NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.14 |
87.61 |
-0.53 |
-0.6% |
87.25 |
High |
88.72 |
88.44 |
-0.28 |
-0.3% |
91.29 |
Low |
87.78 |
87.17 |
-0.61 |
-0.7% |
86.42 |
Close |
87.95 |
87.83 |
-0.12 |
-0.1% |
88.36 |
Range |
0.94 |
1.27 |
0.33 |
35.1% |
4.87 |
ATR |
1.88 |
1.84 |
-0.04 |
-2.3% |
0.00 |
Volume |
12,343 |
13,383 |
1,040 |
8.4% |
98,166 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.62 |
91.00 |
88.53 |
|
R3 |
90.35 |
89.73 |
88.18 |
|
R2 |
89.08 |
89.08 |
88.06 |
|
R1 |
88.46 |
88.46 |
87.95 |
88.77 |
PP |
87.81 |
87.81 |
87.81 |
87.97 |
S1 |
87.19 |
87.19 |
87.71 |
87.50 |
S2 |
86.54 |
86.54 |
87.60 |
|
S3 |
85.27 |
85.92 |
87.48 |
|
S4 |
84.00 |
84.65 |
87.13 |
|
|
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 |
90.85 |
86.42 |
4.43 |
5.0% |
1.95 |
2.2% |
32% |
False |
False |
17,316 |
10 |
91.29 |
86.42 |
4.87 |
5.5% |
1.87 |
2.1% |
29% |
False |
False |
15,124 |
20 |
95.11 |
86.42 |
8.69 |
9.9% |
1.84 |
2.1% |
16% |
False |
False |
12,214 |
40 |
97.40 |
86.42 |
10.98 |
12.5% |
1.86 |
2.1% |
13% |
False |
False |
9,711 |
60 |
101.50 |
86.42 |
15.08 |
17.2% |
1.72 |
2.0% |
9% |
False |
False |
9,153 |
80 |
101.50 |
86.42 |
15.08 |
17.2% |
1.57 |
1.8% |
9% |
False |
False |
7,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.84 |
2.618 |
91.76 |
1.618 |
90.49 |
1.000 |
89.71 |
0.618 |
89.22 |
HIGH |
88.44 |
0.618 |
87.95 |
0.500 |
87.81 |
0.382 |
87.66 |
LOW |
87.17 |
0.618 |
86.39 |
1.000 |
85.90 |
1.618 |
85.12 |
2.618 |
83.85 |
4.250 |
81.77 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
87.82 |
87.78 |
PP |
87.81 |
87.73 |
S1 |
87.81 |
87.68 |
|