NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.92 |
90.37 |
2.45 |
2.8% |
87.97 |
| High |
91.29 |
90.85 |
-0.44 |
-0.5% |
89.28 |
| Low |
87.92 |
86.42 |
-1.50 |
-1.7% |
86.96 |
| Close |
90.87 |
86.72 |
-4.15 |
-4.6% |
87.17 |
| Range |
3.37 |
4.43 |
1.06 |
31.5% |
2.32 |
| ATR |
1.83 |
2.02 |
0.19 |
10.2% |
0.00 |
| Volume |
15,971 |
20,306 |
4,335 |
27.1% |
51,506 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.29 |
98.43 |
89.16 |
|
| R3 |
96.86 |
94.00 |
87.94 |
|
| R2 |
92.43 |
92.43 |
87.53 |
|
| R1 |
89.57 |
89.57 |
87.13 |
88.79 |
| PP |
88.00 |
88.00 |
88.00 |
87.60 |
| S1 |
85.14 |
85.14 |
86.31 |
84.36 |
| S2 |
83.57 |
83.57 |
85.91 |
|
| S3 |
79.14 |
80.71 |
85.50 |
|
| S4 |
74.71 |
76.28 |
84.28 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.76 |
93.29 |
88.45 |
|
| R3 |
92.44 |
90.97 |
87.81 |
|
| R2 |
90.12 |
90.12 |
87.60 |
|
| R1 |
88.65 |
88.65 |
87.38 |
88.23 |
| PP |
87.80 |
87.80 |
87.80 |
87.59 |
| S1 |
86.33 |
86.33 |
86.96 |
85.91 |
| S2 |
85.48 |
85.48 |
86.74 |
|
| S3 |
83.16 |
84.01 |
86.53 |
|
| S4 |
80.84 |
81.69 |
85.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.29 |
86.42 |
4.87 |
5.6% |
2.45 |
2.8% |
6% |
False |
True |
15,801 |
| 10 |
91.29 |
86.42 |
4.87 |
5.6% |
1.81 |
2.1% |
6% |
False |
True |
12,772 |
| 20 |
95.11 |
86.42 |
8.69 |
10.0% |
1.83 |
2.1% |
3% |
False |
True |
10,611 |
| 40 |
101.50 |
86.42 |
15.08 |
17.4% |
1.93 |
2.2% |
2% |
False |
True |
9,366 |
| 60 |
101.50 |
86.42 |
15.08 |
17.4% |
1.68 |
1.9% |
2% |
False |
True |
8,305 |
| 80 |
101.50 |
86.42 |
15.08 |
17.4% |
1.55 |
1.8% |
2% |
False |
True |
7,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.68 |
|
2.618 |
102.45 |
|
1.618 |
98.02 |
|
1.000 |
95.28 |
|
0.618 |
93.59 |
|
HIGH |
90.85 |
|
0.618 |
89.16 |
|
0.500 |
88.64 |
|
0.382 |
88.11 |
|
LOW |
86.42 |
|
0.618 |
83.68 |
|
1.000 |
81.99 |
|
1.618 |
79.25 |
|
2.618 |
74.82 |
|
4.250 |
67.59 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.64 |
88.86 |
| PP |
88.00 |
88.14 |
| S1 |
87.36 |
87.43 |
|