NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.30 |
89.88 |
2.58 |
3.0% |
87.90 |
| High |
90.74 |
90.31 |
-0.43 |
-0.5% |
88.82 |
| Low |
87.15 |
85.80 |
-1.35 |
-1.5% |
86.37 |
| Close |
90.32 |
86.13 |
-4.19 |
-4.6% |
86.61 |
| Range |
3.59 |
4.51 |
0.92 |
25.6% |
2.45 |
| ATR |
1.98 |
2.16 |
0.18 |
9.2% |
0.00 |
| Volume |
32,904 |
39,251 |
6,347 |
19.3% |
111,860 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.94 |
98.05 |
88.61 |
|
| R3 |
96.43 |
93.54 |
87.37 |
|
| R2 |
91.92 |
91.92 |
86.96 |
|
| R1 |
89.03 |
89.03 |
86.54 |
88.22 |
| PP |
87.41 |
87.41 |
87.41 |
87.01 |
| S1 |
84.52 |
84.52 |
85.72 |
83.71 |
| S2 |
82.90 |
82.90 |
85.30 |
|
| S3 |
78.39 |
80.01 |
84.89 |
|
| S4 |
73.88 |
75.50 |
83.65 |
|
|
| 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 |
90.74 |
85.80 |
4.94 |
5.7% |
2.57 |
3.0% |
7% |
False |
True |
34,396 |
| 10 |
90.74 |
85.80 |
4.94 |
5.7% |
1.94 |
2.3% |
7% |
False |
True |
28,462 |
| 20 |
94.85 |
85.80 |
9.05 |
10.5% |
1.96 |
2.3% |
4% |
False |
True |
24,204 |
| 40 |
101.78 |
85.80 |
15.98 |
18.6% |
2.15 |
2.5% |
2% |
False |
True |
21,312 |
| 60 |
101.78 |
85.80 |
15.98 |
18.6% |
1.94 |
2.3% |
2% |
False |
True |
18,893 |
| 80 |
101.78 |
85.80 |
15.98 |
18.6% |
1.85 |
2.1% |
2% |
False |
True |
16,491 |
| 100 |
101.78 |
80.62 |
21.16 |
24.6% |
1.88 |
2.2% |
26% |
False |
False |
14,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.48 |
|
2.618 |
102.12 |
|
1.618 |
97.61 |
|
1.000 |
94.82 |
|
0.618 |
93.10 |
|
HIGH |
90.31 |
|
0.618 |
88.59 |
|
0.500 |
88.06 |
|
0.382 |
87.52 |
|
LOW |
85.80 |
|
0.618 |
83.01 |
|
1.000 |
81.29 |
|
1.618 |
78.50 |
|
2.618 |
73.99 |
|
4.250 |
66.63 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.06 |
88.27 |
| PP |
87.41 |
87.56 |
| S1 |
86.77 |
86.84 |
|