NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
89.10 |
89.80 |
0.70 |
0.8% |
89.73 |
High |
90.19 |
90.76 |
0.57 |
0.6% |
91.51 |
Low |
88.80 |
89.37 |
0.57 |
0.6% |
88.38 |
Close |
89.67 |
90.64 |
0.97 |
1.1% |
90.64 |
Range |
1.39 |
1.39 |
0.00 |
0.0% |
3.13 |
ATR |
1.87 |
1.83 |
-0.03 |
-1.8% |
0.00 |
Volume |
12,072 |
9,393 |
-2,679 |
-22.2% |
54,734 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.43 |
93.92 |
91.40 |
|
R3 |
93.04 |
92.53 |
91.02 |
|
R2 |
91.65 |
91.65 |
90.89 |
|
R1 |
91.14 |
91.14 |
90.77 |
91.40 |
PP |
90.26 |
90.26 |
90.26 |
90.38 |
S1 |
89.75 |
89.75 |
90.51 |
90.01 |
S2 |
88.87 |
88.87 |
90.39 |
|
S3 |
87.48 |
88.36 |
90.26 |
|
S4 |
86.09 |
86.97 |
89.88 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.57 |
98.23 |
92.36 |
|
R3 |
96.44 |
95.10 |
91.50 |
|
R2 |
93.31 |
93.31 |
91.21 |
|
R1 |
91.97 |
91.97 |
90.93 |
92.64 |
PP |
90.18 |
90.18 |
90.18 |
90.51 |
S1 |
88.84 |
88.84 |
90.35 |
89.51 |
S2 |
87.05 |
87.05 |
90.07 |
|
S3 |
83.92 |
85.71 |
89.78 |
|
S4 |
80.79 |
82.58 |
88.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.51 |
87.74 |
3.77 |
4.2% |
1.77 |
2.0% |
77% |
False |
False |
13,154 |
10 |
91.51 |
86.99 |
4.52 |
5.0% |
1.69 |
1.9% |
81% |
False |
False |
11,630 |
20 |
91.51 |
86.95 |
4.56 |
5.0% |
1.75 |
1.9% |
81% |
False |
False |
11,131 |
40 |
95.57 |
86.95 |
8.62 |
9.5% |
1.74 |
1.9% |
43% |
False |
False |
8,712 |
60 |
101.54 |
86.95 |
14.59 |
16.1% |
1.64 |
1.8% |
25% |
False |
False |
8,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.67 |
2.618 |
94.40 |
1.618 |
93.01 |
1.000 |
92.15 |
0.618 |
91.62 |
HIGH |
90.76 |
0.618 |
90.23 |
0.500 |
90.07 |
0.382 |
89.90 |
LOW |
89.37 |
0.618 |
88.51 |
1.000 |
87.98 |
1.618 |
87.12 |
2.618 |
85.73 |
4.250 |
83.46 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
90.45 |
90.35 |
PP |
90.26 |
90.05 |
S1 |
90.07 |
89.76 |
|