NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
86.40 |
87.30 |
0.90 |
1.0% |
87.90 |
High |
87.55 |
90.74 |
3.19 |
3.6% |
88.82 |
Low |
86.15 |
87.15 |
1.00 |
1.2% |
86.37 |
Close |
87.34 |
90.32 |
2.98 |
3.4% |
86.61 |
Range |
1.40 |
3.59 |
2.19 |
156.4% |
2.45 |
ATR |
1.85 |
1.98 |
0.12 |
6.7% |
0.00 |
Volume |
48,652 |
32,904 |
-15,748 |
-32.4% |
111,860 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.17 |
98.84 |
92.29 |
|
R3 |
96.58 |
95.25 |
91.31 |
|
R2 |
92.99 |
92.99 |
90.98 |
|
R1 |
91.66 |
91.66 |
90.65 |
92.33 |
PP |
89.40 |
89.40 |
89.40 |
89.74 |
S1 |
88.07 |
88.07 |
89.99 |
88.74 |
S2 |
85.81 |
85.81 |
89.66 |
|
S3 |
82.22 |
84.48 |
89.33 |
|
S4 |
78.63 |
80.89 |
88.35 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.62 |
93.06 |
87.96 |
|
R3 |
92.17 |
90.61 |
87.28 |
|
R2 |
89.72 |
89.72 |
87.06 |
|
R1 |
88.16 |
88.16 |
86.83 |
87.72 |
PP |
87.27 |
87.27 |
87.27 |
87.04 |
S1 |
85.71 |
85.71 |
86.39 |
85.27 |
S2 |
84.82 |
84.82 |
86.16 |
|
S3 |
82.37 |
83.26 |
85.94 |
|
S4 |
79.92 |
80.81 |
85.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.74 |
86.15 |
4.59 |
5.1% |
1.93 |
2.1% |
91% |
True |
False |
29,226 |
10 |
90.74 |
86.15 |
4.59 |
5.1% |
1.73 |
1.9% |
91% |
True |
False |
27,038 |
20 |
95.21 |
86.15 |
9.06 |
10.0% |
1.86 |
2.1% |
46% |
False |
False |
23,604 |
40 |
101.78 |
86.15 |
15.63 |
17.3% |
2.07 |
2.3% |
27% |
False |
False |
20,806 |
60 |
101.78 |
86.15 |
15.63 |
17.3% |
1.88 |
2.1% |
27% |
False |
False |
18,462 |
80 |
101.78 |
86.15 |
15.63 |
17.3% |
1.81 |
2.0% |
27% |
False |
False |
16,040 |
100 |
101.78 |
80.62 |
21.16 |
23.4% |
1.86 |
2.1% |
46% |
False |
False |
14,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.00 |
2.618 |
100.14 |
1.618 |
96.55 |
1.000 |
94.33 |
0.618 |
92.96 |
HIGH |
90.74 |
0.618 |
89.37 |
0.500 |
88.95 |
0.382 |
88.52 |
LOW |
87.15 |
0.618 |
84.93 |
1.000 |
83.56 |
1.618 |
81.34 |
2.618 |
77.75 |
4.250 |
71.89 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.86 |
89.70 |
PP |
89.40 |
89.07 |
S1 |
88.95 |
88.45 |
|