NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
87.72 |
88.80 |
1.08 |
1.2% |
87.83 |
High |
89.39 |
89.38 |
-0.01 |
0.0% |
91.47 |
Low |
86.99 |
88.24 |
1.25 |
1.4% |
86.95 |
Close |
88.88 |
88.48 |
-0.40 |
-0.5% |
88.88 |
Range |
2.40 |
1.14 |
-1.26 |
-52.5% |
4.52 |
ATR |
1.92 |
1.87 |
-0.06 |
-2.9% |
0.00 |
Volume |
10,070 |
7,506 |
-2,564 |
-25.5% |
69,295 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.12 |
91.44 |
89.11 |
|
R3 |
90.98 |
90.30 |
88.79 |
|
R2 |
89.84 |
89.84 |
88.69 |
|
R1 |
89.16 |
89.16 |
88.58 |
88.93 |
PP |
88.70 |
88.70 |
88.70 |
88.59 |
S1 |
88.02 |
88.02 |
88.38 |
87.79 |
S2 |
87.56 |
87.56 |
88.27 |
|
S3 |
86.42 |
86.88 |
88.17 |
|
S4 |
85.28 |
85.74 |
87.85 |
|
|
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% |
2.46 |
2.8% |
34% |
False |
False |
11,790 |
10 |
91.47 |
86.95 |
4.52 |
5.1% |
1.89 |
2.1% |
34% |
False |
False |
10,774 |
20 |
95.26 |
86.95 |
8.31 |
9.4% |
1.81 |
2.0% |
18% |
False |
False |
9,040 |
40 |
97.73 |
86.95 |
10.78 |
12.2% |
1.73 |
2.0% |
14% |
False |
False |
7,396 |
60 |
101.54 |
86.95 |
14.59 |
16.5% |
1.55 |
1.8% |
10% |
False |
False |
6,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.23 |
2.618 |
92.36 |
1.618 |
91.22 |
1.000 |
90.52 |
0.618 |
90.08 |
HIGH |
89.38 |
0.618 |
88.94 |
0.500 |
88.81 |
0.382 |
88.68 |
LOW |
88.24 |
0.618 |
87.54 |
1.000 |
87.10 |
1.618 |
86.40 |
2.618 |
85.26 |
4.250 |
83.40 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
88.81 |
88.38 |
PP |
88.70 |
88.29 |
S1 |
88.59 |
88.19 |
|