NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
89.55 |
89.11 |
-0.44 |
-0.5% |
89.73 |
High |
89.55 |
90.79 |
1.24 |
1.4% |
91.51 |
Low |
87.90 |
89.11 |
1.21 |
1.4% |
88.38 |
Close |
88.84 |
90.27 |
1.43 |
1.6% |
90.64 |
Range |
1.65 |
1.68 |
0.03 |
1.8% |
3.13 |
ATR |
1.72 |
1.74 |
0.02 |
0.9% |
0.00 |
Volume |
9,882 |
14,457 |
4,575 |
46.3% |
54,734 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.10 |
94.36 |
91.19 |
|
R3 |
93.42 |
92.68 |
90.73 |
|
R2 |
91.74 |
91.74 |
90.58 |
|
R1 |
91.00 |
91.00 |
90.42 |
91.37 |
PP |
90.06 |
90.06 |
90.06 |
90.24 |
S1 |
89.32 |
89.32 |
90.12 |
89.69 |
S2 |
88.38 |
88.38 |
89.96 |
|
S3 |
86.70 |
87.64 |
89.81 |
|
S4 |
85.02 |
85.96 |
89.35 |
|
|
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 |
90.79 |
87.90 |
2.89 |
3.2% |
1.35 |
1.5% |
82% |
True |
False |
9,072 |
10 |
91.51 |
87.50 |
4.01 |
4.4% |
1.62 |
1.8% |
69% |
False |
False |
11,494 |
20 |
91.51 |
86.95 |
4.56 |
5.1% |
1.78 |
2.0% |
73% |
False |
False |
11,522 |
40 |
95.57 |
86.95 |
8.62 |
9.5% |
1.74 |
1.9% |
39% |
False |
False |
9,351 |
60 |
101.54 |
86.95 |
14.59 |
16.2% |
1.67 |
1.8% |
23% |
False |
False |
8,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.93 |
2.618 |
95.19 |
1.618 |
93.51 |
1.000 |
92.47 |
0.618 |
91.83 |
HIGH |
90.79 |
0.618 |
90.15 |
0.500 |
89.95 |
0.382 |
89.75 |
LOW |
89.11 |
0.618 |
88.07 |
1.000 |
87.43 |
1.618 |
86.39 |
2.618 |
84.71 |
4.250 |
81.97 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
90.16 |
89.96 |
PP |
90.06 |
89.65 |
S1 |
89.95 |
89.35 |
|