NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
84.52 |
85.00 |
0.48 |
0.6% |
84.65 |
| High |
85.70 |
86.77 |
1.07 |
1.2% |
89.22 |
| Low |
84.22 |
84.13 |
-0.09 |
-0.1% |
84.05 |
| Close |
85.09 |
86.07 |
0.98 |
1.2% |
86.07 |
| Range |
1.48 |
2.64 |
1.16 |
78.4% |
5.17 |
| ATR |
2.30 |
2.33 |
0.02 |
1.0% |
0.00 |
| Volume |
296,599 |
322,403 |
25,804 |
8.7% |
1,566,039 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.58 |
92.46 |
87.52 |
|
| R3 |
90.94 |
89.82 |
86.80 |
|
| R2 |
88.30 |
88.30 |
86.55 |
|
| R1 |
87.18 |
87.18 |
86.31 |
87.74 |
| PP |
85.66 |
85.66 |
85.66 |
85.94 |
| S1 |
84.54 |
84.54 |
85.83 |
85.10 |
| S2 |
83.02 |
83.02 |
85.59 |
|
| S3 |
80.38 |
81.90 |
85.34 |
|
| S4 |
77.74 |
79.26 |
84.62 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.96 |
99.18 |
88.91 |
|
| R3 |
96.79 |
94.01 |
87.49 |
|
| R2 |
91.62 |
91.62 |
87.02 |
|
| R1 |
88.84 |
88.84 |
86.54 |
90.23 |
| PP |
86.45 |
86.45 |
86.45 |
87.14 |
| S1 |
83.67 |
83.67 |
85.60 |
85.06 |
| S2 |
81.28 |
81.28 |
85.12 |
|
| S3 |
76.11 |
78.50 |
84.65 |
|
| S4 |
70.94 |
73.33 |
83.23 |
|
|
| 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 |
6.0% |
2.85 |
3.3% |
39% |
False |
False |
313,207 |
| 10 |
89.22 |
84.05 |
5.17 |
6.0% |
2.28 |
2.6% |
39% |
False |
False |
252,505 |
| 20 |
93.49 |
84.05 |
9.44 |
11.0% |
2.21 |
2.6% |
21% |
False |
False |
239,075 |
| 40 |
100.10 |
84.05 |
16.05 |
18.6% |
2.38 |
2.8% |
13% |
False |
False |
164,214 |
| 60 |
101.01 |
84.05 |
16.96 |
19.7% |
2.22 |
2.6% |
12% |
False |
False |
130,469 |
| 80 |
101.01 |
84.05 |
16.96 |
19.7% |
2.20 |
2.6% |
12% |
False |
False |
110,764 |
| 100 |
101.01 |
79.12 |
21.89 |
25.4% |
2.28 |
2.7% |
32% |
False |
False |
98,228 |
| 120 |
101.01 |
79.12 |
21.89 |
25.4% |
2.33 |
2.7% |
32% |
False |
False |
89,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.99 |
|
2.618 |
93.68 |
|
1.618 |
91.04 |
|
1.000 |
89.41 |
|
0.618 |
88.40 |
|
HIGH |
86.77 |
|
0.618 |
85.76 |
|
0.500 |
85.45 |
|
0.382 |
85.14 |
|
LOW |
84.13 |
|
0.618 |
82.50 |
|
1.000 |
81.49 |
|
1.618 |
79.86 |
|
2.618 |
77.22 |
|
4.250 |
72.91 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.86 |
86.43 |
| PP |
85.66 |
86.31 |
| S1 |
85.45 |
86.19 |
|