NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.90 |
87.84 |
0.94 |
1.1% |
86.40 |
| High |
88.21 |
88.42 |
0.21 |
0.2% |
90.74 |
| Low |
86.61 |
86.27 |
-0.34 |
-0.4% |
85.80 |
| Close |
87.90 |
87.04 |
-0.86 |
-1.0% |
87.76 |
| Range |
1.60 |
2.15 |
0.55 |
34.4% |
4.94 |
| ATR |
1.97 |
1.98 |
0.01 |
0.7% |
0.00 |
| Volume |
57,737 |
42,530 |
-15,207 |
-26.3% |
190,876 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.69 |
92.52 |
88.22 |
|
| R3 |
91.54 |
90.37 |
87.63 |
|
| R2 |
89.39 |
89.39 |
87.43 |
|
| R1 |
88.22 |
88.22 |
87.24 |
87.73 |
| PP |
87.24 |
87.24 |
87.24 |
87.00 |
| S1 |
86.07 |
86.07 |
86.84 |
85.58 |
| S2 |
85.09 |
85.09 |
86.65 |
|
| S3 |
82.94 |
83.92 |
86.45 |
|
| S4 |
80.79 |
81.77 |
85.86 |
|
|
| 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% |
1.71 |
2.0% |
45% |
True |
False |
39,289 |
| 10 |
90.74 |
85.80 |
4.94 |
5.7% |
2.15 |
2.5% |
25% |
False |
False |
38,132 |
| 20 |
94.85 |
85.80 |
9.05 |
10.4% |
2.03 |
2.3% |
14% |
False |
False |
30,122 |
| 40 |
95.21 |
85.80 |
9.41 |
10.8% |
1.98 |
2.3% |
13% |
False |
False |
24,198 |
| 60 |
101.78 |
85.80 |
15.98 |
18.4% |
1.99 |
2.3% |
8% |
False |
False |
21,572 |
| 80 |
101.78 |
85.80 |
15.98 |
18.4% |
1.86 |
2.1% |
8% |
False |
False |
18,895 |
| 100 |
101.78 |
80.62 |
21.16 |
24.3% |
1.90 |
2.2% |
30% |
False |
False |
16,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.56 |
|
2.618 |
94.05 |
|
1.618 |
91.90 |
|
1.000 |
90.57 |
|
0.618 |
89.75 |
|
HIGH |
88.42 |
|
0.618 |
87.60 |
|
0.500 |
87.35 |
|
0.382 |
87.09 |
|
LOW |
86.27 |
|
0.618 |
84.94 |
|
1.000 |
84.12 |
|
1.618 |
82.79 |
|
2.618 |
80.64 |
|
4.250 |
77.13 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.35 |
87.35 |
| PP |
87.24 |
87.24 |
| S1 |
87.14 |
87.14 |
|