NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.78 |
89.01 |
-0.77 |
-0.9% |
89.01 |
| High |
90.00 |
89.08 |
-0.92 |
-1.0% |
91.28 |
| Low |
88.74 |
87.32 |
-1.42 |
-1.6% |
87.88 |
| Close |
89.05 |
88.37 |
-0.68 |
-0.8% |
90.16 |
| Range |
1.26 |
1.76 |
0.50 |
39.7% |
3.40 |
| ATR |
1.78 |
1.78 |
0.00 |
-0.1% |
0.00 |
| Volume |
13,454 |
19,677 |
6,223 |
46.3% |
83,501 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.54 |
92.71 |
89.34 |
|
| R3 |
91.78 |
90.95 |
88.85 |
|
| R2 |
90.02 |
90.02 |
88.69 |
|
| R1 |
89.19 |
89.19 |
88.53 |
88.73 |
| PP |
88.26 |
88.26 |
88.26 |
88.02 |
| S1 |
87.43 |
87.43 |
88.21 |
86.97 |
| S2 |
86.50 |
86.50 |
88.05 |
|
| S3 |
84.74 |
85.67 |
87.89 |
|
| S4 |
82.98 |
83.91 |
87.40 |
|
|
| 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 |
90.30 |
87.32 |
2.98 |
3.4% |
1.32 |
1.5% |
35% |
False |
True |
15,338 |
| 10 |
91.28 |
86.86 |
4.42 |
5.0% |
1.73 |
2.0% |
34% |
False |
False |
19,189 |
| 20 |
91.29 |
86.42 |
4.87 |
5.5% |
1.80 |
2.0% |
40% |
False |
False |
17,156 |
| 40 |
95.40 |
86.42 |
8.98 |
10.2% |
1.87 |
2.1% |
22% |
False |
False |
12,874 |
| 60 |
101.50 |
86.42 |
15.08 |
17.1% |
1.80 |
2.0% |
13% |
False |
False |
11,379 |
| 80 |
101.50 |
86.42 |
15.08 |
17.1% |
1.62 |
1.8% |
13% |
False |
False |
9,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.56 |
|
2.618 |
93.69 |
|
1.618 |
91.93 |
|
1.000 |
90.84 |
|
0.618 |
90.17 |
|
HIGH |
89.08 |
|
0.618 |
88.41 |
|
0.500 |
88.20 |
|
0.382 |
87.99 |
|
LOW |
87.32 |
|
0.618 |
86.23 |
|
1.000 |
85.56 |
|
1.618 |
84.47 |
|
2.618 |
82.71 |
|
4.250 |
79.84 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.31 |
88.73 |
| PP |
88.26 |
88.61 |
| S1 |
88.20 |
88.49 |
|