NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.40 |
86.90 |
-0.50 |
-0.6% |
86.40 |
| High |
87.61 |
88.21 |
0.60 |
0.7% |
90.74 |
| Low |
86.47 |
86.61 |
0.14 |
0.2% |
85.80 |
| Close |
87.17 |
87.90 |
0.73 |
0.8% |
87.76 |
| Range |
1.14 |
1.60 |
0.46 |
40.4% |
4.94 |
| ATR |
1.99 |
1.97 |
-0.03 |
-1.4% |
0.00 |
| Volume |
28,614 |
57,737 |
29,123 |
101.8% |
190,876 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.37 |
91.74 |
88.78 |
|
| R3 |
90.77 |
90.14 |
88.34 |
|
| R2 |
89.17 |
89.17 |
88.19 |
|
| R1 |
88.54 |
88.54 |
88.05 |
88.86 |
| PP |
87.57 |
87.57 |
87.57 |
87.73 |
| S1 |
86.94 |
86.94 |
87.75 |
87.26 |
| S2 |
85.97 |
85.97 |
87.61 |
|
| S3 |
84.37 |
85.34 |
87.46 |
|
| S4 |
82.77 |
83.74 |
87.02 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.92 |
100.28 |
90.48 |
|
| R3 |
97.98 |
95.34 |
89.12 |
|
| R2 |
93.04 |
93.04 |
88.67 |
|
| R1 |
90.40 |
90.40 |
88.21 |
91.72 |
| PP |
88.10 |
88.10 |
88.10 |
88.76 |
| S1 |
85.46 |
85.46 |
87.31 |
86.78 |
| S2 |
83.16 |
83.16 |
86.85 |
|
| S3 |
78.22 |
80.52 |
86.40 |
|
| S4 |
73.28 |
75.58 |
85.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.42 |
85.90 |
2.52 |
2.9% |
1.55 |
1.8% |
79% |
False |
False |
38,182 |
| 10 |
90.74 |
85.80 |
4.94 |
5.6% |
2.06 |
2.3% |
43% |
False |
False |
36,289 |
| 20 |
94.85 |
85.80 |
9.05 |
10.3% |
2.00 |
2.3% |
23% |
False |
False |
28,732 |
| 40 |
95.21 |
85.80 |
9.41 |
10.7% |
1.98 |
2.2% |
22% |
False |
False |
23,668 |
| 60 |
101.78 |
85.80 |
15.98 |
18.2% |
1.97 |
2.2% |
13% |
False |
False |
21,096 |
| 80 |
101.78 |
85.80 |
15.98 |
18.2% |
1.86 |
2.1% |
13% |
False |
False |
18,432 |
| 100 |
101.78 |
80.62 |
21.16 |
24.1% |
1.88 |
2.1% |
34% |
False |
False |
16,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.01 |
|
2.618 |
92.40 |
|
1.618 |
90.80 |
|
1.000 |
89.81 |
|
0.618 |
89.20 |
|
HIGH |
88.21 |
|
0.618 |
87.60 |
|
0.500 |
87.41 |
|
0.382 |
87.22 |
|
LOW |
86.61 |
|
0.618 |
85.62 |
|
1.000 |
85.01 |
|
1.618 |
84.02 |
|
2.618 |
82.42 |
|
4.250 |
79.81 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.74 |
87.72 |
| PP |
87.57 |
87.54 |
| S1 |
87.41 |
87.36 |
|