NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.50 |
87.54 |
-0.96 |
-1.1% |
88.14 |
| High |
88.99 |
88.90 |
-0.09 |
-0.1% |
88.99 |
| Low |
86.86 |
87.17 |
0.31 |
0.4% |
86.86 |
| Close |
87.60 |
88.57 |
0.97 |
1.1% |
88.57 |
| Range |
2.13 |
1.73 |
-0.40 |
-18.8% |
2.13 |
| ATR |
1.85 |
1.84 |
-0.01 |
-0.5% |
0.00 |
| Volume |
21,564 |
16,459 |
-5,105 |
-23.7% |
95,280 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.40 |
92.72 |
89.52 |
|
| R3 |
91.67 |
90.99 |
89.05 |
|
| R2 |
89.94 |
89.94 |
88.89 |
|
| R1 |
89.26 |
89.26 |
88.73 |
89.60 |
| PP |
88.21 |
88.21 |
88.21 |
88.39 |
| S1 |
87.53 |
87.53 |
88.41 |
87.87 |
| S2 |
86.48 |
86.48 |
88.25 |
|
| S3 |
84.75 |
85.80 |
88.09 |
|
| S4 |
83.02 |
84.07 |
87.62 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.53 |
93.68 |
89.74 |
|
| R3 |
92.40 |
91.55 |
89.16 |
|
| R2 |
90.27 |
90.27 |
88.96 |
|
| R1 |
89.42 |
89.42 |
88.77 |
89.85 |
| PP |
88.14 |
88.14 |
88.14 |
88.35 |
| S1 |
87.29 |
87.29 |
88.37 |
87.72 |
| S2 |
86.01 |
86.01 |
88.18 |
|
| S3 |
83.88 |
85.16 |
87.98 |
|
| S4 |
81.75 |
83.03 |
87.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.99 |
86.86 |
2.13 |
2.4% |
1.55 |
1.7% |
80% |
False |
False |
19,056 |
| 10 |
91.29 |
86.42 |
4.87 |
5.5% |
1.99 |
2.3% |
44% |
False |
False |
19,344 |
| 20 |
92.76 |
86.42 |
6.34 |
7.2% |
1.83 |
2.1% |
34% |
False |
False |
14,267 |
| 40 |
95.40 |
86.42 |
8.98 |
10.1% |
1.82 |
2.1% |
24% |
False |
False |
10,958 |
| 60 |
101.50 |
86.42 |
15.08 |
17.0% |
1.76 |
2.0% |
14% |
False |
False |
10,053 |
| 80 |
101.50 |
86.42 |
15.08 |
17.0% |
1.60 |
1.8% |
14% |
False |
False |
8,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.25 |
|
2.618 |
93.43 |
|
1.618 |
91.70 |
|
1.000 |
90.63 |
|
0.618 |
89.97 |
|
HIGH |
88.90 |
|
0.618 |
88.24 |
|
0.500 |
88.04 |
|
0.382 |
87.83 |
|
LOW |
87.17 |
|
0.618 |
86.10 |
|
1.000 |
85.44 |
|
1.618 |
84.37 |
|
2.618 |
82.64 |
|
4.250 |
79.82 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.39 |
88.36 |
| PP |
88.21 |
88.14 |
| S1 |
88.04 |
87.93 |
|