NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
86.60 |
87.83 |
1.23 |
1.4% |
86.40 |
| High |
88.42 |
88.25 |
-0.17 |
-0.2% |
90.74 |
| Low |
85.90 |
87.10 |
1.20 |
1.4% |
85.80 |
| Close |
87.76 |
87.33 |
-0.43 |
-0.5% |
87.76 |
| Range |
2.52 |
1.15 |
-1.37 |
-54.4% |
4.94 |
| ATR |
2.13 |
2.06 |
-0.07 |
-3.3% |
0.00 |
| Volume |
33,076 |
34,491 |
1,415 |
4.3% |
190,876 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.01 |
90.32 |
87.96 |
|
| R3 |
89.86 |
89.17 |
87.65 |
|
| R2 |
88.71 |
88.71 |
87.54 |
|
| R1 |
88.02 |
88.02 |
87.44 |
87.79 |
| PP |
87.56 |
87.56 |
87.56 |
87.45 |
| S1 |
86.87 |
86.87 |
87.22 |
86.64 |
| S2 |
86.41 |
86.41 |
87.12 |
|
| S3 |
85.26 |
85.72 |
87.01 |
|
| S4 |
84.11 |
84.57 |
86.70 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.92 |
100.28 |
90.48 |
|
| R3 |
97.98 |
95.34 |
89.12 |
|
| R2 |
93.04 |
93.04 |
88.67 |
|
| R1 |
90.40 |
90.40 |
88.21 |
91.72 |
| PP |
88.10 |
88.10 |
88.10 |
88.76 |
| S1 |
85.46 |
85.46 |
87.31 |
86.78 |
| S2 |
83.16 |
83.16 |
86.85 |
|
| S3 |
78.22 |
80.52 |
86.40 |
|
| S4 |
73.28 |
75.58 |
85.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.74 |
85.80 |
4.94 |
5.7% |
2.62 |
3.0% |
31% |
False |
False |
35,343 |
| 10 |
90.74 |
85.80 |
4.94 |
5.7% |
2.01 |
2.3% |
31% |
False |
False |
31,302 |
| 20 |
94.85 |
85.80 |
9.05 |
10.4% |
1.96 |
2.2% |
17% |
False |
False |
26,118 |
| 40 |
98.34 |
85.80 |
12.54 |
14.4% |
2.07 |
2.4% |
12% |
False |
False |
22,040 |
| 60 |
101.78 |
85.80 |
15.98 |
18.3% |
1.96 |
2.2% |
10% |
False |
False |
20,005 |
| 80 |
101.78 |
85.80 |
15.98 |
18.3% |
1.86 |
2.1% |
10% |
False |
False |
17,512 |
| 100 |
101.78 |
80.62 |
21.16 |
24.2% |
1.87 |
2.1% |
32% |
False |
False |
15,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.14 |
|
2.618 |
91.26 |
|
1.618 |
90.11 |
|
1.000 |
89.40 |
|
0.618 |
88.96 |
|
HIGH |
88.25 |
|
0.618 |
87.81 |
|
0.500 |
87.68 |
|
0.382 |
87.54 |
|
LOW |
87.10 |
|
0.618 |
86.39 |
|
1.000 |
85.95 |
|
1.618 |
85.24 |
|
2.618 |
84.09 |
|
4.250 |
82.21 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.68 |
87.27 |
| PP |
87.56 |
87.22 |
| S1 |
87.45 |
87.16 |
|