NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
87.69 |
87.72 |
0.03 |
0.0% |
87.83 |
High |
88.25 |
89.39 |
1.14 |
1.3% |
91.47 |
Low |
87.12 |
86.99 |
-0.13 |
-0.1% |
86.95 |
Close |
87.85 |
88.88 |
1.03 |
1.2% |
88.88 |
Range |
1.13 |
2.40 |
1.27 |
112.4% |
4.52 |
ATR |
1.89 |
1.92 |
0.04 |
1.9% |
0.00 |
Volume |
16,395 |
10,070 |
-6,325 |
-38.6% |
69,295 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.62 |
94.65 |
90.20 |
|
R3 |
93.22 |
92.25 |
89.54 |
|
R2 |
90.82 |
90.82 |
89.32 |
|
R1 |
89.85 |
89.85 |
89.10 |
90.34 |
PP |
88.42 |
88.42 |
88.42 |
88.66 |
S1 |
87.45 |
87.45 |
88.66 |
87.94 |
S2 |
86.02 |
86.02 |
88.44 |
|
S3 |
83.62 |
85.05 |
88.22 |
|
S4 |
81.22 |
82.65 |
87.56 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.66 |
100.29 |
91.37 |
|
R3 |
98.14 |
95.77 |
90.12 |
|
R2 |
93.62 |
93.62 |
89.71 |
|
R1 |
91.25 |
91.25 |
89.29 |
92.44 |
PP |
89.10 |
89.10 |
89.10 |
89.69 |
S1 |
86.73 |
86.73 |
88.47 |
87.92 |
S2 |
84.58 |
84.58 |
88.05 |
|
S3 |
80.06 |
82.21 |
87.64 |
|
S4 |
75.54 |
77.69 |
86.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.47 |
86.95 |
4.52 |
5.1% |
2.51 |
2.8% |
43% |
False |
False |
13,859 |
10 |
91.47 |
86.95 |
4.52 |
5.1% |
1.91 |
2.1% |
43% |
False |
False |
11,006 |
20 |
95.26 |
86.95 |
8.31 |
9.3% |
1.84 |
2.1% |
23% |
False |
False |
8,906 |
40 |
100.76 |
86.95 |
13.81 |
15.5% |
1.79 |
2.0% |
14% |
False |
False |
7,729 |
60 |
101.54 |
86.95 |
14.59 |
16.4% |
1.54 |
1.7% |
13% |
False |
False |
6,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.59 |
2.618 |
95.67 |
1.618 |
93.27 |
1.000 |
91.79 |
0.618 |
90.87 |
HIGH |
89.39 |
0.618 |
88.47 |
0.500 |
88.19 |
0.382 |
87.91 |
LOW |
86.99 |
0.618 |
85.51 |
1.000 |
84.59 |
1.618 |
83.11 |
2.618 |
80.71 |
4.250 |
76.79 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
88.65 |
89.13 |
PP |
88.42 |
89.04 |
S1 |
88.19 |
88.96 |
|