NYMEX Light Sweet Crude Oil Future February 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 |
87.06 |
87.91 |
0.85 |
1.0% |
87.24 |
High |
88.31 |
88.25 |
-0.06 |
-0.1% |
88.31 |
Low |
87.00 |
85.79 |
-1.21 |
-1.4% |
85.76 |
Close |
88.10 |
86.00 |
-2.10 |
-2.4% |
86.00 |
Range |
1.31 |
2.46 |
1.15 |
87.8% |
2.55 |
ATR |
1.93 |
1.97 |
0.04 |
1.9% |
0.00 |
Volume |
36,433 |
45,930 |
9,497 |
26.1% |
164,450 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.06 |
92.49 |
87.35 |
|
R3 |
91.60 |
90.03 |
86.68 |
|
R2 |
89.14 |
89.14 |
86.45 |
|
R1 |
87.57 |
87.57 |
86.23 |
87.13 |
PP |
86.68 |
86.68 |
86.68 |
86.46 |
S1 |
85.11 |
85.11 |
85.77 |
84.67 |
S2 |
84.22 |
84.22 |
85.55 |
|
S3 |
81.76 |
82.65 |
85.32 |
|
S4 |
79.30 |
80.19 |
84.65 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.34 |
92.72 |
87.40 |
|
R3 |
91.79 |
90.17 |
86.70 |
|
R2 |
89.24 |
89.24 |
86.47 |
|
R1 |
87.62 |
87.62 |
86.23 |
87.16 |
PP |
86.69 |
86.69 |
86.69 |
86.46 |
S1 |
85.07 |
85.07 |
85.77 |
84.61 |
S2 |
84.14 |
84.14 |
85.53 |
|
S3 |
81.59 |
82.52 |
85.30 |
|
S4 |
79.04 |
79.97 |
84.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.31 |
85.76 |
2.55 |
3.0% |
1.57 |
1.8% |
9% |
False |
False |
32,890 |
10 |
92.17 |
85.76 |
6.41 |
7.5% |
1.89 |
2.2% |
4% |
False |
False |
30,554 |
20 |
94.87 |
85.76 |
9.11 |
10.6% |
1.94 |
2.3% |
3% |
False |
False |
25,665 |
40 |
101.53 |
85.76 |
15.77 |
18.3% |
2.10 |
2.4% |
2% |
False |
False |
21,572 |
60 |
101.53 |
85.76 |
15.77 |
18.3% |
1.94 |
2.3% |
2% |
False |
False |
17,792 |
80 |
101.53 |
85.76 |
15.77 |
18.3% |
1.87 |
2.2% |
2% |
False |
False |
15,163 |
100 |
101.53 |
80.09 |
21.44 |
24.9% |
1.94 |
2.3% |
28% |
False |
False |
13,217 |
120 |
101.53 |
80.09 |
21.44 |
24.9% |
1.82 |
2.1% |
28% |
False |
False |
11,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.71 |
2.618 |
94.69 |
1.618 |
92.23 |
1.000 |
90.71 |
0.618 |
89.77 |
HIGH |
88.25 |
0.618 |
87.31 |
0.500 |
87.02 |
0.382 |
86.73 |
LOW |
85.79 |
0.618 |
84.27 |
1.000 |
83.33 |
1.618 |
81.81 |
2.618 |
79.35 |
4.250 |
75.34 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
87.02 |
87.05 |
PP |
86.68 |
86.70 |
S1 |
86.34 |
86.35 |
|