NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
89.80 |
90.36 |
0.56 |
0.6% |
89.73 |
High |
90.76 |
90.48 |
-0.28 |
-0.3% |
91.51 |
Low |
89.37 |
89.70 |
0.33 |
0.4% |
88.38 |
Close |
90.64 |
90.04 |
-0.60 |
-0.7% |
90.64 |
Range |
1.39 |
0.78 |
-0.61 |
-43.9% |
3.13 |
ATR |
1.83 |
1.77 |
-0.06 |
-3.5% |
0.00 |
Volume |
9,393 |
2,971 |
-6,422 |
-68.4% |
54,734 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.41 |
92.01 |
90.47 |
|
R3 |
91.63 |
91.23 |
90.25 |
|
R2 |
90.85 |
90.85 |
90.18 |
|
R1 |
90.45 |
90.45 |
90.11 |
90.26 |
PP |
90.07 |
90.07 |
90.07 |
89.98 |
S1 |
89.67 |
89.67 |
89.97 |
89.48 |
S2 |
89.29 |
89.29 |
89.90 |
|
S3 |
88.51 |
88.89 |
89.83 |
|
S4 |
87.73 |
88.11 |
89.61 |
|
|
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 |
88.38 |
3.13 |
3.5% |
1.62 |
1.8% |
53% |
False |
False |
11,541 |
10 |
91.51 |
87.50 |
4.01 |
4.5% |
1.53 |
1.7% |
63% |
False |
False |
10,920 |
20 |
91.51 |
86.95 |
4.56 |
5.1% |
1.72 |
1.9% |
68% |
False |
False |
10,963 |
40 |
95.57 |
86.95 |
8.62 |
9.6% |
1.74 |
1.9% |
36% |
False |
False |
8,694 |
60 |
101.54 |
86.95 |
14.59 |
16.2% |
1.65 |
1.8% |
21% |
False |
False |
8,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.80 |
2.618 |
92.52 |
1.618 |
91.74 |
1.000 |
91.26 |
0.618 |
90.96 |
HIGH |
90.48 |
0.618 |
90.18 |
0.500 |
90.09 |
0.382 |
90.00 |
LOW |
89.70 |
0.618 |
89.22 |
1.000 |
88.92 |
1.618 |
88.44 |
2.618 |
87.66 |
4.250 |
86.39 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
90.09 |
89.95 |
PP |
90.07 |
89.87 |
S1 |
90.06 |
89.78 |
|