NYMEX Light Sweet Crude Oil Future February 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 |
85.79 |
86.88 |
1.09 |
1.3% |
87.24 |
| High |
86.96 |
90.22 |
3.26 |
3.7% |
88.31 |
| Low |
85.50 |
86.53 |
1.03 |
1.2% |
85.76 |
| Close |
86.73 |
89.73 |
3.00 |
3.5% |
86.00 |
| Range |
1.46 |
3.69 |
2.23 |
152.7% |
2.55 |
| ATR |
1.93 |
2.06 |
0.13 |
6.5% |
0.00 |
| Volume |
72,824 |
51,698 |
-21,126 |
-29.0% |
164,450 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.90 |
98.50 |
91.76 |
|
| R3 |
96.21 |
94.81 |
90.74 |
|
| R2 |
92.52 |
92.52 |
90.41 |
|
| R1 |
91.12 |
91.12 |
90.07 |
91.82 |
| PP |
88.83 |
88.83 |
88.83 |
89.18 |
| S1 |
87.43 |
87.43 |
89.39 |
88.13 |
| S2 |
85.14 |
85.14 |
89.05 |
|
| S3 |
81.45 |
83.74 |
88.72 |
|
| S4 |
77.76 |
80.05 |
87.70 |
|
|
| 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 |
90.22 |
85.50 |
4.72 |
5.3% |
2.08 |
2.3% |
90% |
True |
False |
45,275 |
| 10 |
90.22 |
85.50 |
4.72 |
5.3% |
1.81 |
2.0% |
90% |
True |
False |
38,192 |
| 20 |
94.87 |
85.50 |
9.37 |
10.4% |
1.95 |
2.2% |
45% |
False |
False |
29,946 |
| 40 |
101.53 |
85.50 |
16.03 |
17.9% |
2.17 |
2.4% |
26% |
False |
False |
23,908 |
| 60 |
101.53 |
85.50 |
16.03 |
17.9% |
1.97 |
2.2% |
26% |
False |
False |
19,595 |
| 80 |
101.53 |
85.50 |
16.03 |
17.9% |
1.91 |
2.1% |
26% |
False |
False |
16,617 |
| 100 |
101.53 |
80.09 |
21.44 |
23.9% |
1.97 |
2.2% |
45% |
False |
False |
14,404 |
| 120 |
101.53 |
80.09 |
21.44 |
23.9% |
1.83 |
2.0% |
45% |
False |
False |
12,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.90 |
|
2.618 |
99.88 |
|
1.618 |
96.19 |
|
1.000 |
93.91 |
|
0.618 |
92.50 |
|
HIGH |
90.22 |
|
0.618 |
88.81 |
|
0.500 |
88.38 |
|
0.382 |
87.94 |
|
LOW |
86.53 |
|
0.618 |
84.25 |
|
1.000 |
82.84 |
|
1.618 |
80.56 |
|
2.618 |
76.87 |
|
4.250 |
70.85 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.28 |
89.11 |
| PP |
88.83 |
88.48 |
| S1 |
88.38 |
87.86 |
|