NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
87.88 |
88.70 |
0.82 |
0.9% |
89.54 |
High |
89.89 |
90.24 |
0.35 |
0.4% |
90.24 |
Low |
87.88 |
88.70 |
0.82 |
0.9% |
86.70 |
Close |
89.29 |
90.13 |
0.84 |
0.9% |
90.13 |
Range |
2.01 |
1.54 |
-0.47 |
-23.4% |
3.54 |
ATR |
1.92 |
1.89 |
-0.03 |
-1.4% |
0.00 |
Volume |
43,423 |
50,631 |
7,208 |
16.6% |
153,668 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.31 |
93.76 |
90.98 |
|
R3 |
92.77 |
92.22 |
90.55 |
|
R2 |
91.23 |
91.23 |
90.41 |
|
R1 |
90.68 |
90.68 |
90.27 |
90.96 |
PP |
89.69 |
89.69 |
89.69 |
89.83 |
S1 |
89.14 |
89.14 |
89.99 |
89.42 |
S2 |
88.15 |
88.15 |
89.85 |
|
S3 |
86.61 |
87.60 |
89.71 |
|
S4 |
85.07 |
86.06 |
89.28 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.64 |
98.43 |
92.08 |
|
R3 |
96.10 |
94.89 |
91.10 |
|
R2 |
92.56 |
92.56 |
90.78 |
|
R1 |
91.35 |
91.35 |
90.45 |
91.96 |
PP |
89.02 |
89.02 |
89.02 |
89.33 |
S1 |
87.81 |
87.81 |
89.81 |
88.42 |
S2 |
85.48 |
85.48 |
89.48 |
|
S3 |
81.94 |
84.27 |
89.16 |
|
S4 |
78.40 |
80.73 |
88.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.24 |
86.70 |
3.54 |
3.9% |
1.54 |
1.7% |
97% |
True |
False |
30,733 |
10 |
90.82 |
86.59 |
4.23 |
4.7% |
1.80 |
2.0% |
84% |
False |
False |
34,164 |
20 |
90.82 |
85.80 |
5.02 |
5.6% |
1.97 |
2.2% |
86% |
False |
False |
36,148 |
40 |
95.21 |
85.80 |
9.41 |
10.4% |
1.91 |
2.1% |
46% |
False |
False |
28,610 |
60 |
101.78 |
85.80 |
15.98 |
17.7% |
1.99 |
2.2% |
27% |
False |
False |
24,932 |
80 |
101.78 |
85.80 |
15.98 |
17.7% |
1.87 |
2.1% |
27% |
False |
False |
21,941 |
100 |
101.78 |
85.80 |
15.98 |
17.7% |
1.82 |
2.0% |
27% |
False |
False |
19,143 |
120 |
101.78 |
80.62 |
21.16 |
23.5% |
1.84 |
2.0% |
45% |
False |
False |
16,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.79 |
2.618 |
94.27 |
1.618 |
92.73 |
1.000 |
91.78 |
0.618 |
91.19 |
HIGH |
90.24 |
0.618 |
89.65 |
0.500 |
89.47 |
0.382 |
89.29 |
LOW |
88.70 |
0.618 |
87.75 |
1.000 |
87.16 |
1.618 |
86.21 |
2.618 |
84.67 |
4.250 |
82.16 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.91 |
89.58 |
PP |
89.69 |
89.02 |
S1 |
89.47 |
88.47 |
|