NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.14 |
89.01 |
0.87 |
1.0% |
87.97 |
| High |
89.28 |
89.07 |
-0.21 |
-0.2% |
89.28 |
| Low |
88.14 |
87.06 |
-1.08 |
-1.2% |
86.96 |
| Close |
89.14 |
87.17 |
-1.97 |
-2.2% |
87.17 |
| Range |
1.14 |
2.01 |
0.87 |
76.3% |
2.32 |
| ATR |
1.72 |
1.74 |
0.03 |
1.5% |
0.00 |
| Volume |
11,283 |
10,110 |
-1,173 |
-10.4% |
51,506 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.80 |
92.49 |
88.28 |
|
| R3 |
91.79 |
90.48 |
87.72 |
|
| R2 |
89.78 |
89.78 |
87.54 |
|
| R1 |
88.47 |
88.47 |
87.35 |
88.12 |
| PP |
87.77 |
87.77 |
87.77 |
87.59 |
| S1 |
86.46 |
86.46 |
86.99 |
86.11 |
| S2 |
85.76 |
85.76 |
86.80 |
|
| S3 |
83.75 |
84.45 |
86.62 |
|
| S4 |
81.74 |
82.44 |
86.06 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.76 |
93.29 |
88.45 |
|
| R3 |
92.44 |
90.97 |
87.81 |
|
| R2 |
90.12 |
90.12 |
87.60 |
|
| R1 |
88.65 |
88.65 |
87.38 |
88.23 |
| PP |
87.80 |
87.80 |
87.80 |
87.59 |
| S1 |
86.33 |
86.33 |
86.96 |
85.91 |
| S2 |
85.48 |
85.48 |
86.74 |
|
| S3 |
83.16 |
84.01 |
86.53 |
|
| S4 |
80.84 |
81.69 |
85.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.28 |
86.96 |
2.32 |
2.7% |
1.28 |
1.5% |
9% |
False |
False |
10,301 |
| 10 |
92.76 |
86.96 |
5.80 |
6.7% |
1.68 |
1.9% |
4% |
False |
False |
9,190 |
| 20 |
95.40 |
86.96 |
8.44 |
9.7% |
1.69 |
1.9% |
2% |
False |
False |
9,056 |
| 40 |
101.50 |
86.96 |
14.54 |
16.7% |
1.76 |
2.0% |
1% |
False |
False |
8,532 |
| 60 |
101.50 |
86.96 |
14.54 |
16.7% |
1.56 |
1.8% |
1% |
False |
False |
7,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.61 |
|
2.618 |
94.33 |
|
1.618 |
92.32 |
|
1.000 |
91.08 |
|
0.618 |
90.31 |
|
HIGH |
89.07 |
|
0.618 |
88.30 |
|
0.500 |
88.07 |
|
0.382 |
87.83 |
|
LOW |
87.06 |
|
0.618 |
85.82 |
|
1.000 |
85.05 |
|
1.618 |
83.81 |
|
2.618 |
81.80 |
|
4.250 |
78.52 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.07 |
88.17 |
| PP |
87.77 |
87.84 |
| S1 |
87.47 |
87.50 |
|