NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
89.40 |
90.00 |
0.60 |
0.7% |
89.01 |
High |
90.30 |
90.14 |
-0.16 |
-0.2% |
91.28 |
Low |
88.91 |
89.19 |
0.28 |
0.3% |
87.88 |
Close |
90.16 |
89.59 |
-0.57 |
-0.6% |
90.16 |
Range |
1.39 |
0.95 |
-0.44 |
-31.7% |
3.40 |
ATR |
1.88 |
1.82 |
-0.07 |
-3.5% |
0.00 |
Volume |
14,963 |
5,707 |
-9,256 |
-61.9% |
83,501 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.49 |
91.99 |
90.11 |
|
R3 |
91.54 |
91.04 |
89.85 |
|
R2 |
90.59 |
90.59 |
89.76 |
|
R1 |
90.09 |
90.09 |
89.68 |
89.87 |
PP |
89.64 |
89.64 |
89.64 |
89.53 |
S1 |
89.14 |
89.14 |
89.50 |
88.92 |
S2 |
88.69 |
88.69 |
89.42 |
|
S3 |
87.74 |
88.19 |
89.33 |
|
S4 |
86.79 |
87.24 |
89.07 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.97 |
98.47 |
92.03 |
|
R3 |
96.57 |
95.07 |
91.10 |
|
R2 |
93.17 |
93.17 |
90.78 |
|
R1 |
91.67 |
91.67 |
90.47 |
92.42 |
PP |
89.77 |
89.77 |
89.77 |
90.15 |
S1 |
88.27 |
88.27 |
89.85 |
89.02 |
S2 |
86.37 |
86.37 |
89.54 |
|
S3 |
82.97 |
84.87 |
89.23 |
|
S4 |
79.57 |
81.47 |
88.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.28 |
87.88 |
3.40 |
3.8% |
1.75 |
1.9% |
50% |
False |
False |
17,841 |
10 |
91.28 |
86.86 |
4.42 |
4.9% |
1.65 |
1.8% |
62% |
False |
False |
18,448 |
20 |
91.29 |
86.42 |
4.87 |
5.4% |
1.75 |
2.0% |
65% |
False |
False |
16,708 |
40 |
95.40 |
86.42 |
8.98 |
10.0% |
1.86 |
2.1% |
35% |
False |
False |
12,221 |
60 |
101.50 |
86.42 |
15.08 |
16.8% |
1.81 |
2.0% |
21% |
False |
False |
11,028 |
80 |
101.50 |
86.42 |
15.08 |
16.8% |
1.62 |
1.8% |
21% |
False |
False |
9,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.18 |
2.618 |
92.63 |
1.618 |
91.68 |
1.000 |
91.09 |
0.618 |
90.73 |
HIGH |
90.14 |
0.618 |
89.78 |
0.500 |
89.67 |
0.382 |
89.55 |
LOW |
89.19 |
0.618 |
88.60 |
1.000 |
88.24 |
1.618 |
87.65 |
2.618 |
86.70 |
4.250 |
85.15 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.67 |
89.52 |
PP |
89.64 |
89.45 |
S1 |
89.62 |
89.38 |
|