NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.25 |
87.92 |
0.67 |
0.8% |
87.97 |
| High |
88.10 |
91.29 |
3.19 |
3.6% |
89.28 |
| Low |
86.81 |
87.92 |
1.11 |
1.3% |
86.96 |
| Close |
87.91 |
90.87 |
2.96 |
3.4% |
87.17 |
| Range |
1.29 |
3.37 |
2.08 |
161.2% |
2.32 |
| ATR |
1.71 |
1.83 |
0.12 |
7.0% |
0.00 |
| Volume |
21,338 |
15,971 |
-5,367 |
-25.2% |
51,506 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.14 |
98.87 |
92.72 |
|
| R3 |
96.77 |
95.50 |
91.80 |
|
| R2 |
93.40 |
93.40 |
91.49 |
|
| R1 |
92.13 |
92.13 |
91.18 |
92.77 |
| PP |
90.03 |
90.03 |
90.03 |
90.34 |
| S1 |
88.76 |
88.76 |
90.56 |
89.40 |
| S2 |
86.66 |
86.66 |
90.25 |
|
| S3 |
83.29 |
85.39 |
89.94 |
|
| S4 |
79.92 |
82.02 |
89.02 |
|
|
| 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 |
91.29 |
86.81 |
4.48 |
4.9% |
1.79 |
2.0% |
91% |
True |
False |
12,932 |
| 10 |
91.29 |
86.81 |
4.48 |
4.9% |
1.59 |
1.7% |
91% |
True |
False |
11,317 |
| 20 |
95.40 |
86.81 |
8.59 |
9.5% |
1.71 |
1.9% |
47% |
False |
False |
10,135 |
| 40 |
101.50 |
86.81 |
14.69 |
16.2% |
1.85 |
2.0% |
28% |
False |
False |
9,160 |
| 60 |
101.50 |
86.81 |
14.69 |
16.2% |
1.62 |
1.8% |
28% |
False |
False |
8,078 |
| 80 |
101.50 |
86.81 |
14.69 |
16.2% |
1.51 |
1.7% |
28% |
False |
False |
7,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.61 |
|
2.618 |
100.11 |
|
1.618 |
96.74 |
|
1.000 |
94.66 |
|
0.618 |
93.37 |
|
HIGH |
91.29 |
|
0.618 |
90.00 |
|
0.500 |
89.61 |
|
0.382 |
89.21 |
|
LOW |
87.92 |
|
0.618 |
85.84 |
|
1.000 |
84.55 |
|
1.618 |
82.47 |
|
2.618 |
79.10 |
|
4.250 |
73.60 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.45 |
90.26 |
| PP |
90.03 |
89.66 |
| S1 |
89.61 |
89.05 |
|