NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.95 |
89.54 |
0.59 |
0.7% |
88.50 |
High |
89.73 |
89.56 |
-0.17 |
-0.2% |
90.82 |
Low |
88.00 |
88.62 |
0.62 |
0.7% |
87.33 |
Close |
89.56 |
89.02 |
-0.54 |
-0.6% |
89.56 |
Range |
1.73 |
0.94 |
-0.79 |
-45.7% |
3.49 |
ATR |
2.03 |
1.95 |
-0.08 |
-3.8% |
0.00 |
Volume |
31,352 |
9,536 |
-21,816 |
-69.6% |
156,880 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.89 |
91.39 |
89.54 |
|
R3 |
90.95 |
90.45 |
89.28 |
|
R2 |
90.01 |
90.01 |
89.19 |
|
R1 |
89.51 |
89.51 |
89.11 |
89.29 |
PP |
89.07 |
89.07 |
89.07 |
88.96 |
S1 |
88.57 |
88.57 |
88.93 |
88.35 |
S2 |
88.13 |
88.13 |
88.85 |
|
S3 |
87.19 |
87.63 |
88.76 |
|
S4 |
86.25 |
86.69 |
88.50 |
|
|
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 |
87.33 |
3.49 |
3.9% |
1.88 |
2.1% |
48% |
False |
False |
33,283 |
10 |
90.82 |
86.27 |
4.55 |
5.1% |
1.72 |
1.9% |
60% |
False |
False |
36,088 |
20 |
90.82 |
85.80 |
5.02 |
5.6% |
1.89 |
2.1% |
64% |
False |
False |
33,181 |
40 |
95.21 |
85.80 |
9.41 |
10.6% |
2.00 |
2.2% |
34% |
False |
False |
26,773 |
60 |
101.78 |
85.80 |
15.98 |
18.0% |
2.01 |
2.3% |
20% |
False |
False |
23,461 |
80 |
101.78 |
85.80 |
15.98 |
18.0% |
1.88 |
2.1% |
20% |
False |
False |
20,770 |
100 |
101.78 |
85.80 |
15.98 |
18.0% |
1.83 |
2.1% |
20% |
False |
False |
17,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.56 |
2.618 |
92.02 |
1.618 |
91.08 |
1.000 |
90.50 |
0.618 |
90.14 |
HIGH |
89.56 |
0.618 |
89.20 |
0.500 |
89.09 |
0.382 |
88.98 |
LOW |
88.62 |
0.618 |
88.04 |
1.000 |
87.68 |
1.618 |
87.10 |
2.618 |
86.16 |
4.250 |
84.63 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.09 |
88.91 |
PP |
89.07 |
88.81 |
S1 |
89.04 |
88.70 |
|