NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
85.22 |
86.20 |
0.98 |
1.1% |
86.88 |
| High |
86.38 |
89.67 |
3.29 |
3.8% |
87.85 |
| Low |
84.87 |
85.92 |
1.05 |
1.2% |
85.18 |
| Close |
86.14 |
89.17 |
3.03 |
3.5% |
85.40 |
| Range |
1.51 |
3.75 |
2.24 |
148.3% |
2.67 |
| ATR |
2.00 |
2.13 |
0.12 |
6.2% |
0.00 |
| Volume |
107,288 |
80,598 |
-26,690 |
-24.9% |
271,776 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.50 |
98.09 |
91.23 |
|
| R3 |
95.75 |
94.34 |
90.20 |
|
| R2 |
92.00 |
92.00 |
89.86 |
|
| R1 |
90.59 |
90.59 |
89.51 |
91.30 |
| PP |
88.25 |
88.25 |
88.25 |
88.61 |
| S1 |
86.84 |
86.84 |
88.83 |
87.55 |
| S2 |
84.50 |
84.50 |
88.48 |
|
| S3 |
80.75 |
83.09 |
88.14 |
|
| S4 |
77.00 |
79.34 |
87.11 |
|
|
| 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 |
89.67 |
84.87 |
4.80 |
5.4% |
2.15 |
2.4% |
90% |
True |
False |
72,058 |
| 10 |
89.67 |
84.87 |
4.80 |
5.4% |
1.89 |
2.1% |
90% |
True |
False |
65,294 |
| 20 |
94.46 |
84.87 |
9.59 |
10.8% |
2.02 |
2.3% |
45% |
False |
False |
56,273 |
| 40 |
101.19 |
84.87 |
16.32 |
18.3% |
2.25 |
2.5% |
26% |
False |
False |
41,909 |
| 60 |
101.19 |
84.87 |
16.32 |
18.3% |
2.08 |
2.3% |
26% |
False |
False |
34,088 |
| 80 |
101.19 |
84.87 |
16.32 |
18.3% |
2.03 |
2.3% |
26% |
False |
False |
28,964 |
| 100 |
101.19 |
79.69 |
21.50 |
24.1% |
2.11 |
2.4% |
44% |
False |
False |
25,118 |
| 120 |
101.19 |
79.69 |
21.50 |
24.1% |
2.09 |
2.3% |
44% |
False |
False |
22,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.61 |
|
2.618 |
99.49 |
|
1.618 |
95.74 |
|
1.000 |
93.42 |
|
0.618 |
91.99 |
|
HIGH |
89.67 |
|
0.618 |
88.24 |
|
0.500 |
87.80 |
|
0.382 |
87.35 |
|
LOW |
85.92 |
|
0.618 |
83.60 |
|
1.000 |
82.17 |
|
1.618 |
79.85 |
|
2.618 |
76.10 |
|
4.250 |
69.98 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.71 |
88.54 |
| PP |
88.25 |
87.90 |
| S1 |
87.80 |
87.27 |
|