NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
85.37 |
86.36 |
0.99 |
1.2% |
84.65 |
| High |
86.65 |
86.83 |
0.18 |
0.2% |
89.22 |
| Low |
84.93 |
84.68 |
-0.25 |
-0.3% |
84.05 |
| Close |
86.32 |
85.45 |
-0.87 |
-1.0% |
86.07 |
| Range |
1.72 |
2.15 |
0.43 |
25.0% |
5.17 |
| ATR |
2.16 |
2.16 |
0.00 |
0.0% |
0.00 |
| Volume |
265,306 |
168,098 |
-97,208 |
-36.6% |
1,566,039 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.10 |
90.93 |
86.63 |
|
| R3 |
89.95 |
88.78 |
86.04 |
|
| R2 |
87.80 |
87.80 |
85.84 |
|
| R1 |
86.63 |
86.63 |
85.65 |
86.14 |
| PP |
85.65 |
85.65 |
85.65 |
85.41 |
| S1 |
84.48 |
84.48 |
85.25 |
83.99 |
| S2 |
83.50 |
83.50 |
85.06 |
|
| S3 |
81.35 |
82.33 |
84.86 |
|
| S4 |
79.20 |
80.18 |
84.27 |
|
|
| 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 |
86.83 |
84.13 |
2.70 |
3.2% |
1.83 |
2.1% |
49% |
True |
False |
277,748 |
| 10 |
89.22 |
84.05 |
5.17 |
6.1% |
2.33 |
2.7% |
27% |
False |
False |
292,969 |
| 20 |
93.49 |
84.05 |
9.44 |
11.0% |
2.22 |
2.6% |
15% |
False |
False |
261,282 |
| 40 |
94.15 |
84.05 |
10.10 |
11.8% |
2.20 |
2.6% |
14% |
False |
False |
182,014 |
| 60 |
101.01 |
84.05 |
16.96 |
19.8% |
2.24 |
2.6% |
8% |
False |
False |
144,588 |
| 80 |
101.01 |
84.05 |
16.96 |
19.8% |
2.16 |
2.5% |
8% |
False |
False |
121,608 |
| 100 |
101.01 |
79.12 |
21.89 |
25.6% |
2.25 |
2.6% |
29% |
False |
False |
106,677 |
| 120 |
101.01 |
79.12 |
21.89 |
25.6% |
2.32 |
2.7% |
29% |
False |
False |
97,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.97 |
|
2.618 |
92.46 |
|
1.618 |
90.31 |
|
1.000 |
88.98 |
|
0.618 |
88.16 |
|
HIGH |
86.83 |
|
0.618 |
86.01 |
|
0.500 |
85.76 |
|
0.382 |
85.50 |
|
LOW |
84.68 |
|
0.618 |
83.35 |
|
1.000 |
82.53 |
|
1.618 |
81.20 |
|
2.618 |
79.05 |
|
4.250 |
75.54 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.76 |
85.70 |
| PP |
85.65 |
85.62 |
| S1 |
85.55 |
85.53 |
|