NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.56 |
88.59 |
0.03 |
0.0% |
92.50 |
High |
89.60 |
89.68 |
0.08 |
0.1% |
93.21 |
Low |
88.52 |
88.56 |
0.04 |
0.0% |
87.31 |
Close |
88.72 |
89.56 |
0.84 |
0.9% |
88.68 |
Range |
1.08 |
1.12 |
0.04 |
3.7% |
5.90 |
ATR |
1.67 |
1.63 |
-0.04 |
-2.3% |
0.00 |
Volume |
5,302 |
7,347 |
2,045 |
38.6% |
35,028 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.63 |
92.21 |
90.18 |
|
R3 |
91.51 |
91.09 |
89.87 |
|
R2 |
90.39 |
90.39 |
89.77 |
|
R1 |
89.97 |
89.97 |
89.66 |
90.18 |
PP |
89.27 |
89.27 |
89.27 |
89.37 |
S1 |
88.85 |
88.85 |
89.46 |
89.06 |
S2 |
88.15 |
88.15 |
89.35 |
|
S3 |
87.03 |
87.73 |
89.25 |
|
S4 |
85.91 |
86.61 |
88.94 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.43 |
103.96 |
91.93 |
|
R3 |
101.53 |
98.06 |
90.30 |
|
R2 |
95.63 |
95.63 |
89.76 |
|
R1 |
92.16 |
92.16 |
89.22 |
90.95 |
PP |
89.73 |
89.73 |
89.73 |
89.13 |
S1 |
86.26 |
86.26 |
88.14 |
85.05 |
S2 |
83.83 |
83.83 |
87.60 |
|
S3 |
77.93 |
80.36 |
87.06 |
|
S4 |
72.03 |
74.46 |
85.44 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.44 |
2.618 |
92.61 |
1.618 |
91.49 |
1.000 |
90.80 |
0.618 |
90.37 |
HIGH |
89.68 |
0.618 |
89.25 |
0.500 |
89.12 |
0.382 |
88.99 |
LOW |
88.56 |
0.618 |
87.87 |
1.000 |
87.44 |
1.618 |
86.75 |
2.618 |
85.63 |
4.250 |
83.80 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.41 |
89.27 |
PP |
89.27 |
88.97 |
S1 |
89.12 |
88.68 |
|