NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.89 |
89.04 |
0.15 |
0.2% |
87.90 |
| High |
89.33 |
89.89 |
0.56 |
0.6% |
92.00 |
| Low |
88.45 |
89.04 |
0.59 |
0.7% |
87.76 |
| Close |
89.17 |
89.62 |
0.45 |
0.5% |
89.61 |
| Range |
0.88 |
0.85 |
-0.03 |
-3.4% |
4.24 |
| ATR |
1.47 |
1.42 |
-0.04 |
-3.0% |
0.00 |
| Volume |
4,728 |
5,258 |
530 |
11.2% |
20,847 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.07 |
91.69 |
90.09 |
|
| R3 |
91.22 |
90.84 |
89.85 |
|
| R2 |
90.37 |
90.37 |
89.78 |
|
| R1 |
89.99 |
89.99 |
89.70 |
90.18 |
| PP |
89.52 |
89.52 |
89.52 |
89.61 |
| S1 |
89.14 |
89.14 |
89.54 |
89.33 |
| S2 |
88.67 |
88.67 |
89.46 |
|
| S3 |
87.82 |
88.29 |
89.39 |
|
| S4 |
86.97 |
87.44 |
89.15 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.51 |
100.30 |
91.94 |
|
| R3 |
98.27 |
96.06 |
90.78 |
|
| R2 |
94.03 |
94.03 |
90.39 |
|
| R1 |
91.82 |
91.82 |
90.00 |
92.93 |
| PP |
89.79 |
89.79 |
89.79 |
90.34 |
| S1 |
87.58 |
87.58 |
89.22 |
88.69 |
| S2 |
85.55 |
85.55 |
88.83 |
|
| S3 |
81.31 |
83.34 |
88.44 |
|
| S4 |
77.07 |
79.10 |
87.28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.50 |
|
2.618 |
92.12 |
|
1.618 |
91.27 |
|
1.000 |
90.74 |
|
0.618 |
90.42 |
|
HIGH |
89.89 |
|
0.618 |
89.57 |
|
0.500 |
89.47 |
|
0.382 |
89.36 |
|
LOW |
89.04 |
|
0.618 |
88.51 |
|
1.000 |
88.19 |
|
1.618 |
87.66 |
|
2.618 |
86.81 |
|
4.250 |
85.43 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.57 |
89.47 |
| PP |
89.52 |
89.32 |
| S1 |
89.47 |
89.17 |
|