NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.55 |
88.95 |
0.40 |
0.5% |
88.50 |
High |
89.15 |
89.73 |
0.58 |
0.7% |
90.82 |
Low |
87.67 |
88.00 |
0.33 |
0.4% |
87.33 |
Close |
88.61 |
89.56 |
0.95 |
1.1% |
89.56 |
Range |
1.48 |
1.73 |
0.25 |
16.9% |
3.49 |
ATR |
2.05 |
2.03 |
-0.02 |
-1.1% |
0.00 |
Volume |
49,975 |
31,352 |
-18,623 |
-37.3% |
156,880 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.29 |
93.65 |
90.51 |
|
R3 |
92.56 |
91.92 |
90.04 |
|
R2 |
90.83 |
90.83 |
89.88 |
|
R1 |
90.19 |
90.19 |
89.72 |
90.51 |
PP |
89.10 |
89.10 |
89.10 |
89.26 |
S1 |
88.46 |
88.46 |
89.40 |
88.78 |
S2 |
87.37 |
87.37 |
89.24 |
|
S3 |
85.64 |
86.73 |
89.08 |
|
S4 |
83.91 |
85.00 |
88.61 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.71 |
98.12 |
91.48 |
|
R3 |
96.22 |
94.63 |
90.52 |
|
R2 |
92.73 |
92.73 |
90.20 |
|
R1 |
91.14 |
91.14 |
89.88 |
91.94 |
PP |
89.24 |
89.24 |
89.24 |
89.63 |
S1 |
87.65 |
87.65 |
89.24 |
88.45 |
S2 |
85.75 |
85.75 |
88.92 |
|
S3 |
82.26 |
84.16 |
88.60 |
|
S4 |
78.77 |
80.67 |
87.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.82 |
86.59 |
4.23 |
4.7% |
2.05 |
2.3% |
70% |
False |
False |
37,595 |
10 |
90.82 |
85.90 |
4.92 |
5.5% |
1.88 |
2.1% |
74% |
False |
False |
38,442 |
20 |
90.82 |
85.80 |
5.02 |
5.6% |
1.91 |
2.1% |
75% |
False |
False |
33,722 |
40 |
95.21 |
85.80 |
9.41 |
10.5% |
2.01 |
2.2% |
40% |
False |
False |
26,841 |
60 |
101.78 |
85.80 |
15.98 |
17.8% |
2.02 |
2.3% |
24% |
False |
False |
23,544 |
80 |
101.78 |
85.80 |
15.98 |
17.8% |
1.90 |
2.1% |
24% |
False |
False |
20,759 |
100 |
101.78 |
85.80 |
15.98 |
17.8% |
1.83 |
2.0% |
24% |
False |
False |
17,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.08 |
2.618 |
94.26 |
1.618 |
92.53 |
1.000 |
91.46 |
0.618 |
90.80 |
HIGH |
89.73 |
0.618 |
89.07 |
0.500 |
88.87 |
0.382 |
88.66 |
LOW |
88.00 |
0.618 |
86.93 |
1.000 |
86.27 |
1.618 |
85.20 |
2.618 |
83.47 |
4.250 |
80.65 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.33 |
89.30 |
PP |
89.10 |
89.04 |
S1 |
88.87 |
88.79 |
|