NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
90.16 |
88.55 |
-1.61 |
-1.8% |
87.83 |
| High |
90.24 |
89.15 |
-1.09 |
-1.2% |
88.42 |
| Low |
87.33 |
87.67 |
0.34 |
0.4% |
86.27 |
| Close |
87.98 |
88.61 |
0.63 |
0.7% |
88.04 |
| Range |
2.91 |
1.48 |
-1.43 |
-49.1% |
2.15 |
| ATR |
2.09 |
2.05 |
-0.04 |
-2.1% |
0.00 |
| Volume |
35,182 |
49,975 |
14,793 |
42.0% |
194,469 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.92 |
92.24 |
89.42 |
|
| R3 |
91.44 |
90.76 |
89.02 |
|
| R2 |
89.96 |
89.96 |
88.88 |
|
| R1 |
89.28 |
89.28 |
88.75 |
89.62 |
| PP |
88.48 |
88.48 |
88.48 |
88.65 |
| S1 |
87.80 |
87.80 |
88.47 |
88.14 |
| S2 |
87.00 |
87.00 |
88.34 |
|
| S3 |
85.52 |
86.32 |
88.20 |
|
| S4 |
84.04 |
84.84 |
87.80 |
|
|
| 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 |
5.1% |
2.13 |
2.4% |
51% |
False |
False |
39,831 |
| 10 |
90.82 |
85.90 |
4.92 |
5.6% |
1.84 |
2.1% |
55% |
False |
False |
39,006 |
| 20 |
90.82 |
85.80 |
5.02 |
5.7% |
1.89 |
2.1% |
56% |
False |
False |
33,734 |
| 40 |
95.21 |
85.80 |
9.41 |
10.6% |
2.02 |
2.3% |
30% |
False |
False |
26,468 |
| 60 |
101.78 |
85.80 |
15.98 |
18.0% |
2.01 |
2.3% |
18% |
False |
False |
23,167 |
| 80 |
101.78 |
85.80 |
15.98 |
18.0% |
1.89 |
2.1% |
18% |
False |
False |
20,545 |
| 100 |
101.78 |
85.80 |
15.98 |
18.0% |
1.85 |
2.1% |
18% |
False |
False |
17,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.44 |
|
2.618 |
93.02 |
|
1.618 |
91.54 |
|
1.000 |
90.63 |
|
0.618 |
90.06 |
|
HIGH |
89.15 |
|
0.618 |
88.58 |
|
0.500 |
88.41 |
|
0.382 |
88.24 |
|
LOW |
87.67 |
|
0.618 |
86.76 |
|
1.000 |
86.19 |
|
1.618 |
85.28 |
|
2.618 |
83.80 |
|
4.250 |
81.38 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.54 |
89.08 |
| PP |
88.48 |
88.92 |
| S1 |
88.41 |
88.77 |
|