NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.29 |
88.82 |
0.53 |
0.6% |
87.93 |
High |
89.14 |
88.90 |
-0.24 |
-0.3% |
90.31 |
Low |
87.40 |
87.90 |
0.50 |
0.6% |
86.73 |
Close |
88.90 |
88.37 |
-0.53 |
-0.6% |
88.90 |
Range |
1.74 |
1.00 |
-0.74 |
-42.5% |
3.58 |
ATR |
2.10 |
2.02 |
-0.08 |
-3.7% |
0.00 |
Volume |
55,468 |
14,211 |
-41,257 |
-74.4% |
247,988 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.39 |
90.88 |
88.92 |
|
R3 |
90.39 |
89.88 |
88.65 |
|
R2 |
89.39 |
89.39 |
88.55 |
|
R1 |
88.88 |
88.88 |
88.46 |
88.64 |
PP |
88.39 |
88.39 |
88.39 |
88.27 |
S1 |
87.88 |
87.88 |
88.28 |
87.64 |
S2 |
87.39 |
87.39 |
88.19 |
|
S3 |
86.39 |
86.88 |
88.10 |
|
S4 |
85.39 |
85.88 |
87.82 |
|
|
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 |
86.73 |
3.58 |
4.1% |
1.96 |
2.2% |
46% |
False |
False |
52,439 |
10 |
90.31 |
85.70 |
4.61 |
5.2% |
1.81 |
2.0% |
58% |
False |
False |
53,757 |
20 |
90.31 |
85.16 |
5.15 |
5.8% |
1.99 |
2.2% |
62% |
False |
False |
47,773 |
40 |
94.87 |
85.16 |
9.71 |
11.0% |
2.10 |
2.4% |
33% |
False |
False |
34,850 |
60 |
101.53 |
85.16 |
16.37 |
18.5% |
2.10 |
2.4% |
20% |
False |
False |
28,624 |
80 |
101.53 |
85.16 |
16.37 |
18.5% |
1.96 |
2.2% |
20% |
False |
False |
23,851 |
100 |
101.53 |
85.16 |
16.37 |
18.5% |
1.92 |
2.2% |
20% |
False |
False |
20,303 |
120 |
101.53 |
80.09 |
21.44 |
24.3% |
1.96 |
2.2% |
39% |
False |
False |
17,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.15 |
2.618 |
91.52 |
1.618 |
90.52 |
1.000 |
89.90 |
0.618 |
89.52 |
HIGH |
88.90 |
0.618 |
88.52 |
0.500 |
88.40 |
0.382 |
88.28 |
LOW |
87.90 |
0.618 |
87.28 |
1.000 |
86.90 |
1.618 |
86.28 |
2.618 |
85.28 |
4.250 |
83.65 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
88.40 |
88.27 |
PP |
88.39 |
88.17 |
S1 |
88.38 |
88.07 |
|