NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.48 |
86.40 |
-2.08 |
-2.4% |
87.90 |
| High |
88.58 |
87.55 |
-1.03 |
-1.2% |
88.82 |
| Low |
86.44 |
86.15 |
-0.29 |
-0.3% |
86.37 |
| Close |
86.61 |
87.34 |
0.73 |
0.8% |
86.61 |
| Range |
2.14 |
1.40 |
-0.74 |
-34.6% |
2.45 |
| ATR |
1.89 |
1.85 |
-0.03 |
-1.8% |
0.00 |
| Volume |
27,079 |
48,652 |
21,573 |
79.7% |
111,860 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.21 |
90.68 |
88.11 |
|
| R3 |
89.81 |
89.28 |
87.73 |
|
| R2 |
88.41 |
88.41 |
87.60 |
|
| R1 |
87.88 |
87.88 |
87.47 |
88.15 |
| PP |
87.01 |
87.01 |
87.01 |
87.15 |
| S1 |
86.48 |
86.48 |
87.21 |
86.75 |
| S2 |
85.61 |
85.61 |
87.08 |
|
| S3 |
84.21 |
85.08 |
86.96 |
|
| S4 |
82.81 |
83.68 |
86.57 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.62 |
93.06 |
87.96 |
|
| R3 |
92.17 |
90.61 |
87.28 |
|
| R2 |
89.72 |
89.72 |
87.06 |
|
| R1 |
88.16 |
88.16 |
86.83 |
87.72 |
| PP |
87.27 |
87.27 |
87.27 |
87.04 |
| S1 |
85.71 |
85.71 |
86.39 |
85.27 |
| S2 |
84.82 |
84.82 |
86.16 |
|
| S3 |
82.37 |
83.26 |
85.94 |
|
| S4 |
79.92 |
80.81 |
85.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.82 |
86.15 |
2.67 |
3.1% |
1.40 |
1.6% |
45% |
False |
True |
27,261 |
| 10 |
90.75 |
86.15 |
4.60 |
5.3% |
1.70 |
1.9% |
26% |
False |
True |
26,063 |
| 20 |
95.21 |
86.15 |
9.06 |
10.4% |
1.85 |
2.1% |
13% |
False |
True |
22,684 |
| 40 |
101.78 |
86.15 |
15.63 |
17.9% |
2.00 |
2.3% |
8% |
False |
True |
20,414 |
| 60 |
101.78 |
86.15 |
15.63 |
17.9% |
1.85 |
2.1% |
8% |
False |
True |
18,093 |
| 80 |
101.78 |
86.15 |
15.63 |
17.9% |
1.79 |
2.1% |
8% |
False |
True |
15,674 |
| 100 |
101.78 |
80.62 |
21.16 |
24.2% |
1.82 |
2.1% |
32% |
False |
False |
13,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.50 |
|
2.618 |
91.22 |
|
1.618 |
89.82 |
|
1.000 |
88.95 |
|
0.618 |
88.42 |
|
HIGH |
87.55 |
|
0.618 |
87.02 |
|
0.500 |
86.85 |
|
0.382 |
86.68 |
|
LOW |
86.15 |
|
0.618 |
85.28 |
|
1.000 |
84.75 |
|
1.618 |
83.88 |
|
2.618 |
82.48 |
|
4.250 |
80.20 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.18 |
87.49 |
| PP |
87.01 |
87.44 |
| S1 |
86.85 |
87.39 |
|