NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.21 |
88.14 |
0.93 |
1.1% |
87.25 |
| High |
88.51 |
88.72 |
0.21 |
0.2% |
91.29 |
| Low |
86.64 |
87.78 |
1.14 |
1.3% |
86.42 |
| Close |
88.36 |
87.95 |
-0.41 |
-0.5% |
88.36 |
| Range |
1.87 |
0.94 |
-0.93 |
-49.7% |
4.87 |
| ATR |
1.95 |
1.88 |
-0.07 |
-3.7% |
0.00 |
| Volume |
15,704 |
12,343 |
-3,361 |
-21.4% |
98,166 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.97 |
90.40 |
88.47 |
|
| R3 |
90.03 |
89.46 |
88.21 |
|
| R2 |
89.09 |
89.09 |
88.12 |
|
| R1 |
88.52 |
88.52 |
88.04 |
88.34 |
| PP |
88.15 |
88.15 |
88.15 |
88.06 |
| S1 |
87.58 |
87.58 |
87.86 |
87.40 |
| S2 |
87.21 |
87.21 |
87.78 |
|
| S3 |
86.27 |
86.64 |
87.69 |
|
| S4 |
85.33 |
85.70 |
87.43 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.30 |
100.70 |
91.04 |
|
| R3 |
98.43 |
95.83 |
89.70 |
|
| R2 |
93.56 |
93.56 |
89.25 |
|
| R1 |
90.96 |
90.96 |
88.81 |
92.26 |
| PP |
88.69 |
88.69 |
88.69 |
89.34 |
| S1 |
86.09 |
86.09 |
87.91 |
87.39 |
| S2 |
83.82 |
83.82 |
87.47 |
|
| S3 |
78.95 |
81.22 |
87.02 |
|
| S4 |
74.08 |
76.35 |
85.68 |
|
|
| 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 |
5.5% |
2.37 |
2.7% |
31% |
False |
False |
17,834 |
| 10 |
91.29 |
86.42 |
4.87 |
5.5% |
1.82 |
2.1% |
31% |
False |
False |
14,762 |
| 20 |
95.11 |
86.42 |
8.69 |
9.9% |
1.80 |
2.0% |
18% |
False |
False |
11,910 |
| 40 |
98.50 |
86.42 |
12.08 |
13.7% |
1.88 |
2.1% |
13% |
False |
False |
9,565 |
| 60 |
101.50 |
86.42 |
15.08 |
17.1% |
1.71 |
1.9% |
10% |
False |
False |
9,004 |
| 80 |
101.50 |
86.42 |
15.08 |
17.1% |
1.56 |
1.8% |
10% |
False |
False |
7,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.72 |
|
2.618 |
91.18 |
|
1.618 |
90.24 |
|
1.000 |
89.66 |
|
0.618 |
89.30 |
|
HIGH |
88.72 |
|
0.618 |
88.36 |
|
0.500 |
88.25 |
|
0.382 |
88.14 |
|
LOW |
87.78 |
|
0.618 |
87.20 |
|
1.000 |
86.84 |
|
1.618 |
86.26 |
|
2.618 |
85.32 |
|
4.250 |
83.79 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.25 |
87.86 |
| PP |
88.15 |
87.77 |
| S1 |
88.05 |
87.68 |
|