NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.36 |
85.28 |
-1.08 |
-1.3% |
86.19 |
| High |
86.83 |
87.01 |
0.18 |
0.2% |
87.01 |
| Low |
84.68 |
85.02 |
0.34 |
0.4% |
84.57 |
| Close |
85.45 |
86.67 |
1.22 |
1.4% |
86.67 |
| Range |
2.15 |
1.99 |
-0.16 |
-7.4% |
2.44 |
| ATR |
2.16 |
2.14 |
-0.01 |
-0.6% |
0.00 |
| Volume |
168,098 |
32,015 |
-136,083 |
-81.0% |
1,098,356 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.20 |
91.43 |
87.76 |
|
| R3 |
90.21 |
89.44 |
87.22 |
|
| R2 |
88.22 |
88.22 |
87.03 |
|
| R1 |
87.45 |
87.45 |
86.85 |
87.84 |
| PP |
86.23 |
86.23 |
86.23 |
86.43 |
| S1 |
85.46 |
85.46 |
86.49 |
85.85 |
| S2 |
84.24 |
84.24 |
86.31 |
|
| S3 |
82.25 |
83.47 |
86.12 |
|
| S4 |
80.26 |
81.48 |
85.58 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.40 |
92.48 |
88.01 |
|
| R3 |
90.96 |
90.04 |
87.34 |
|
| R2 |
88.52 |
88.52 |
87.12 |
|
| R1 |
87.60 |
87.60 |
86.89 |
88.06 |
| PP |
86.08 |
86.08 |
86.08 |
86.32 |
| S1 |
85.16 |
85.16 |
86.45 |
85.62 |
| S2 |
83.64 |
83.64 |
86.22 |
|
| S3 |
81.20 |
82.72 |
86.00 |
|
| S4 |
78.76 |
80.28 |
85.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.01 |
84.57 |
2.44 |
2.8% |
1.70 |
2.0% |
86% |
True |
False |
219,671 |
| 10 |
89.22 |
84.05 |
5.17 |
6.0% |
2.27 |
2.6% |
51% |
False |
False |
266,439 |
| 20 |
91.27 |
84.05 |
7.22 |
8.3% |
2.15 |
2.5% |
36% |
False |
False |
246,392 |
| 40 |
94.02 |
84.05 |
9.97 |
11.5% |
2.22 |
2.6% |
26% |
False |
False |
180,972 |
| 60 |
101.01 |
84.05 |
16.96 |
19.6% |
2.23 |
2.6% |
15% |
False |
False |
144,223 |
| 80 |
101.01 |
84.05 |
16.96 |
19.6% |
2.15 |
2.5% |
15% |
False |
False |
121,545 |
| 100 |
101.01 |
79.12 |
21.89 |
25.3% |
2.25 |
2.6% |
34% |
False |
False |
106,621 |
| 120 |
101.01 |
79.12 |
21.89 |
25.3% |
2.31 |
2.7% |
34% |
False |
False |
97,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.47 |
|
2.618 |
92.22 |
|
1.618 |
90.23 |
|
1.000 |
89.00 |
|
0.618 |
88.24 |
|
HIGH |
87.01 |
|
0.618 |
86.25 |
|
0.500 |
86.02 |
|
0.382 |
85.78 |
|
LOW |
85.02 |
|
0.618 |
83.79 |
|
1.000 |
83.03 |
|
1.618 |
81.80 |
|
2.618 |
79.81 |
|
4.250 |
76.56 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.45 |
86.40 |
| PP |
86.23 |
86.12 |
| S1 |
86.02 |
85.85 |
|