NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.06 |
88.14 |
0.08 |
0.1% |
92.59 |
High |
89.16 |
89.28 |
0.12 |
0.1% |
92.76 |
Low |
88.04 |
88.14 |
0.10 |
0.1% |
87.07 |
Close |
88.31 |
89.14 |
0.83 |
0.9% |
88.31 |
Range |
1.12 |
1.14 |
0.02 |
1.8% |
5.69 |
ATR |
1.76 |
1.72 |
-0.04 |
-2.5% |
0.00 |
Volume |
5,960 |
11,283 |
5,323 |
89.3% |
40,397 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.27 |
91.85 |
89.77 |
|
R3 |
91.13 |
90.71 |
89.45 |
|
R2 |
89.99 |
89.99 |
89.35 |
|
R1 |
89.57 |
89.57 |
89.24 |
89.78 |
PP |
88.85 |
88.85 |
88.85 |
88.96 |
S1 |
88.43 |
88.43 |
89.04 |
88.64 |
S2 |
87.71 |
87.71 |
88.93 |
|
S3 |
86.57 |
87.29 |
88.83 |
|
S4 |
85.43 |
86.15 |
88.51 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.45 |
103.07 |
91.44 |
|
R3 |
100.76 |
97.38 |
89.87 |
|
R2 |
95.07 |
95.07 |
89.35 |
|
R1 |
91.69 |
91.69 |
88.83 |
90.54 |
PP |
89.38 |
89.38 |
89.38 |
88.80 |
S1 |
86.00 |
86.00 |
87.79 |
84.85 |
S2 |
83.69 |
83.69 |
87.27 |
|
S3 |
78.00 |
80.31 |
86.75 |
|
S4 |
72.31 |
74.62 |
85.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.28 |
86.96 |
2.32 |
2.6% |
1.13 |
1.3% |
94% |
True |
False |
9,844 |
10 |
95.11 |
86.96 |
8.15 |
9.1% |
1.79 |
2.0% |
27% |
False |
False |
9,171 |
20 |
95.40 |
86.96 |
8.44 |
9.5% |
1.69 |
1.9% |
26% |
False |
False |
8,852 |
40 |
101.50 |
86.96 |
14.54 |
16.3% |
1.77 |
2.0% |
15% |
False |
False |
8,616 |
60 |
101.50 |
86.96 |
14.54 |
16.3% |
1.54 |
1.7% |
15% |
False |
False |
7,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.13 |
2.618 |
92.26 |
1.618 |
91.12 |
1.000 |
90.42 |
0.618 |
89.98 |
HIGH |
89.28 |
0.618 |
88.84 |
0.500 |
88.71 |
0.382 |
88.58 |
LOW |
88.14 |
0.618 |
87.44 |
1.000 |
87.00 |
1.618 |
86.30 |
2.618 |
85.16 |
4.250 |
83.30 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.00 |
88.87 |
PP |
88.85 |
88.59 |
S1 |
88.71 |
88.32 |
|