NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
91.03 |
89.10 |
-1.93 |
-2.1% |
88.80 |
High |
91.13 |
90.19 |
-0.94 |
-1.0% |
89.48 |
Low |
88.38 |
88.80 |
0.42 |
0.5% |
87.50 |
Close |
89.02 |
89.67 |
0.65 |
0.7% |
89.01 |
Range |
2.75 |
1.39 |
-1.36 |
-49.5% |
1.98 |
ATR |
1.90 |
1.87 |
-0.04 |
-1.9% |
0.00 |
Volume |
17,034 |
12,072 |
-4,962 |
-29.1% |
51,500 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.72 |
93.09 |
90.43 |
|
R3 |
92.33 |
91.70 |
90.05 |
|
R2 |
90.94 |
90.94 |
89.92 |
|
R1 |
90.31 |
90.31 |
89.80 |
90.63 |
PP |
89.55 |
89.55 |
89.55 |
89.71 |
S1 |
88.92 |
88.92 |
89.54 |
89.24 |
S2 |
88.16 |
88.16 |
89.42 |
|
S3 |
86.77 |
87.53 |
89.29 |
|
S4 |
85.38 |
86.14 |
88.91 |
|
|
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% |
1.89 |
2.1% |
54% |
False |
False |
13,917 |
10 |
91.51 |
86.99 |
4.52 |
5.0% |
1.66 |
1.9% |
59% |
False |
False |
12,330 |
20 |
91.51 |
86.95 |
4.56 |
5.1% |
1.74 |
1.9% |
60% |
False |
False |
11,163 |
40 |
95.57 |
86.95 |
8.62 |
9.6% |
1.75 |
2.0% |
32% |
False |
False |
8,575 |
60 |
101.54 |
86.95 |
14.59 |
16.3% |
1.62 |
1.8% |
19% |
False |
False |
7,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.10 |
2.618 |
93.83 |
1.618 |
92.44 |
1.000 |
91.58 |
0.618 |
91.05 |
HIGH |
90.19 |
0.618 |
89.66 |
0.500 |
89.50 |
0.382 |
89.33 |
LOW |
88.80 |
0.618 |
87.94 |
1.000 |
87.41 |
1.618 |
86.55 |
2.618 |
85.16 |
4.250 |
82.89 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.61 |
89.95 |
PP |
89.55 |
89.85 |
S1 |
89.50 |
89.76 |
|