NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.19 |
85.59 |
-0.60 |
-0.7% |
84.65 |
| High |
86.54 |
85.95 |
-0.59 |
-0.7% |
89.22 |
| Low |
85.27 |
84.57 |
-0.70 |
-0.8% |
84.05 |
| Close |
85.57 |
85.38 |
-0.19 |
-0.2% |
86.07 |
| Range |
1.27 |
1.38 |
0.11 |
8.7% |
5.17 |
| ATR |
2.25 |
2.19 |
-0.06 |
-2.8% |
0.00 |
| Volume |
280,690 |
352,247 |
71,557 |
25.5% |
1,566,039 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.44 |
88.79 |
86.14 |
|
| R3 |
88.06 |
87.41 |
85.76 |
|
| R2 |
86.68 |
86.68 |
85.63 |
|
| R1 |
86.03 |
86.03 |
85.51 |
85.67 |
| PP |
85.30 |
85.30 |
85.30 |
85.12 |
| S1 |
84.65 |
84.65 |
85.25 |
84.29 |
| S2 |
83.92 |
83.92 |
85.13 |
|
| S3 |
82.54 |
83.27 |
85.00 |
|
| S4 |
81.16 |
81.89 |
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 |
88.80 |
84.05 |
4.75 |
5.6% |
2.30 |
2.7% |
28% |
False |
False |
334,830 |
| 10 |
89.22 |
84.05 |
5.17 |
6.1% |
2.25 |
2.6% |
26% |
False |
False |
290,604 |
| 20 |
93.49 |
84.05 |
9.44 |
11.1% |
2.18 |
2.6% |
14% |
False |
False |
256,326 |
| 40 |
96.77 |
84.05 |
12.72 |
14.9% |
2.28 |
2.7% |
10% |
False |
False |
175,250 |
| 60 |
101.01 |
84.05 |
16.96 |
19.9% |
2.22 |
2.6% |
8% |
False |
False |
139,163 |
| 80 |
101.01 |
84.05 |
16.96 |
19.9% |
2.16 |
2.5% |
8% |
False |
False |
117,192 |
| 100 |
101.01 |
79.12 |
21.89 |
25.6% |
2.25 |
2.6% |
29% |
False |
False |
103,081 |
| 120 |
101.01 |
79.12 |
21.89 |
25.6% |
2.32 |
2.7% |
29% |
False |
False |
93,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.82 |
|
2.618 |
89.56 |
|
1.618 |
88.18 |
|
1.000 |
87.33 |
|
0.618 |
86.80 |
|
HIGH |
85.95 |
|
0.618 |
85.42 |
|
0.500 |
85.26 |
|
0.382 |
85.10 |
|
LOW |
84.57 |
|
0.618 |
83.72 |
|
1.000 |
83.19 |
|
1.618 |
82.34 |
|
2.618 |
80.96 |
|
4.250 |
78.71 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.34 |
85.45 |
| PP |
85.30 |
85.43 |
| S1 |
85.26 |
85.40 |
|