NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
85.49 |
86.02 |
0.53 |
0.6% |
85.79 |
High |
86.76 |
87.78 |
1.02 |
1.2% |
90.22 |
Low |
85.35 |
85.21 |
-0.14 |
-0.2% |
85.16 |
Close |
86.14 |
87.16 |
1.02 |
1.2% |
87.16 |
Range |
1.41 |
2.57 |
1.16 |
82.3% |
5.06 |
ATR |
2.19 |
2.21 |
0.03 |
1.3% |
0.00 |
Volume |
49,413 |
41,817 |
-7,596 |
-15.4% |
253,449 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.43 |
93.36 |
88.57 |
|
R3 |
91.86 |
90.79 |
87.87 |
|
R2 |
89.29 |
89.29 |
87.63 |
|
R1 |
88.22 |
88.22 |
87.40 |
88.76 |
PP |
86.72 |
86.72 |
86.72 |
86.98 |
S1 |
85.65 |
85.65 |
86.92 |
86.19 |
S2 |
84.15 |
84.15 |
86.69 |
|
S3 |
81.58 |
83.08 |
86.45 |
|
S4 |
79.01 |
80.51 |
85.75 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.69 |
99.99 |
89.94 |
|
R3 |
97.63 |
94.93 |
88.55 |
|
R2 |
92.57 |
92.57 |
88.09 |
|
R1 |
89.87 |
89.87 |
87.62 |
91.22 |
PP |
87.51 |
87.51 |
87.51 |
88.19 |
S1 |
84.81 |
84.81 |
86.70 |
86.16 |
S2 |
82.45 |
82.45 |
86.23 |
|
S3 |
77.39 |
79.75 |
85.77 |
|
S4 |
72.33 |
74.69 |
84.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.22 |
85.16 |
5.06 |
5.8% |
2.76 |
3.2% |
40% |
False |
False |
50,689 |
10 |
90.22 |
85.16 |
5.06 |
5.8% |
2.16 |
2.5% |
40% |
False |
False |
41,789 |
20 |
94.42 |
85.16 |
9.26 |
10.6% |
2.11 |
2.4% |
22% |
False |
False |
32,129 |
40 |
100.63 |
85.16 |
15.47 |
17.7% |
2.25 |
2.6% |
13% |
False |
False |
25,722 |
60 |
101.53 |
85.16 |
16.37 |
18.8% |
2.04 |
2.3% |
12% |
False |
False |
21,327 |
80 |
101.53 |
85.16 |
16.37 |
18.8% |
1.96 |
2.2% |
12% |
False |
False |
18,015 |
100 |
101.53 |
80.09 |
21.44 |
24.6% |
1.99 |
2.3% |
33% |
False |
False |
15,570 |
120 |
101.53 |
80.09 |
21.44 |
24.6% |
1.88 |
2.2% |
33% |
False |
False |
13,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.70 |
2.618 |
94.51 |
1.618 |
91.94 |
1.000 |
90.35 |
0.618 |
89.37 |
HIGH |
87.78 |
0.618 |
86.80 |
0.500 |
86.50 |
0.382 |
86.19 |
LOW |
85.21 |
0.618 |
83.62 |
1.000 |
82.64 |
1.618 |
81.05 |
2.618 |
78.48 |
4.250 |
74.29 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
86.94 |
87.49 |
PP |
86.72 |
87.38 |
S1 |
86.50 |
87.27 |
|