NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
86.38 |
87.93 |
1.55 |
1.8% |
87.34 |
High |
87.91 |
90.31 |
2.40 |
2.7% |
87.91 |
Low |
86.00 |
87.71 |
1.71 |
2.0% |
85.70 |
Close |
87.47 |
89.80 |
2.33 |
2.7% |
87.47 |
Range |
1.91 |
2.60 |
0.69 |
36.1% |
2.21 |
ATR |
2.05 |
2.10 |
0.06 |
2.8% |
0.00 |
Volume |
43,627 |
63,058 |
19,431 |
44.5% |
275,379 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.07 |
96.04 |
91.23 |
|
R3 |
94.47 |
93.44 |
90.52 |
|
R2 |
91.87 |
91.87 |
90.28 |
|
R1 |
90.84 |
90.84 |
90.04 |
91.36 |
PP |
89.27 |
89.27 |
89.27 |
89.53 |
S1 |
88.24 |
88.24 |
89.56 |
88.76 |
S2 |
86.67 |
86.67 |
89.32 |
|
S3 |
84.07 |
85.64 |
89.09 |
|
S4 |
81.47 |
83.04 |
88.37 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.66 |
92.77 |
88.69 |
|
R3 |
91.45 |
90.56 |
88.08 |
|
R2 |
89.24 |
89.24 |
87.88 |
|
R1 |
88.35 |
88.35 |
87.67 |
88.80 |
PP |
87.03 |
87.03 |
87.03 |
87.25 |
S1 |
86.14 |
86.14 |
87.27 |
86.59 |
S2 |
84.82 |
84.82 |
87.06 |
|
S3 |
82.61 |
83.93 |
86.86 |
|
S4 |
80.40 |
81.72 |
86.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.31 |
85.70 |
4.61 |
5.1% |
1.93 |
2.1% |
89% |
True |
False |
56,812 |
10 |
90.31 |
85.16 |
5.15 |
5.7% |
2.32 |
2.6% |
90% |
True |
False |
51,906 |
20 |
90.31 |
85.16 |
5.15 |
5.7% |
2.05 |
2.3% |
90% |
True |
False |
44,019 |
40 |
94.87 |
85.16 |
9.71 |
10.8% |
2.12 |
2.4% |
48% |
False |
False |
31,325 |
60 |
101.53 |
85.16 |
16.37 |
18.2% |
2.09 |
2.3% |
28% |
False |
False |
25,864 |
80 |
101.53 |
85.16 |
16.37 |
18.2% |
1.96 |
2.2% |
28% |
False |
False |
21,744 |
100 |
101.53 |
81.97 |
19.56 |
21.8% |
1.99 |
2.2% |
40% |
False |
False |
18,577 |
120 |
101.53 |
80.09 |
21.44 |
23.9% |
1.95 |
2.2% |
45% |
False |
False |
16,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.36 |
2.618 |
97.12 |
1.618 |
94.52 |
1.000 |
92.91 |
0.618 |
91.92 |
HIGH |
90.31 |
0.618 |
89.32 |
0.500 |
89.01 |
0.382 |
88.70 |
LOW |
87.71 |
0.618 |
86.10 |
1.000 |
85.11 |
1.618 |
83.50 |
2.618 |
80.90 |
4.250 |
76.66 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.54 |
89.20 |
PP |
89.27 |
88.60 |
S1 |
89.01 |
88.01 |
|