NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.09 |
89.40 |
0.31 |
0.3% |
89.01 |
| High |
89.68 |
90.30 |
0.62 |
0.7% |
91.28 |
| Low |
88.45 |
88.91 |
0.46 |
0.5% |
87.88 |
| Close |
89.19 |
90.16 |
0.97 |
1.1% |
90.16 |
| Range |
1.23 |
1.39 |
0.16 |
13.0% |
3.40 |
| ATR |
1.92 |
1.88 |
-0.04 |
-2.0% |
0.00 |
| Volume |
22,891 |
14,963 |
-7,928 |
-34.6% |
83,501 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.96 |
93.45 |
90.92 |
|
| R3 |
92.57 |
92.06 |
90.54 |
|
| R2 |
91.18 |
91.18 |
90.41 |
|
| R1 |
90.67 |
90.67 |
90.29 |
90.93 |
| PP |
89.79 |
89.79 |
89.79 |
89.92 |
| S1 |
89.28 |
89.28 |
90.03 |
89.54 |
| S2 |
88.40 |
88.40 |
89.91 |
|
| S3 |
87.01 |
87.89 |
89.78 |
|
| S4 |
85.62 |
86.50 |
89.40 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.97 |
98.47 |
92.03 |
|
| R3 |
96.57 |
95.07 |
91.10 |
|
| R2 |
93.17 |
93.17 |
90.78 |
|
| R1 |
91.67 |
91.67 |
90.47 |
92.42 |
| PP |
89.77 |
89.77 |
89.77 |
90.15 |
| S1 |
88.27 |
88.27 |
89.85 |
89.02 |
| S2 |
86.37 |
86.37 |
89.54 |
|
| S3 |
82.97 |
84.87 |
89.23 |
|
| S4 |
79.57 |
81.47 |
88.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.28 |
87.17 |
4.11 |
4.6% |
1.90 |
2.1% |
73% |
False |
False |
19,992 |
| 10 |
91.28 |
86.64 |
4.64 |
5.1% |
1.74 |
1.9% |
76% |
False |
False |
19,448 |
| 20 |
91.29 |
86.42 |
4.87 |
5.4% |
1.77 |
2.0% |
77% |
False |
False |
16,814 |
| 40 |
95.40 |
86.42 |
8.98 |
10.0% |
1.86 |
2.1% |
42% |
False |
False |
12,186 |
| 60 |
101.50 |
86.42 |
15.08 |
16.7% |
1.80 |
2.0% |
25% |
False |
False |
11,048 |
| 80 |
101.50 |
86.42 |
15.08 |
16.7% |
1.63 |
1.8% |
25% |
False |
False |
9,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.21 |
|
2.618 |
93.94 |
|
1.618 |
92.55 |
|
1.000 |
91.69 |
|
0.618 |
91.16 |
|
HIGH |
90.30 |
|
0.618 |
89.77 |
|
0.500 |
89.61 |
|
0.382 |
89.44 |
|
LOW |
88.91 |
|
0.618 |
88.05 |
|
1.000 |
87.52 |
|
1.618 |
86.66 |
|
2.618 |
85.27 |
|
4.250 |
83.00 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.98 |
89.88 |
| PP |
89.79 |
89.60 |
| S1 |
89.61 |
89.32 |
|