NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.57 |
88.50 |
0.93 |
1.1% |
87.25 |
| High |
88.86 |
88.99 |
0.13 |
0.1% |
91.29 |
| Low |
87.20 |
86.86 |
-0.34 |
-0.4% |
86.42 |
| Close |
88.47 |
87.60 |
-0.87 |
-1.0% |
88.36 |
| Range |
1.66 |
2.13 |
0.47 |
28.3% |
4.87 |
| ATR |
1.83 |
1.85 |
0.02 |
1.2% |
0.00 |
| Volume |
31,531 |
21,564 |
-9,967 |
-31.6% |
98,166 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.21 |
93.03 |
88.77 |
|
| R3 |
92.08 |
90.90 |
88.19 |
|
| R2 |
89.95 |
89.95 |
87.99 |
|
| R1 |
88.77 |
88.77 |
87.80 |
88.30 |
| PP |
87.82 |
87.82 |
87.82 |
87.58 |
| S1 |
86.64 |
86.64 |
87.40 |
86.17 |
| S2 |
85.69 |
85.69 |
87.21 |
|
| S3 |
83.56 |
84.51 |
87.01 |
|
| S4 |
81.43 |
82.38 |
86.43 |
|
|
| 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 |
88.99 |
86.64 |
2.35 |
2.7% |
1.57 |
1.8% |
41% |
True |
False |
18,905 |
| 10 |
91.29 |
86.42 |
4.87 |
5.6% |
2.02 |
2.3% |
24% |
False |
False |
18,709 |
| 20 |
95.11 |
86.42 |
8.69 |
9.9% |
1.90 |
2.2% |
14% |
False |
False |
13,940 |
| 40 |
95.40 |
86.42 |
8.98 |
10.3% |
1.79 |
2.0% |
13% |
False |
False |
10,710 |
| 60 |
101.50 |
86.42 |
15.08 |
17.2% |
1.76 |
2.0% |
8% |
False |
False |
9,883 |
| 80 |
101.50 |
86.42 |
15.08 |
17.2% |
1.59 |
1.8% |
8% |
False |
False |
8,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.04 |
|
2.618 |
94.57 |
|
1.618 |
92.44 |
|
1.000 |
91.12 |
|
0.618 |
90.31 |
|
HIGH |
88.99 |
|
0.618 |
88.18 |
|
0.500 |
87.93 |
|
0.382 |
87.67 |
|
LOW |
86.86 |
|
0.618 |
85.54 |
|
1.000 |
84.73 |
|
1.618 |
83.41 |
|
2.618 |
81.28 |
|
4.250 |
77.81 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.93 |
87.93 |
| PP |
87.82 |
87.82 |
| S1 |
87.71 |
87.71 |
|