NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
89.01 |
88.84 |
-0.17 |
-0.2% |
89.01 |
High |
89.08 |
90.39 |
1.31 |
1.5% |
91.28 |
Low |
87.32 |
88.84 |
1.52 |
1.7% |
87.88 |
Close |
88.37 |
89.84 |
1.47 |
1.7% |
90.16 |
Range |
1.76 |
1.55 |
-0.21 |
-11.9% |
3.40 |
ATR |
1.78 |
1.79 |
0.02 |
1.0% |
0.00 |
Volume |
19,677 |
21,595 |
1,918 |
9.7% |
83,501 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.34 |
93.64 |
90.69 |
|
R3 |
92.79 |
92.09 |
90.27 |
|
R2 |
91.24 |
91.24 |
90.12 |
|
R1 |
90.54 |
90.54 |
89.98 |
90.89 |
PP |
89.69 |
89.69 |
89.69 |
89.87 |
S1 |
88.99 |
88.99 |
89.70 |
89.34 |
S2 |
88.14 |
88.14 |
89.56 |
|
S3 |
86.59 |
87.44 |
89.41 |
|
S4 |
85.04 |
85.89 |
88.99 |
|
|
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 |
90.39 |
87.32 |
3.07 |
3.4% |
1.38 |
1.5% |
82% |
True |
False |
15,079 |
10 |
91.28 |
86.86 |
4.42 |
4.9% |
1.72 |
1.9% |
67% |
False |
False |
18,195 |
20 |
91.29 |
86.42 |
4.87 |
5.4% |
1.82 |
2.0% |
70% |
False |
False |
17,938 |
40 |
95.40 |
86.42 |
8.98 |
10.0% |
1.81 |
2.0% |
38% |
False |
False |
13,331 |
60 |
101.50 |
86.42 |
15.08 |
16.8% |
1.81 |
2.0% |
23% |
False |
False |
11,630 |
80 |
101.50 |
86.42 |
15.08 |
16.8% |
1.62 |
1.8% |
23% |
False |
False |
10,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.98 |
2.618 |
94.45 |
1.618 |
92.90 |
1.000 |
91.94 |
0.618 |
91.35 |
HIGH |
90.39 |
0.618 |
89.80 |
0.500 |
89.62 |
0.382 |
89.43 |
LOW |
88.84 |
0.618 |
87.88 |
1.000 |
87.29 |
1.618 |
86.33 |
2.618 |
84.78 |
4.250 |
82.25 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.77 |
89.51 |
PP |
89.69 |
89.18 |
S1 |
89.62 |
88.86 |
|