NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.57 |
87.66 |
1.09 |
1.3% |
88.21 |
| High |
88.69 |
88.99 |
0.30 |
0.3% |
88.99 |
| Low |
86.55 |
87.47 |
0.92 |
1.1% |
85.36 |
| Close |
88.07 |
88.91 |
0.84 |
1.0% |
88.91 |
| Range |
2.14 |
1.52 |
-0.62 |
-29.0% |
3.63 |
| ATR |
2.03 |
2.00 |
-0.04 |
-1.8% |
0.00 |
| Volume |
270,030 |
216,206 |
-53,824 |
-19.9% |
1,103,043 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.02 |
92.48 |
89.75 |
|
| R3 |
91.50 |
90.96 |
89.33 |
|
| R2 |
89.98 |
89.98 |
89.19 |
|
| R1 |
89.44 |
89.44 |
89.05 |
89.71 |
| PP |
88.46 |
88.46 |
88.46 |
88.59 |
| S1 |
87.92 |
87.92 |
88.77 |
88.19 |
| S2 |
86.94 |
86.94 |
88.63 |
|
| S3 |
85.42 |
86.40 |
88.49 |
|
| S4 |
83.90 |
84.88 |
88.07 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.64 |
97.41 |
90.91 |
|
| R3 |
95.01 |
93.78 |
89.91 |
|
| R2 |
91.38 |
91.38 |
89.58 |
|
| R1 |
90.15 |
90.15 |
89.24 |
90.77 |
| PP |
87.75 |
87.75 |
87.75 |
88.06 |
| S1 |
86.52 |
86.52 |
88.58 |
87.14 |
| S2 |
84.12 |
84.12 |
88.24 |
|
| S3 |
80.49 |
82.89 |
87.91 |
|
| S4 |
76.86 |
79.26 |
86.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.99 |
85.36 |
3.63 |
4.1% |
1.62 |
1.8% |
98% |
True |
False |
220,608 |
| 10 |
89.80 |
85.36 |
4.44 |
5.0% |
1.91 |
2.1% |
80% |
False |
False |
226,988 |
| 20 |
89.80 |
84.53 |
5.27 |
5.9% |
2.11 |
2.4% |
83% |
False |
False |
180,751 |
| 40 |
94.46 |
84.53 |
9.93 |
11.2% |
2.06 |
2.3% |
44% |
False |
False |
114,716 |
| 60 |
101.19 |
84.53 |
16.66 |
18.7% |
2.15 |
2.4% |
26% |
False |
False |
85,163 |
| 80 |
101.19 |
84.53 |
16.66 |
18.7% |
2.04 |
2.3% |
26% |
False |
False |
68,180 |
| 100 |
101.19 |
84.53 |
16.66 |
18.7% |
2.03 |
2.3% |
26% |
False |
False |
57,022 |
| 120 |
101.19 |
79.69 |
21.50 |
24.2% |
2.09 |
2.3% |
43% |
False |
False |
49,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.45 |
|
2.618 |
92.97 |
|
1.618 |
91.45 |
|
1.000 |
90.51 |
|
0.618 |
89.93 |
|
HIGH |
88.99 |
|
0.618 |
88.41 |
|
0.500 |
88.23 |
|
0.382 |
88.05 |
|
LOW |
87.47 |
|
0.618 |
86.53 |
|
1.000 |
85.95 |
|
1.618 |
85.01 |
|
2.618 |
83.49 |
|
4.250 |
81.01 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.68 |
88.33 |
| PP |
88.46 |
87.75 |
| S1 |
88.23 |
87.18 |
|