NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.84 |
89.34 |
0.50 |
0.6% |
90.00 |
High |
90.39 |
90.78 |
0.39 |
0.4% |
90.78 |
Low |
88.84 |
89.34 |
0.50 |
0.6% |
87.32 |
Close |
89.84 |
90.68 |
0.84 |
0.9% |
90.68 |
Range |
1.55 |
1.44 |
-0.11 |
-7.1% |
3.46 |
ATR |
1.79 |
1.77 |
-0.03 |
-1.4% |
0.00 |
Volume |
21,595 |
23,821 |
2,226 |
10.3% |
84,254 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.59 |
94.07 |
91.47 |
|
R3 |
93.15 |
92.63 |
91.08 |
|
R2 |
91.71 |
91.71 |
90.94 |
|
R1 |
91.19 |
91.19 |
90.81 |
91.45 |
PP |
90.27 |
90.27 |
90.27 |
90.40 |
S1 |
89.75 |
89.75 |
90.55 |
90.01 |
S2 |
88.83 |
88.83 |
90.42 |
|
S3 |
87.39 |
88.31 |
90.28 |
|
S4 |
85.95 |
86.87 |
89.89 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.97 |
98.79 |
92.58 |
|
R3 |
96.51 |
95.33 |
91.63 |
|
R2 |
93.05 |
93.05 |
91.31 |
|
R1 |
91.87 |
91.87 |
91.00 |
92.46 |
PP |
89.59 |
89.59 |
89.59 |
89.89 |
S1 |
88.41 |
88.41 |
90.36 |
89.00 |
S2 |
86.13 |
86.13 |
90.05 |
|
S3 |
82.67 |
84.95 |
89.73 |
|
S4 |
79.21 |
81.49 |
88.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.78 |
87.32 |
3.46 |
3.8% |
1.39 |
1.5% |
97% |
True |
False |
16,850 |
10 |
91.28 |
87.17 |
4.11 |
4.5% |
1.65 |
1.8% |
85% |
False |
False |
18,421 |
20 |
91.29 |
86.42 |
4.87 |
5.4% |
1.83 |
2.0% |
87% |
False |
False |
18,565 |
40 |
95.40 |
86.42 |
8.98 |
9.9% |
1.76 |
1.9% |
47% |
False |
False |
13,708 |
60 |
101.50 |
86.42 |
15.08 |
16.6% |
1.79 |
2.0% |
28% |
False |
False |
11,932 |
80 |
101.50 |
86.42 |
15.08 |
16.6% |
1.61 |
1.8% |
28% |
False |
False |
10,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.90 |
2.618 |
94.55 |
1.618 |
93.11 |
1.000 |
92.22 |
0.618 |
91.67 |
HIGH |
90.78 |
0.618 |
90.23 |
0.500 |
90.06 |
0.382 |
89.89 |
LOW |
89.34 |
0.618 |
88.45 |
1.000 |
87.90 |
1.618 |
87.01 |
2.618 |
85.57 |
4.250 |
83.22 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
90.47 |
90.14 |
PP |
90.27 |
89.59 |
S1 |
90.06 |
89.05 |
|