NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.33 |
87.94 |
-0.39 |
-0.4% |
87.93 |
| High |
88.87 |
87.96 |
-0.91 |
-1.0% |
90.31 |
| Low |
87.46 |
86.01 |
-1.45 |
-1.7% |
86.73 |
| Close |
87.81 |
87.13 |
-0.68 |
-0.8% |
88.90 |
| Range |
1.41 |
1.95 |
0.54 |
38.3% |
3.58 |
| ATR |
1.98 |
1.97 |
0.00 |
-0.1% |
0.00 |
| Volume |
29,664 |
39,114 |
9,450 |
31.9% |
247,988 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.88 |
91.96 |
88.20 |
|
| R3 |
90.93 |
90.01 |
87.67 |
|
| R2 |
88.98 |
88.98 |
87.49 |
|
| R1 |
88.06 |
88.06 |
87.31 |
87.55 |
| PP |
87.03 |
87.03 |
87.03 |
86.78 |
| S1 |
86.11 |
86.11 |
86.95 |
85.60 |
| S2 |
85.08 |
85.08 |
86.77 |
|
| S3 |
83.13 |
84.16 |
86.59 |
|
| S4 |
81.18 |
82.21 |
86.06 |
|
|
| 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 |
89.14 |
86.01 |
3.13 |
3.6% |
1.52 |
1.7% |
36% |
False |
True |
43,334 |
| 10 |
90.31 |
85.70 |
4.61 |
5.3% |
1.89 |
2.2% |
31% |
False |
False |
50,899 |
| 20 |
90.31 |
85.16 |
5.15 |
5.9% |
2.02 |
2.3% |
38% |
False |
False |
48,083 |
| 40 |
94.87 |
85.16 |
9.71 |
11.1% |
2.11 |
2.4% |
20% |
False |
False |
35,910 |
| 60 |
101.53 |
85.16 |
16.37 |
18.8% |
2.09 |
2.4% |
12% |
False |
False |
29,381 |
| 80 |
101.53 |
85.16 |
16.37 |
18.8% |
1.95 |
2.2% |
12% |
False |
False |
24,412 |
| 100 |
101.53 |
85.16 |
16.37 |
18.8% |
1.91 |
2.2% |
12% |
False |
False |
20,878 |
| 120 |
101.53 |
80.09 |
21.44 |
24.6% |
1.95 |
2.2% |
33% |
False |
False |
18,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.25 |
|
2.618 |
93.07 |
|
1.618 |
91.12 |
|
1.000 |
89.91 |
|
0.618 |
89.17 |
|
HIGH |
87.96 |
|
0.618 |
87.22 |
|
0.500 |
86.99 |
|
0.382 |
86.75 |
|
LOW |
86.01 |
|
0.618 |
84.80 |
|
1.000 |
84.06 |
|
1.618 |
82.85 |
|
2.618 |
80.90 |
|
4.250 |
77.72 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.08 |
87.46 |
| PP |
87.03 |
87.35 |
| S1 |
86.99 |
87.24 |
|