NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
90.37 |
87.11 |
-3.26 |
-3.6% |
87.97 |
High |
90.85 |
87.88 |
-2.97 |
-3.3% |
89.28 |
Low |
86.42 |
86.64 |
0.22 |
0.3% |
86.96 |
Close |
86.72 |
87.35 |
0.63 |
0.7% |
87.17 |
Range |
4.43 |
1.24 |
-3.19 |
-72.0% |
2.32 |
ATR |
2.02 |
1.96 |
-0.06 |
-2.7% |
0.00 |
Volume |
20,306 |
24,847 |
4,541 |
22.4% |
51,506 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.01 |
90.42 |
88.03 |
|
R3 |
89.77 |
89.18 |
87.69 |
|
R2 |
88.53 |
88.53 |
87.58 |
|
R1 |
87.94 |
87.94 |
87.46 |
88.24 |
PP |
87.29 |
87.29 |
87.29 |
87.44 |
S1 |
86.70 |
86.70 |
87.24 |
87.00 |
S2 |
86.05 |
86.05 |
87.12 |
|
S3 |
84.81 |
85.46 |
87.01 |
|
S4 |
83.57 |
84.22 |
86.67 |
|
|
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% |
2.47 |
2.8% |
19% |
False |
False |
18,514 |
10 |
91.29 |
86.42 |
4.87 |
5.6% |
1.80 |
2.1% |
19% |
False |
False |
14,179 |
20 |
95.11 |
86.42 |
8.69 |
9.9% |
1.81 |
2.1% |
11% |
False |
False |
11,236 |
40 |
101.50 |
86.42 |
15.08 |
17.3% |
1.92 |
2.2% |
6% |
False |
False |
9,778 |
60 |
101.50 |
86.42 |
15.08 |
17.3% |
1.68 |
1.9% |
6% |
False |
False |
8,669 |
80 |
101.50 |
86.42 |
15.08 |
17.3% |
1.55 |
1.8% |
6% |
False |
False |
7,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.15 |
2.618 |
91.13 |
1.618 |
89.89 |
1.000 |
89.12 |
0.618 |
88.65 |
HIGH |
87.88 |
0.618 |
87.41 |
0.500 |
87.26 |
0.382 |
87.11 |
LOW |
86.64 |
0.618 |
85.87 |
1.000 |
85.40 |
1.618 |
84.63 |
2.618 |
83.39 |
4.250 |
81.37 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
87.32 |
88.86 |
PP |
87.29 |
88.35 |
S1 |
87.26 |
87.85 |
|