NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.81 |
87.93 |
-0.88 |
-1.0% |
88.80 |
High |
89.48 |
89.29 |
-0.19 |
-0.2% |
89.48 |
Low |
87.50 |
87.74 |
0.24 |
0.3% |
87.50 |
Close |
88.08 |
89.01 |
0.93 |
1.1% |
89.01 |
Range |
1.98 |
1.55 |
-0.43 |
-21.7% |
1.98 |
ATR |
1.80 |
1.78 |
-0.02 |
-1.0% |
0.00 |
Volume |
13,211 |
11,036 |
-2,175 |
-16.5% |
51,500 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.33 |
92.72 |
89.86 |
|
R3 |
91.78 |
91.17 |
89.44 |
|
R2 |
90.23 |
90.23 |
89.29 |
|
R1 |
89.62 |
89.62 |
89.15 |
89.93 |
PP |
88.68 |
88.68 |
88.68 |
88.83 |
S1 |
88.07 |
88.07 |
88.87 |
88.38 |
S2 |
87.13 |
87.13 |
88.73 |
|
S3 |
85.58 |
86.52 |
88.58 |
|
S4 |
84.03 |
84.97 |
88.16 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.60 |
93.79 |
90.10 |
|
R3 |
92.62 |
91.81 |
89.55 |
|
R2 |
90.64 |
90.64 |
89.37 |
|
R1 |
89.83 |
89.83 |
89.19 |
90.24 |
PP |
88.66 |
88.66 |
88.66 |
88.87 |
S1 |
87.85 |
87.85 |
88.83 |
88.26 |
S2 |
86.68 |
86.68 |
88.65 |
|
S3 |
84.70 |
85.87 |
88.47 |
|
S4 |
82.72 |
83.89 |
87.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.48 |
87.50 |
1.98 |
2.2% |
1.43 |
1.6% |
76% |
False |
False |
10,300 |
10 |
91.47 |
86.95 |
4.52 |
5.1% |
1.97 |
2.2% |
46% |
False |
False |
12,079 |
20 |
93.21 |
86.95 |
6.26 |
7.0% |
1.82 |
2.0% |
33% |
False |
False |
9,829 |
40 |
95.57 |
86.95 |
8.62 |
9.7% |
1.72 |
1.9% |
24% |
False |
False |
7,950 |
60 |
101.54 |
86.95 |
14.59 |
16.4% |
1.59 |
1.8% |
14% |
False |
False |
7,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.88 |
2.618 |
93.35 |
1.618 |
91.80 |
1.000 |
90.84 |
0.618 |
90.25 |
HIGH |
89.29 |
0.618 |
88.70 |
0.500 |
88.52 |
0.382 |
88.33 |
LOW |
87.74 |
0.618 |
86.78 |
1.000 |
86.19 |
1.618 |
85.23 |
2.618 |
83.68 |
4.250 |
81.15 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
88.85 |
88.84 |
PP |
88.68 |
88.66 |
S1 |
88.52 |
88.49 |
|