NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
90.00 |
89.78 |
-0.22 |
-0.2% |
89.01 |
High |
90.14 |
90.00 |
-0.14 |
-0.2% |
91.28 |
Low |
89.19 |
88.74 |
-0.45 |
-0.5% |
87.88 |
Close |
89.59 |
89.05 |
-0.54 |
-0.6% |
90.16 |
Range |
0.95 |
1.26 |
0.31 |
32.6% |
3.40 |
ATR |
1.82 |
1.78 |
-0.04 |
-2.2% |
0.00 |
Volume |
5,707 |
13,454 |
7,747 |
135.7% |
83,501 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.04 |
92.31 |
89.74 |
|
R3 |
91.78 |
91.05 |
89.40 |
|
R2 |
90.52 |
90.52 |
89.28 |
|
R1 |
89.79 |
89.79 |
89.17 |
89.53 |
PP |
89.26 |
89.26 |
89.26 |
89.13 |
S1 |
88.53 |
88.53 |
88.93 |
88.27 |
S2 |
88.00 |
88.00 |
88.82 |
|
S3 |
86.74 |
87.27 |
88.70 |
|
S4 |
85.48 |
86.01 |
88.36 |
|
|
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 |
90.76 |
87.88 |
2.88 |
3.2% |
1.54 |
1.7% |
41% |
False |
False |
15,542 |
10 |
91.28 |
86.86 |
4.42 |
5.0% |
1.68 |
1.9% |
50% |
False |
False |
18,559 |
20 |
91.29 |
86.42 |
4.87 |
5.5% |
1.75 |
2.0% |
54% |
False |
False |
16,661 |
40 |
95.40 |
86.42 |
8.98 |
10.1% |
1.85 |
2.1% |
29% |
False |
False |
12,474 |
60 |
101.50 |
86.42 |
15.08 |
16.9% |
1.80 |
2.0% |
17% |
False |
False |
11,170 |
80 |
101.50 |
86.42 |
15.08 |
16.9% |
1.61 |
1.8% |
17% |
False |
False |
9,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.36 |
2.618 |
93.30 |
1.618 |
92.04 |
1.000 |
91.26 |
0.618 |
90.78 |
HIGH |
90.00 |
0.618 |
89.52 |
0.500 |
89.37 |
0.382 |
89.22 |
LOW |
88.74 |
0.618 |
87.96 |
1.000 |
87.48 |
1.618 |
86.70 |
2.618 |
85.44 |
4.250 |
83.39 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.37 |
89.52 |
PP |
89.26 |
89.36 |
S1 |
89.16 |
89.21 |
|