NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.01 |
88.50 |
1.49 |
1.7% |
87.83 |
| High |
88.40 |
90.82 |
2.42 |
2.7% |
88.42 |
| Low |
86.59 |
88.50 |
1.91 |
2.2% |
86.27 |
| Close |
88.04 |
90.33 |
2.29 |
2.6% |
88.04 |
| Range |
1.81 |
2.32 |
0.51 |
28.2% |
2.15 |
| ATR |
1.97 |
2.02 |
0.06 |
3.0% |
0.00 |
| Volume |
31,097 |
40,371 |
9,274 |
29.8% |
194,469 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.84 |
95.91 |
91.61 |
|
| R3 |
94.52 |
93.59 |
90.97 |
|
| R2 |
92.20 |
92.20 |
90.76 |
|
| R1 |
91.27 |
91.27 |
90.54 |
91.74 |
| PP |
89.88 |
89.88 |
89.88 |
90.12 |
| S1 |
88.95 |
88.95 |
90.12 |
89.42 |
| S2 |
87.56 |
87.56 |
89.90 |
|
| S3 |
85.24 |
86.63 |
89.69 |
|
| S4 |
82.92 |
84.31 |
89.05 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.03 |
93.18 |
89.22 |
|
| R3 |
91.88 |
91.03 |
88.63 |
|
| R2 |
89.73 |
89.73 |
88.43 |
|
| R1 |
88.88 |
88.88 |
88.24 |
89.31 |
| PP |
87.58 |
87.58 |
87.58 |
87.79 |
| S1 |
86.73 |
86.73 |
87.84 |
87.16 |
| S2 |
85.43 |
85.43 |
87.65 |
|
| S3 |
83.28 |
84.58 |
87.45 |
|
| S4 |
81.13 |
82.43 |
86.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.82 |
86.27 |
4.55 |
5.0% |
1.80 |
2.0% |
89% |
True |
False |
40,069 |
| 10 |
90.82 |
85.80 |
5.02 |
5.6% |
2.21 |
2.4% |
90% |
True |
False |
37,706 |
| 20 |
90.82 |
85.80 |
5.02 |
5.6% |
1.96 |
2.2% |
90% |
True |
False |
31,885 |
| 40 |
95.21 |
85.80 |
9.41 |
10.4% |
2.02 |
2.2% |
48% |
False |
False |
24,930 |
| 60 |
101.78 |
85.80 |
15.98 |
17.7% |
2.00 |
2.2% |
28% |
False |
False |
22,146 |
| 80 |
101.78 |
85.80 |
15.98 |
17.7% |
1.87 |
2.1% |
28% |
False |
False |
19,650 |
| 100 |
101.78 |
81.83 |
19.95 |
22.1% |
1.90 |
2.1% |
43% |
False |
False |
16,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.68 |
|
2.618 |
96.89 |
|
1.618 |
94.57 |
|
1.000 |
93.14 |
|
0.618 |
92.25 |
|
HIGH |
90.82 |
|
0.618 |
89.93 |
|
0.500 |
89.66 |
|
0.382 |
89.39 |
|
LOW |
88.50 |
|
0.618 |
87.07 |
|
1.000 |
86.18 |
|
1.618 |
84.75 |
|
2.618 |
82.43 |
|
4.250 |
78.64 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.11 |
89.74 |
| PP |
89.88 |
89.14 |
| S1 |
89.66 |
88.55 |
|