NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 27-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
90.36 |
90.07 |
-0.29 |
-0.3% |
89.73 |
High |
90.48 |
90.40 |
-0.08 |
-0.1% |
91.51 |
Low |
89.70 |
89.17 |
-0.53 |
-0.6% |
88.38 |
Close |
90.04 |
89.50 |
-0.54 |
-0.6% |
90.64 |
Range |
0.78 |
1.23 |
0.45 |
57.7% |
3.13 |
ATR |
1.77 |
1.73 |
-0.04 |
-2.2% |
0.00 |
Volume |
2,971 |
8,657 |
5,686 |
191.4% |
54,734 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.38 |
92.67 |
90.18 |
|
R3 |
92.15 |
91.44 |
89.84 |
|
R2 |
90.92 |
90.92 |
89.73 |
|
R1 |
90.21 |
90.21 |
89.61 |
89.95 |
PP |
89.69 |
89.69 |
89.69 |
89.56 |
S1 |
88.98 |
88.98 |
89.39 |
88.72 |
S2 |
88.46 |
88.46 |
89.27 |
|
S3 |
87.23 |
87.75 |
89.16 |
|
S4 |
86.00 |
86.52 |
88.82 |
|
|
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 |
91.13 |
88.38 |
2.75 |
3.1% |
1.51 |
1.7% |
41% |
False |
False |
10,025 |
10 |
91.51 |
87.50 |
4.01 |
4.5% |
1.54 |
1.7% |
50% |
False |
False |
11,035 |
20 |
91.51 |
86.95 |
4.56 |
5.1% |
1.71 |
1.9% |
56% |
False |
False |
10,905 |
40 |
95.57 |
86.95 |
8.62 |
9.6% |
1.75 |
2.0% |
30% |
False |
False |
8,862 |
60 |
101.54 |
86.95 |
14.59 |
16.3% |
1.64 |
1.8% |
17% |
False |
False |
8,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.63 |
2.618 |
93.62 |
1.618 |
92.39 |
1.000 |
91.63 |
0.618 |
91.16 |
HIGH |
90.40 |
0.618 |
89.93 |
0.500 |
89.79 |
0.382 |
89.64 |
LOW |
89.17 |
0.618 |
88.41 |
1.000 |
87.94 |
1.618 |
87.18 |
2.618 |
85.95 |
4.250 |
83.94 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.79 |
89.97 |
PP |
89.69 |
89.81 |
S1 |
89.60 |
89.66 |
|