NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.50 |
90.16 |
1.66 |
1.9% |
87.83 |
| High |
90.82 |
90.24 |
-0.58 |
-0.6% |
88.42 |
| Low |
88.50 |
87.33 |
-1.17 |
-1.3% |
86.27 |
| Close |
90.33 |
87.98 |
-2.35 |
-2.6% |
88.04 |
| Range |
2.32 |
2.91 |
0.59 |
25.4% |
2.15 |
| ATR |
2.02 |
2.09 |
0.07 |
3.4% |
0.00 |
| Volume |
40,371 |
35,182 |
-5,189 |
-12.9% |
194,469 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.25 |
95.52 |
89.58 |
|
| R3 |
94.34 |
92.61 |
88.78 |
|
| R2 |
91.43 |
91.43 |
88.51 |
|
| R1 |
89.70 |
89.70 |
88.25 |
89.11 |
| PP |
88.52 |
88.52 |
88.52 |
88.22 |
| S1 |
86.79 |
86.79 |
87.71 |
86.20 |
| S2 |
85.61 |
85.61 |
87.45 |
|
| S3 |
82.70 |
83.88 |
87.18 |
|
| S4 |
79.79 |
80.97 |
86.38 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.03 |
93.18 |
89.22 |
|
| R3 |
91.88 |
91.03 |
88.63 |
|
| R2 |
89.73 |
89.73 |
88.43 |
|
| R1 |
88.88 |
88.88 |
88.24 |
89.31 |
| PP |
87.58 |
87.58 |
87.58 |
87.79 |
| S1 |
86.73 |
86.73 |
87.84 |
87.16 |
| S2 |
85.43 |
85.43 |
87.65 |
|
| S3 |
83.28 |
84.58 |
87.45 |
|
| S4 |
81.13 |
82.43 |
86.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.82 |
86.27 |
4.55 |
5.2% |
2.16 |
2.5% |
38% |
False |
False |
41,383 |
| 10 |
90.82 |
85.80 |
5.02 |
5.7% |
2.14 |
2.4% |
43% |
False |
False |
37,934 |
| 20 |
90.82 |
85.80 |
5.02 |
5.7% |
1.93 |
2.2% |
43% |
False |
False |
32,486 |
| 40 |
95.21 |
85.80 |
9.41 |
10.7% |
2.03 |
2.3% |
23% |
False |
False |
25,436 |
| 60 |
101.78 |
85.80 |
15.98 |
18.2% |
2.00 |
2.3% |
14% |
False |
False |
22,527 |
| 80 |
101.78 |
85.80 |
15.98 |
18.2% |
1.90 |
2.2% |
14% |
False |
False |
19,973 |
| 100 |
101.78 |
84.97 |
16.81 |
19.1% |
1.86 |
2.1% |
18% |
False |
False |
17,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.61 |
|
2.618 |
97.86 |
|
1.618 |
94.95 |
|
1.000 |
93.15 |
|
0.618 |
92.04 |
|
HIGH |
90.24 |
|
0.618 |
89.13 |
|
0.500 |
88.79 |
|
0.382 |
88.44 |
|
LOW |
87.33 |
|
0.618 |
85.53 |
|
1.000 |
84.42 |
|
1.618 |
82.62 |
|
2.618 |
79.71 |
|
4.250 |
74.96 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.79 |
88.71 |
| PP |
88.52 |
88.46 |
| S1 |
88.25 |
88.22 |
|