NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
89.73 |
91.03 |
1.30 |
1.4% |
88.80 |
High |
91.51 |
91.13 |
-0.38 |
-0.4% |
89.48 |
Low |
89.73 |
88.38 |
-1.35 |
-1.5% |
87.50 |
Close |
91.21 |
89.02 |
-2.19 |
-2.4% |
89.01 |
Range |
1.78 |
2.75 |
0.97 |
54.5% |
1.98 |
ATR |
1.83 |
1.90 |
0.07 |
3.9% |
0.00 |
Volume |
16,235 |
17,034 |
799 |
4.9% |
51,500 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.76 |
96.14 |
90.53 |
|
R3 |
95.01 |
93.39 |
89.78 |
|
R2 |
92.26 |
92.26 |
89.52 |
|
R1 |
90.64 |
90.64 |
89.27 |
90.08 |
PP |
89.51 |
89.51 |
89.51 |
89.23 |
S1 |
87.89 |
87.89 |
88.77 |
87.33 |
S2 |
86.76 |
86.76 |
88.52 |
|
S3 |
84.01 |
85.14 |
88.26 |
|
S4 |
81.26 |
82.39 |
87.51 |
|
|
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 |
4.5% |
1.88 |
2.1% |
38% |
False |
False |
13,821 |
10 |
91.51 |
86.95 |
4.56 |
5.1% |
1.96 |
2.2% |
45% |
False |
False |
12,662 |
20 |
91.51 |
86.95 |
4.56 |
5.1% |
1.77 |
2.0% |
45% |
False |
False |
10,829 |
40 |
95.57 |
86.95 |
8.62 |
9.7% |
1.76 |
2.0% |
24% |
False |
False |
8,391 |
60 |
101.54 |
86.95 |
14.59 |
16.4% |
1.61 |
1.8% |
14% |
False |
False |
7,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.82 |
2.618 |
98.33 |
1.618 |
95.58 |
1.000 |
93.88 |
0.618 |
92.83 |
HIGH |
91.13 |
0.618 |
90.08 |
0.500 |
89.76 |
0.382 |
89.43 |
LOW |
88.38 |
0.618 |
86.68 |
1.000 |
85.63 |
1.618 |
83.93 |
2.618 |
81.18 |
4.250 |
76.69 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.76 |
89.63 |
PP |
89.51 |
89.42 |
S1 |
89.27 |
89.22 |
|