NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.57 |
87.42 |
0.85 |
1.0% |
86.88 |
| High |
87.85 |
87.71 |
-0.14 |
-0.2% |
87.85 |
| Low |
86.40 |
85.20 |
-1.20 |
-1.4% |
85.18 |
| Close |
87.57 |
85.40 |
-2.17 |
-2.5% |
85.40 |
| Range |
1.45 |
2.51 |
1.06 |
73.1% |
2.67 |
| ATR |
2.01 |
2.04 |
0.04 |
1.8% |
0.00 |
| Volume |
63,978 |
68,834 |
4,856 |
7.6% |
271,776 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.63 |
92.03 |
86.78 |
|
| R3 |
91.12 |
89.52 |
86.09 |
|
| R2 |
88.61 |
88.61 |
85.86 |
|
| R1 |
87.01 |
87.01 |
85.63 |
86.56 |
| PP |
86.10 |
86.10 |
86.10 |
85.88 |
| S1 |
84.50 |
84.50 |
85.17 |
84.05 |
| S2 |
83.59 |
83.59 |
84.94 |
|
| S3 |
81.08 |
81.99 |
84.71 |
|
| S4 |
78.57 |
79.48 |
84.02 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.15 |
92.45 |
86.87 |
|
| R3 |
91.48 |
89.78 |
86.13 |
|
| R2 |
88.81 |
88.81 |
85.89 |
|
| R1 |
87.11 |
87.11 |
85.64 |
86.63 |
| PP |
86.14 |
86.14 |
86.14 |
85.90 |
| S1 |
84.44 |
84.44 |
85.16 |
83.96 |
| S2 |
83.47 |
83.47 |
84.91 |
|
| S3 |
80.80 |
81.77 |
84.67 |
|
| S4 |
78.13 |
79.10 |
83.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.85 |
85.18 |
2.67 |
3.1% |
1.67 |
2.0% |
8% |
False |
False |
54,355 |
| 10 |
91.75 |
85.18 |
6.57 |
7.7% |
1.98 |
2.3% |
3% |
False |
False |
56,358 |
| 20 |
94.46 |
85.18 |
9.28 |
10.9% |
2.01 |
2.4% |
2% |
False |
False |
50,453 |
| 40 |
101.19 |
85.18 |
16.01 |
18.7% |
2.17 |
2.5% |
1% |
False |
False |
38,460 |
| 60 |
101.19 |
85.18 |
16.01 |
18.7% |
2.05 |
2.4% |
1% |
False |
False |
31,539 |
| 80 |
101.19 |
85.18 |
16.01 |
18.7% |
2.01 |
2.4% |
1% |
False |
False |
26,824 |
| 100 |
101.19 |
79.69 |
21.50 |
25.2% |
2.09 |
2.4% |
27% |
False |
False |
23,357 |
| 120 |
101.19 |
79.69 |
21.50 |
25.2% |
2.08 |
2.4% |
27% |
False |
False |
20,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.38 |
|
2.618 |
94.28 |
|
1.618 |
91.77 |
|
1.000 |
90.22 |
|
0.618 |
89.26 |
|
HIGH |
87.71 |
|
0.618 |
86.75 |
|
0.500 |
86.46 |
|
0.382 |
86.16 |
|
LOW |
85.20 |
|
0.618 |
83.65 |
|
1.000 |
82.69 |
|
1.618 |
81.14 |
|
2.618 |
78.63 |
|
4.250 |
74.53 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.46 |
86.53 |
| PP |
86.10 |
86.15 |
| S1 |
85.75 |
85.78 |
|