NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
87.20 |
88.30 |
1.10 |
1.3% |
88.82 |
High |
89.28 |
89.59 |
0.31 |
0.3% |
89.59 |
Low |
87.20 |
88.09 |
0.89 |
1.0% |
86.01 |
Close |
88.66 |
89.49 |
0.83 |
0.9% |
89.49 |
Range |
2.08 |
1.50 |
-0.58 |
-27.9% |
3.58 |
ATR |
1.99 |
1.95 |
-0.03 |
-1.8% |
0.00 |
Volume |
53,683 |
66,171 |
12,488 |
23.3% |
202,843 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.56 |
93.02 |
90.32 |
|
R3 |
92.06 |
91.52 |
89.90 |
|
R2 |
90.56 |
90.56 |
89.77 |
|
R1 |
90.02 |
90.02 |
89.63 |
90.29 |
PP |
89.06 |
89.06 |
89.06 |
89.19 |
S1 |
88.52 |
88.52 |
89.35 |
88.79 |
S2 |
87.56 |
87.56 |
89.22 |
|
S3 |
86.06 |
87.02 |
89.08 |
|
S4 |
84.56 |
85.52 |
88.67 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.10 |
97.88 |
91.46 |
|
R3 |
95.52 |
94.30 |
90.47 |
|
R2 |
91.94 |
91.94 |
90.15 |
|
R1 |
90.72 |
90.72 |
89.82 |
91.33 |
PP |
88.36 |
88.36 |
88.36 |
88.67 |
S1 |
87.14 |
87.14 |
89.16 |
87.75 |
S2 |
84.78 |
84.78 |
88.83 |
|
S3 |
81.20 |
83.56 |
88.51 |
|
S4 |
77.62 |
79.98 |
87.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.59 |
86.01 |
3.58 |
4.0% |
1.59 |
1.8% |
97% |
True |
False |
40,568 |
10 |
90.31 |
86.00 |
4.31 |
4.8% |
1.87 |
2.1% |
81% |
False |
False |
49,445 |
20 |
90.31 |
85.16 |
5.15 |
5.8% |
2.06 |
2.3% |
84% |
False |
False |
51,279 |
40 |
94.87 |
85.16 |
9.71 |
10.9% |
2.00 |
2.2% |
45% |
False |
False |
37,733 |
60 |
101.53 |
85.16 |
16.37 |
18.3% |
2.08 |
2.3% |
26% |
False |
False |
30,996 |
80 |
101.53 |
85.16 |
16.37 |
18.3% |
1.95 |
2.2% |
26% |
False |
False |
25,712 |
100 |
101.53 |
85.16 |
16.37 |
18.3% |
1.91 |
2.1% |
26% |
False |
False |
21,980 |
120 |
101.53 |
80.09 |
21.44 |
24.0% |
1.96 |
2.2% |
44% |
False |
False |
19,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.97 |
2.618 |
93.52 |
1.618 |
92.02 |
1.000 |
91.09 |
0.618 |
90.52 |
HIGH |
89.59 |
0.618 |
89.02 |
0.500 |
88.84 |
0.382 |
88.66 |
LOW |
88.09 |
0.618 |
87.16 |
1.000 |
86.59 |
1.618 |
85.66 |
2.618 |
84.16 |
4.250 |
81.72 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.27 |
88.93 |
PP |
89.06 |
88.36 |
S1 |
88.84 |
87.80 |
|