
86.21 |
|
| S4 |
70.89 |
73.34 |
84.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.82 |
86.37 |
2.45 |
2.8% |
1.27 |
1.4% |
93% |
True |
False |
21,029 |
| 10 |
94.85 |
86.37 |
8.48 |
9.6% |
1.90 |
2.1% |
27% |
False |
False |
22,112 |
| 20 |
95.21 |
86.37 |
8.84 |
10.0% |
1.85 |
2.1% |
26% |
False |
False |
21,071 |
| 40 |
101.78 |
86.37 |
15.41 |
17.4% |
2.00 |
2.3% |
15% |
False |
False |
19,324 |
| 60 |
101.78 |
86.37 |
15.41 |
17.4% |
1.83 |
2.1% |
15% |
False |
False |
17,205 |
| 80 |
101.78 |
86.37 |
15.41 |
17.4% |
1.79 |
2.0% |
15% |
False |
False |
14,892 |
| 100 |
101.78 |
80.62 |
21.16 |
23.9% |
1.82 |
2.0% |
38% |
False |
False |
13,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.88 |
|
2.618 |
91.94 |
|
1.618 |
90.75 |
|
1.000 |
90.01 |
|
0.618 |
89.56 |
|
HIGH |
88.82 |
|
0.618 |
88.37 |
|
0.500 |
88.23 |
|
0.382 |
88.08 |
|
LOW |
87.63 |
|
0.618 |
86.89 |
|
1.000 |
86.44 |
|
1.618 |
85.70 |
|
2.618 |
84.51 |
|
4.250 |
82.57 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.51 |
88.36 |
| PP |
88.37 |
88.07 |
| S1 |
88.23 |
87.78 |
|