NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.57 |
87.88 |
-0.69 |
-0.8% |
88.50 |
High |
88.57 |
89.89 |
1.32 |
1.5% |
90.82 |
Low |
86.70 |
87.88 |
1.18 |
1.4% |
87.33 |
Close |
87.80 |
89.29 |
1.49 |
1.7% |
89.56 |
Range |
1.87 |
2.01 |
0.14 |
7.5% |
3.49 |
ATR |
1.90 |
1.92 |
0.01 |
0.7% |
0.00 |
Volume |
27,028 |
43,423 |
16,395 |
60.7% |
156,880 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.05 |
94.18 |
90.40 |
|
R3 |
93.04 |
92.17 |
89.84 |
|
R2 |
91.03 |
91.03 |
89.66 |
|
R1 |
90.16 |
90.16 |
89.47 |
90.60 |
PP |
89.02 |
89.02 |
89.02 |
89.24 |
S1 |
88.15 |
88.15 |
89.11 |
88.59 |
S2 |
87.01 |
87.01 |
88.92 |
|
S3 |
85.00 |
86.14 |
88.74 |
|
S4 |
82.99 |
84.13 |
88.18 |
|
|
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 |
89.89 |
86.70 |
3.19 |
3.6% |
1.58 |
1.8% |
81% |
True |
False |
26,877 |
10 |
90.82 |
86.27 |
4.55 |
5.1% |
1.86 |
2.1% |
66% |
False |
False |
33,354 |
20 |
90.82 |
85.80 |
5.02 |
5.6% |
1.96 |
2.2% |
70% |
False |
False |
34,821 |
40 |
95.21 |
85.80 |
9.41 |
10.5% |
1.97 |
2.2% |
37% |
False |
False |
28,131 |
60 |
101.78 |
85.80 |
15.98 |
17.9% |
2.01 |
2.3% |
22% |
False |
False |
24,312 |
80 |
101.78 |
85.80 |
15.98 |
17.9% |
1.87 |
2.1% |
22% |
False |
False |
21,482 |
100 |
101.78 |
85.80 |
15.98 |
17.9% |
1.82 |
2.0% |
22% |
False |
False |
18,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.43 |
2.618 |
95.15 |
1.618 |
93.14 |
1.000 |
91.90 |
0.618 |
91.13 |
HIGH |
89.89 |
0.618 |
89.12 |
0.500 |
88.89 |
0.382 |
88.65 |
LOW |
87.88 |
0.618 |
86.64 |
1.000 |
85.87 |
1.618 |
84.63 |
2.618 |
82.62 |
4.250 |
79.34 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.16 |
88.96 |
PP |
89.02 |
88.63 |
S1 |
88.89 |
88.30 |
|