NYMEX Light Sweet Crude Oil Future June 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 |
89.28 |
88.34 |
-0.94 |
-1.1% |
89.34 |
| High |
89.91 |
89.63 |
-0.28 |
-0.3% |
89.91 |
| Low |
87.90 |
87.97 |
0.07 |
0.1% |
87.90 |
| Close |
88.47 |
89.36 |
0.89 |
1.0% |
89.36 |
| Range |
2.01 |
1.66 |
-0.35 |
-17.4% |
2.01 |
| ATR |
1.93 |
1.91 |
-0.02 |
-1.0% |
0.00 |
| Volume |
31,864 |
25,239 |
-6,625 |
-20.8% |
126,081 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.97 |
93.32 |
90.27 |
|
| R3 |
92.31 |
91.66 |
89.82 |
|
| R2 |
90.65 |
90.65 |
89.66 |
|
| R1 |
90.00 |
90.00 |
89.51 |
90.33 |
| PP |
88.99 |
88.99 |
88.99 |
89.15 |
| S1 |
88.34 |
88.34 |
89.21 |
88.67 |
| S2 |
87.33 |
87.33 |
89.06 |
|
| S3 |
85.67 |
86.68 |
88.90 |
|
| S4 |
84.01 |
85.02 |
88.45 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.09 |
94.23 |
90.47 |
|
| R3 |
93.08 |
92.22 |
89.91 |
|
| R2 |
91.07 |
91.07 |
89.73 |
|
| R1 |
90.21 |
90.21 |
89.54 |
90.64 |
| PP |
89.06 |
89.06 |
89.06 |
89.27 |
| S1 |
88.20 |
88.20 |
89.18 |
88.63 |
| S2 |
87.05 |
87.05 |
88.99 |
|
| S3 |
85.04 |
86.19 |
88.81 |
|
| S4 |
83.03 |
84.18 |
88.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.69 |
|
2.618 |
93.98 |
|
1.618 |
92.32 |
|
1.000 |
91.29 |
|
0.618 |
90.66 |
|
HIGH |
89.63 |
|
0.618 |
89.00 |
|
0.500 |
88.80 |
|
0.382 |
88.60 |
|
LOW |
87.97 |
|
0.618 |
86.94 |
|
1.000 |
86.31 |
|
1.618 |
85.28 |
|
2.618 |
83.62 |
|
4.250 |
80.92 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.17 |
89.21 |
| PP |
88.99 |
89.06 |
| S1 |
88.80 |
88.91 |
|