NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.21 |
87.82 |
-0.39 |
-0.4% |
87.30 |
| High |
88.29 |
88.25 |
-0.04 |
0.0% |
89.80 |
| Low |
87.27 |
86.83 |
-0.44 |
-0.5% |
86.17 |
| Close |
87.74 |
87.18 |
-0.56 |
-0.6% |
88.28 |
| Range |
1.02 |
1.42 |
0.40 |
39.2% |
3.63 |
| ATR |
2.07 |
2.02 |
-0.05 |
-2.2% |
0.00 |
| Volume |
156,593 |
210,470 |
53,877 |
34.4% |
895,632 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.68 |
90.85 |
87.96 |
|
| R3 |
90.26 |
89.43 |
87.57 |
|
| R2 |
88.84 |
88.84 |
87.44 |
|
| R1 |
88.01 |
88.01 |
87.31 |
87.72 |
| PP |
87.42 |
87.42 |
87.42 |
87.27 |
| S1 |
86.59 |
86.59 |
87.05 |
86.30 |
| S2 |
86.00 |
86.00 |
86.92 |
|
| S3 |
84.58 |
85.17 |
86.79 |
|
| S4 |
83.16 |
83.75 |
86.40 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.97 |
97.26 |
90.28 |
|
| R3 |
95.34 |
93.63 |
89.28 |
|
| R2 |
91.71 |
91.71 |
88.95 |
|
| R1 |
90.00 |
90.00 |
88.61 |
90.86 |
| PP |
88.08 |
88.08 |
88.08 |
88.51 |
| S1 |
86.37 |
86.37 |
87.95 |
87.23 |
| S2 |
84.45 |
84.45 |
87.61 |
|
| S3 |
80.82 |
82.74 |
87.28 |
|
| S4 |
77.19 |
79.11 |
86.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.19 |
86.17 |
3.02 |
3.5% |
1.76 |
2.0% |
33% |
False |
False |
203,123 |
| 10 |
89.80 |
85.10 |
4.70 |
5.4% |
1.86 |
2.1% |
44% |
False |
False |
221,660 |
| 20 |
89.80 |
84.53 |
5.27 |
6.0% |
2.03 |
2.3% |
50% |
False |
False |
151,554 |
| 40 |
94.46 |
84.53 |
9.93 |
11.4% |
2.14 |
2.5% |
27% |
False |
False |
98,376 |
| 60 |
101.19 |
84.53 |
16.66 |
19.1% |
2.16 |
2.5% |
16% |
False |
False |
73,952 |
| 80 |
101.19 |
84.53 |
16.66 |
19.1% |
2.04 |
2.3% |
16% |
False |
False |
59,634 |
| 100 |
101.19 |
84.53 |
16.66 |
19.1% |
2.03 |
2.3% |
16% |
False |
False |
49,931 |
| 120 |
101.19 |
79.69 |
21.50 |
24.7% |
2.11 |
2.4% |
35% |
False |
False |
43,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.29 |
|
2.618 |
91.97 |
|
1.618 |
90.55 |
|
1.000 |
89.67 |
|
0.618 |
89.13 |
|
HIGH |
88.25 |
|
0.618 |
87.71 |
|
0.500 |
87.54 |
|
0.382 |
87.37 |
|
LOW |
86.83 |
|
0.618 |
85.95 |
|
1.000 |
85.41 |
|
1.618 |
84.53 |
|
2.618 |
83.11 |
|
4.250 |
80.80 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.54 |
87.62 |
| PP |
87.42 |
87.47 |
| S1 |
87.30 |
87.33 |
|