NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
87.95 |
88.29 |
0.34 |
0.4% |
87.93 |
High |
88.51 |
89.14 |
0.63 |
0.7% |
90.31 |
Low |
87.00 |
87.40 |
0.40 |
0.5% |
86.73 |
Close |
87.98 |
88.90 |
0.92 |
1.0% |
88.90 |
Range |
1.51 |
1.74 |
0.23 |
15.2% |
3.58 |
ATR |
2.13 |
2.10 |
-0.03 |
-1.3% |
0.00 |
Volume |
78,213 |
55,468 |
-22,745 |
-29.1% |
247,988 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.70 |
93.04 |
89.86 |
|
R3 |
91.96 |
91.30 |
89.38 |
|
R2 |
90.22 |
90.22 |
89.22 |
|
R1 |
89.56 |
89.56 |
89.06 |
89.89 |
PP |
88.48 |
88.48 |
88.48 |
88.65 |
S1 |
87.82 |
87.82 |
88.74 |
88.15 |
S2 |
86.74 |
86.74 |
88.58 |
|
S3 |
85.00 |
86.08 |
88.42 |
|
S4 |
83.26 |
84.34 |
87.94 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.39 |
97.72 |
90.87 |
|
R3 |
95.81 |
94.14 |
89.88 |
|
R2 |
92.23 |
92.23 |
89.56 |
|
R1 |
90.56 |
90.56 |
89.23 |
91.40 |
PP |
88.65 |
88.65 |
88.65 |
89.06 |
S1 |
86.98 |
86.98 |
88.57 |
87.82 |
S2 |
85.07 |
85.07 |
88.24 |
|
S3 |
81.49 |
83.40 |
87.92 |
|
S4 |
77.91 |
79.82 |
86.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.31 |
86.00 |
4.31 |
4.8% |
2.15 |
2.4% |
67% |
False |
False |
58,323 |
10 |
90.31 |
85.21 |
5.10 |
5.7% |
1.96 |
2.2% |
72% |
False |
False |
56,518 |
20 |
90.31 |
85.16 |
5.15 |
5.8% |
2.00 |
2.2% |
73% |
False |
False |
48,479 |
40 |
94.87 |
85.16 |
9.71 |
10.9% |
2.10 |
2.4% |
39% |
False |
False |
34,721 |
60 |
101.53 |
85.16 |
16.37 |
18.4% |
2.10 |
2.4% |
23% |
False |
False |
28,579 |
80 |
101.53 |
85.16 |
16.37 |
18.4% |
1.98 |
2.2% |
23% |
False |
False |
23,775 |
100 |
101.53 |
85.16 |
16.37 |
18.4% |
1.93 |
2.2% |
23% |
False |
False |
20,228 |
120 |
101.53 |
80.09 |
21.44 |
24.1% |
1.96 |
2.2% |
41% |
False |
False |
17,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.54 |
2.618 |
93.70 |
1.618 |
91.96 |
1.000 |
90.88 |
0.618 |
90.22 |
HIGH |
89.14 |
0.618 |
88.48 |
0.500 |
88.27 |
0.382 |
88.06 |
LOW |
87.40 |
0.618 |
86.32 |
1.000 |
85.66 |
1.618 |
84.58 |
2.618 |
82.84 |
4.250 |
80.01 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
88.69 |
88.67 |
PP |
88.48 |
88.44 |
S1 |
88.27 |
88.22 |
|