NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.76 |
84.85 |
-3.91 |
-4.4% |
86.88 |
| High |
89.26 |
86.18 |
-3.08 |
-3.5% |
87.85 |
| Low |
84.53 |
84.72 |
0.19 |
0.2% |
85.18 |
| Close |
84.91 |
85.56 |
0.65 |
0.8% |
85.40 |
| Range |
4.73 |
1.46 |
-3.27 |
-69.1% |
2.67 |
| ATR |
2.31 |
2.25 |
-0.06 |
-2.6% |
0.00 |
| Volume |
83,202 |
103,199 |
19,997 |
24.0% |
271,776 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.87 |
89.17 |
86.36 |
|
| R3 |
88.41 |
87.71 |
85.96 |
|
| R2 |
86.95 |
86.95 |
85.83 |
|
| R1 |
86.25 |
86.25 |
85.69 |
86.60 |
| PP |
85.49 |
85.49 |
85.49 |
85.66 |
| S1 |
84.79 |
84.79 |
85.43 |
85.14 |
| S2 |
84.03 |
84.03 |
85.29 |
|
| S3 |
82.57 |
83.33 |
85.16 |
|
| S4 |
81.11 |
81.87 |
84.76 |
|
|
| 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 |
84.53 |
5.14 |
6.0% |
2.79 |
3.3% |
20% |
False |
False |
88,624 |
| 10 |
89.67 |
84.53 |
5.14 |
6.0% |
2.12 |
2.5% |
20% |
False |
False |
70,153 |
| 20 |
93.98 |
84.53 |
9.45 |
11.0% |
2.11 |
2.5% |
11% |
False |
False |
60,262 |
| 40 |
101.19 |
84.53 |
16.66 |
19.5% |
2.31 |
2.7% |
6% |
False |
False |
45,548 |
| 60 |
101.19 |
84.53 |
16.66 |
19.5% |
2.13 |
2.5% |
6% |
False |
False |
36,689 |
| 80 |
101.19 |
84.53 |
16.66 |
19.5% |
2.07 |
2.4% |
6% |
False |
False |
30,974 |
| 100 |
101.19 |
79.69 |
21.50 |
25.1% |
2.13 |
2.5% |
27% |
False |
False |
26,881 |
| 120 |
101.19 |
79.69 |
21.50 |
25.1% |
2.12 |
2.5% |
27% |
False |
False |
23,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.39 |
|
2.618 |
90.00 |
|
1.618 |
88.54 |
|
1.000 |
87.64 |
|
0.618 |
87.08 |
|
HIGH |
86.18 |
|
0.618 |
85.62 |
|
0.500 |
85.45 |
|
0.382 |
85.28 |
|
LOW |
84.72 |
|
0.618 |
83.82 |
|
1.000 |
83.26 |
|
1.618 |
82.36 |
|
2.618 |
80.90 |
|
4.250 |
78.52 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.52 |
87.10 |
| PP |
85.49 |
86.59 |
| S1 |
85.45 |
86.07 |
|