NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
87.93 |
89.73 |
1.80 |
2.0% |
88.80 |
High |
89.29 |
91.51 |
2.22 |
2.5% |
89.48 |
Low |
87.74 |
89.73 |
1.99 |
2.3% |
87.50 |
Close |
89.01 |
91.21 |
2.20 |
2.5% |
89.01 |
Range |
1.55 |
1.78 |
0.23 |
14.8% |
1.98 |
ATR |
1.78 |
1.83 |
0.05 |
2.9% |
0.00 |
Volume |
11,036 |
16,235 |
5,199 |
47.1% |
51,500 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.16 |
95.46 |
92.19 |
|
R3 |
94.38 |
93.68 |
91.70 |
|
R2 |
92.60 |
92.60 |
91.54 |
|
R1 |
91.90 |
91.90 |
91.37 |
92.25 |
PP |
90.82 |
90.82 |
90.82 |
90.99 |
S1 |
90.12 |
90.12 |
91.05 |
90.47 |
S2 |
89.04 |
89.04 |
90.88 |
|
S3 |
87.26 |
88.34 |
90.72 |
|
S4 |
85.48 |
86.56 |
90.23 |
|
|
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 |
91.51 |
87.50 |
4.01 |
4.4% |
1.56 |
1.7% |
93% |
True |
False |
12,045 |
10 |
91.51 |
86.95 |
4.56 |
5.0% |
2.01 |
2.2% |
93% |
True |
False |
11,918 |
20 |
91.51 |
86.95 |
4.56 |
5.0% |
1.79 |
2.0% |
93% |
True |
False |
10,225 |
40 |
95.57 |
86.95 |
8.62 |
9.5% |
1.74 |
1.9% |
49% |
False |
False |
8,094 |
60 |
101.54 |
86.95 |
14.59 |
16.0% |
1.60 |
1.8% |
29% |
False |
False |
7,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.08 |
2.618 |
96.17 |
1.618 |
94.39 |
1.000 |
93.29 |
0.618 |
92.61 |
HIGH |
91.51 |
0.618 |
90.83 |
0.500 |
90.62 |
0.382 |
90.41 |
LOW |
89.73 |
0.618 |
88.63 |
1.000 |
87.95 |
1.618 |
86.85 |
2.618 |
85.07 |
4.250 |
82.17 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
91.01 |
90.64 |
PP |
90.82 |
90.07 |
S1 |
90.62 |
89.51 |
|