NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.54 |
89.04 |
-0.50 |
-0.6% |
88.50 |
| High |
89.56 |
89.46 |
-0.10 |
-0.1% |
90.82 |
| Low |
88.62 |
88.12 |
-0.50 |
-0.6% |
87.33 |
| Close |
89.02 |
88.47 |
-0.55 |
-0.6% |
89.56 |
| Range |
0.94 |
1.34 |
0.40 |
42.6% |
3.49 |
| ATR |
1.95 |
1.91 |
-0.04 |
-2.2% |
0.00 |
| Volume |
9,536 |
23,050 |
13,514 |
141.7% |
156,880 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.70 |
91.93 |
89.21 |
|
| R3 |
91.36 |
90.59 |
88.84 |
|
| R2 |
90.02 |
90.02 |
88.72 |
|
| R1 |
89.25 |
89.25 |
88.59 |
88.97 |
| PP |
88.68 |
88.68 |
88.68 |
88.54 |
| S1 |
87.91 |
87.91 |
88.35 |
87.63 |
| S2 |
87.34 |
87.34 |
88.22 |
|
| S3 |
86.00 |
86.57 |
88.10 |
|
| S4 |
84.66 |
85.23 |
87.73 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.71 |
98.12 |
91.48 |
|
| R3 |
96.22 |
94.63 |
90.52 |
|
| R2 |
92.73 |
92.73 |
90.20 |
|
| R1 |
91.14 |
91.14 |
89.88 |
91.94 |
| PP |
89.24 |
89.24 |
89.24 |
89.63 |
| S1 |
87.65 |
87.65 |
89.24 |
88.45 |
| S2 |
85.75 |
85.75 |
88.92 |
|
| S3 |
82.26 |
84.16 |
88.60 |
|
| S4 |
78.77 |
80.67 |
87.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.24 |
87.33 |
2.91 |
3.3% |
1.68 |
1.9% |
39% |
False |
False |
29,819 |
| 10 |
90.82 |
86.27 |
4.55 |
5.1% |
1.74 |
2.0% |
48% |
False |
False |
34,944 |
| 20 |
90.82 |
85.80 |
5.02 |
5.7% |
1.88 |
2.1% |
53% |
False |
False |
33,123 |
| 40 |
95.21 |
85.80 |
9.41 |
10.6% |
1.99 |
2.2% |
28% |
False |
False |
27,025 |
| 60 |
101.78 |
85.80 |
15.98 |
18.1% |
2.00 |
2.3% |
17% |
False |
False |
23,580 |
| 80 |
101.78 |
85.80 |
15.98 |
18.1% |
1.86 |
2.1% |
17% |
False |
False |
20,912 |
| 100 |
101.78 |
85.80 |
15.98 |
18.1% |
1.82 |
2.1% |
17% |
False |
False |
18,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.16 |
|
2.618 |
92.97 |
|
1.618 |
91.63 |
|
1.000 |
90.80 |
|
0.618 |
90.29 |
|
HIGH |
89.46 |
|
0.618 |
88.95 |
|
0.500 |
88.79 |
|
0.382 |
88.63 |
|
LOW |
88.12 |
|
0.618 |
87.29 |
|
1.000 |
86.78 |
|
1.618 |
85.95 |
|
2.618 |
84.61 |
|
4.250 |
82.43 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.79 |
88.87 |
| PP |
88.68 |
88.73 |
| S1 |
88.58 |
88.60 |
|