NYMEX Light Sweet Crude Oil Future June 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 |
89.04 |
89.58 |
0.54 |
0.6% |
88.89 |
| High |
90.06 |
89.95 |
-0.11 |
-0.1% |
90.06 |
| Low |
88.90 |
87.87 |
-1.03 |
-1.2% |
87.46 |
| Close |
89.88 |
88.02 |
-1.86 |
-2.1% |
88.02 |
| Range |
1.16 |
2.08 |
0.92 |
79.3% |
2.60 |
| ATR |
1.81 |
1.83 |
0.02 |
1.0% |
0.00 |
| Volume |
17,056 |
21,475 |
4,419 |
25.9% |
88,951 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.85 |
93.52 |
89.16 |
|
| R3 |
92.77 |
91.44 |
88.59 |
|
| R2 |
90.69 |
90.69 |
88.40 |
|
| R1 |
89.36 |
89.36 |
88.21 |
88.99 |
| PP |
88.61 |
88.61 |
88.61 |
88.43 |
| S1 |
87.28 |
87.28 |
87.83 |
86.91 |
| S2 |
86.53 |
86.53 |
87.64 |
|
| S3 |
84.45 |
85.20 |
87.45 |
|
| S4 |
82.37 |
83.12 |
86.88 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.31 |
94.77 |
89.45 |
|
| R3 |
93.71 |
92.17 |
88.74 |
|
| R2 |
91.11 |
91.11 |
88.50 |
|
| R1 |
89.57 |
89.57 |
88.26 |
89.04 |
| PP |
88.51 |
88.51 |
88.51 |
88.25 |
| S1 |
86.97 |
86.97 |
87.78 |
86.44 |
| S2 |
85.91 |
85.91 |
87.54 |
|
| S3 |
83.31 |
84.37 |
87.31 |
|
| S4 |
80.71 |
81.77 |
86.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.79 |
|
2.618 |
95.40 |
|
1.618 |
93.32 |
|
1.000 |
92.03 |
|
0.618 |
91.24 |
|
HIGH |
89.95 |
|
0.618 |
89.16 |
|
0.500 |
88.91 |
|
0.382 |
88.66 |
|
LOW |
87.87 |
|
0.618 |
86.58 |
|
1.000 |
85.79 |
|
1.618 |
84.50 |
|
2.618 |
82.42 |
|
4.250 |
79.03 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.91 |
88.97 |
| PP |
88.61 |
88.65 |
| S1 |
88.32 |
88.34 |
|