NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.42 |
84.52 |
-3.90 |
-4.4% |
86.43 |
| High |
88.80 |
85.70 |
-3.10 |
-3.5% |
87.42 |
| Low |
84.05 |
84.22 |
0.17 |
0.2% |
84.66 |
| Close |
84.44 |
85.09 |
0.65 |
0.8% |
84.86 |
| Range |
4.75 |
1.48 |
-3.27 |
-68.8% |
2.76 |
| ATR |
2.37 |
2.30 |
-0.06 |
-2.7% |
0.00 |
| Volume |
422,211 |
296,599 |
-125,612 |
-29.8% |
959,018 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.44 |
88.75 |
85.90 |
|
| R3 |
87.96 |
87.27 |
85.50 |
|
| R2 |
86.48 |
86.48 |
85.36 |
|
| R1 |
85.79 |
85.79 |
85.23 |
86.14 |
| PP |
85.00 |
85.00 |
85.00 |
85.18 |
| S1 |
84.31 |
84.31 |
84.95 |
84.66 |
| S2 |
83.52 |
83.52 |
84.82 |
|
| S3 |
82.04 |
82.83 |
84.68 |
|
| S4 |
80.56 |
81.35 |
84.28 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.93 |
92.15 |
86.38 |
|
| R3 |
91.17 |
89.39 |
85.62 |
|
| R2 |
88.41 |
88.41 |
85.37 |
|
| R1 |
86.63 |
86.63 |
85.11 |
86.14 |
| PP |
85.65 |
85.65 |
85.65 |
85.40 |
| S1 |
83.87 |
83.87 |
84.61 |
83.38 |
| S2 |
82.89 |
82.89 |
84.35 |
|
| S3 |
80.13 |
81.11 |
84.10 |
|
| S4 |
77.37 |
78.35 |
83.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.22 |
84.05 |
5.17 |
6.1% |
2.83 |
3.3% |
20% |
False |
False |
308,189 |
| 10 |
89.22 |
84.05 |
5.17 |
6.1% |
2.15 |
2.5% |
20% |
False |
False |
241,503 |
| 20 |
93.49 |
84.05 |
9.44 |
11.1% |
2.16 |
2.5% |
11% |
False |
False |
227,044 |
| 40 |
101.01 |
84.05 |
16.96 |
19.9% |
2.38 |
2.8% |
6% |
False |
False |
158,964 |
| 60 |
101.01 |
84.05 |
16.96 |
19.9% |
2.21 |
2.6% |
6% |
False |
False |
126,713 |
| 80 |
101.01 |
84.05 |
16.96 |
19.9% |
2.20 |
2.6% |
6% |
False |
False |
107,375 |
| 100 |
101.01 |
79.12 |
21.89 |
25.7% |
2.29 |
2.7% |
27% |
False |
False |
95,405 |
| 120 |
101.01 |
79.12 |
21.89 |
25.7% |
2.32 |
2.7% |
27% |
False |
False |
87,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.99 |
|
2.618 |
89.57 |
|
1.618 |
88.09 |
|
1.000 |
87.18 |
|
0.618 |
86.61 |
|
HIGH |
85.70 |
|
0.618 |
85.13 |
|
0.500 |
84.96 |
|
0.382 |
84.79 |
|
LOW |
84.22 |
|
0.618 |
83.31 |
|
1.000 |
82.74 |
|
1.618 |
81.83 |
|
2.618 |
80.35 |
|
4.250 |
77.93 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.05 |
86.64 |
| PP |
85.00 |
86.12 |
| S1 |
84.96 |
85.61 |
|