NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.01 |
90.66 |
1.65 |
1.9% |
88.14 |
| High |
91.28 |
90.76 |
-0.52 |
-0.6% |
88.99 |
| Low |
89.00 |
87.88 |
-1.12 |
-1.3% |
86.86 |
| Close |
90.81 |
88.55 |
-2.26 |
-2.5% |
88.57 |
| Range |
2.28 |
2.88 |
0.60 |
26.3% |
2.13 |
| ATR |
1.90 |
1.97 |
0.07 |
3.9% |
0.00 |
| Volume |
24,952 |
20,695 |
-4,257 |
-17.1% |
95,280 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.70 |
96.01 |
90.13 |
|
| R3 |
94.82 |
93.13 |
89.34 |
|
| R2 |
91.94 |
91.94 |
89.08 |
|
| R1 |
90.25 |
90.25 |
88.81 |
89.66 |
| PP |
89.06 |
89.06 |
89.06 |
88.77 |
| S1 |
87.37 |
87.37 |
88.29 |
86.78 |
| S2 |
86.18 |
86.18 |
88.02 |
|
| S3 |
83.30 |
84.49 |
87.76 |
|
| S4 |
80.42 |
81.61 |
86.97 |
|
|
| 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 |
5.0% |
2.14 |
2.4% |
38% |
False |
False |
23,040 |
| 10 |
91.28 |
86.42 |
4.86 |
5.5% |
2.04 |
2.3% |
44% |
False |
False |
20,178 |
| 20 |
91.29 |
86.42 |
4.87 |
5.5% |
1.82 |
2.1% |
44% |
False |
False |
15,748 |
| 40 |
95.40 |
86.42 |
8.98 |
10.1% |
1.88 |
2.1% |
24% |
False |
False |
11,589 |
| 60 |
101.50 |
86.42 |
15.08 |
17.0% |
1.79 |
2.0% |
14% |
False |
False |
10,562 |
| 80 |
101.50 |
86.42 |
15.08 |
17.0% |
1.64 |
1.9% |
14% |
False |
False |
9,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.00 |
|
2.618 |
98.30 |
|
1.618 |
95.42 |
|
1.000 |
93.64 |
|
0.618 |
92.54 |
|
HIGH |
90.76 |
|
0.618 |
89.66 |
|
0.500 |
89.32 |
|
0.382 |
88.98 |
|
LOW |
87.88 |
|
0.618 |
86.10 |
|
1.000 |
85.00 |
|
1.618 |
83.22 |
|
2.618 |
80.34 |
|
4.250 |
75.64 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.32 |
89.23 |
| PP |
89.06 |
89.00 |
| S1 |
88.81 |
88.78 |
|