NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.54 |
89.01 |
1.47 |
1.7% |
88.14 |
| High |
88.90 |
91.28 |
2.38 |
2.7% |
88.99 |
| Low |
87.17 |
89.00 |
1.83 |
2.1% |
86.86 |
| Close |
88.57 |
90.81 |
2.24 |
2.5% |
88.57 |
| Range |
1.73 |
2.28 |
0.55 |
31.8% |
2.13 |
| ATR |
1.84 |
1.90 |
0.06 |
3.4% |
0.00 |
| Volume |
16,459 |
24,952 |
8,493 |
51.6% |
95,280 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.20 |
96.29 |
92.06 |
|
| R3 |
94.92 |
94.01 |
91.44 |
|
| R2 |
92.64 |
92.64 |
91.23 |
|
| R1 |
91.73 |
91.73 |
91.02 |
92.19 |
| PP |
90.36 |
90.36 |
90.36 |
90.59 |
| S1 |
89.45 |
89.45 |
90.60 |
89.91 |
| S2 |
88.08 |
88.08 |
90.39 |
|
| S3 |
85.80 |
87.17 |
90.18 |
|
| S4 |
83.52 |
84.89 |
89.56 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.53 |
93.68 |
89.74 |
|
| R3 |
92.40 |
91.55 |
89.16 |
|
| R2 |
90.27 |
90.27 |
88.96 |
|
| R1 |
89.42 |
89.42 |
88.77 |
89.85 |
| PP |
88.14 |
88.14 |
88.14 |
88.35 |
| S1 |
87.29 |
87.29 |
88.37 |
87.72 |
| S2 |
86.01 |
86.01 |
88.18 |
|
| S3 |
83.88 |
85.16 |
87.98 |
|
| S4 |
81.75 |
83.03 |
87.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.28 |
86.86 |
4.42 |
4.9% |
1.81 |
2.0% |
89% |
True |
False |
21,577 |
| 10 |
91.29 |
86.42 |
4.87 |
5.4% |
2.09 |
2.3% |
90% |
False |
False |
19,706 |
| 20 |
91.29 |
86.42 |
4.87 |
5.4% |
1.84 |
2.0% |
90% |
False |
False |
15,086 |
| 40 |
95.40 |
86.42 |
8.98 |
9.9% |
1.85 |
2.0% |
49% |
False |
False |
11,202 |
| 60 |
101.50 |
86.42 |
15.08 |
16.6% |
1.78 |
2.0% |
29% |
False |
False |
10,312 |
| 80 |
101.50 |
86.42 |
15.08 |
16.6% |
1.61 |
1.8% |
29% |
False |
False |
8,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.97 |
|
2.618 |
97.25 |
|
1.618 |
94.97 |
|
1.000 |
93.56 |
|
0.618 |
92.69 |
|
HIGH |
91.28 |
|
0.618 |
90.41 |
|
0.500 |
90.14 |
|
0.382 |
89.87 |
|
LOW |
89.00 |
|
0.618 |
87.59 |
|
1.000 |
86.72 |
|
1.618 |
85.31 |
|
2.618 |
83.03 |
|
4.250 |
79.31 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.59 |
90.23 |
| PP |
90.36 |
89.65 |
| S1 |
90.14 |
89.07 |
|