NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.80 |
88.34 |
-0.46 |
-0.5% |
87.83 |
High |
89.38 |
88.88 |
-0.50 |
-0.6% |
91.47 |
Low |
88.24 |
87.74 |
-0.50 |
-0.6% |
86.95 |
Close |
88.48 |
88.38 |
-0.10 |
-0.1% |
88.88 |
Range |
1.14 |
1.14 |
0.00 |
0.0% |
4.52 |
ATR |
1.87 |
1.82 |
-0.05 |
-2.8% |
0.00 |
Volume |
7,506 |
8,154 |
648 |
8.6% |
69,295 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.75 |
91.21 |
89.01 |
|
R3 |
90.61 |
90.07 |
88.69 |
|
R2 |
89.47 |
89.47 |
88.59 |
|
R1 |
88.93 |
88.93 |
88.48 |
89.20 |
PP |
88.33 |
88.33 |
88.33 |
88.47 |
S1 |
87.79 |
87.79 |
88.28 |
88.06 |
S2 |
87.19 |
87.19 |
88.17 |
|
S3 |
86.05 |
86.65 |
88.07 |
|
S4 |
84.91 |
85.51 |
87.75 |
|
|
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 |
91.30 |
86.95 |
4.35 |
4.9% |
2.03 |
2.3% |
33% |
False |
False |
11,502 |
10 |
91.47 |
86.95 |
4.52 |
5.1% |
1.91 |
2.2% |
32% |
False |
False |
10,921 |
20 |
95.26 |
86.95 |
8.31 |
9.4% |
1.83 |
2.1% |
17% |
False |
False |
9,158 |
40 |
97.20 |
86.95 |
10.25 |
11.6% |
1.74 |
2.0% |
14% |
False |
False |
7,472 |
60 |
101.54 |
86.95 |
14.59 |
16.5% |
1.56 |
1.8% |
10% |
False |
False |
7,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.73 |
2.618 |
91.86 |
1.618 |
90.72 |
1.000 |
90.02 |
0.618 |
89.58 |
HIGH |
88.88 |
0.618 |
88.44 |
0.500 |
88.31 |
0.382 |
88.18 |
LOW |
87.74 |
0.618 |
87.04 |
1.000 |
86.60 |
1.618 |
85.90 |
2.618 |
84.76 |
4.250 |
82.90 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
88.36 |
88.32 |
PP |
88.33 |
88.25 |
S1 |
88.31 |
88.19 |
|