NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
89.11 |
90.07 |
0.96 |
1.1% |
90.36 |
High |
90.79 |
91.22 |
0.43 |
0.5% |
91.22 |
Low |
89.11 |
89.96 |
0.85 |
1.0% |
87.90 |
Close |
90.27 |
91.12 |
0.85 |
0.9% |
91.12 |
Range |
1.68 |
1.26 |
-0.42 |
-25.0% |
3.32 |
ATR |
1.74 |
1.71 |
-0.03 |
-2.0% |
0.00 |
Volume |
14,457 |
18,276 |
3,819 |
26.4% |
54,243 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.55 |
94.09 |
91.81 |
|
R3 |
93.29 |
92.83 |
91.47 |
|
R2 |
92.03 |
92.03 |
91.35 |
|
R1 |
91.57 |
91.57 |
91.24 |
91.80 |
PP |
90.77 |
90.77 |
90.77 |
90.88 |
S1 |
90.31 |
90.31 |
91.00 |
90.54 |
S2 |
89.51 |
89.51 |
90.89 |
|
S3 |
88.25 |
89.05 |
90.77 |
|
S4 |
86.99 |
87.79 |
90.43 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.04 |
98.90 |
92.95 |
|
R3 |
96.72 |
95.58 |
92.03 |
|
R2 |
93.40 |
93.40 |
91.73 |
|
R1 |
92.26 |
92.26 |
91.42 |
92.83 |
PP |
90.08 |
90.08 |
90.08 |
90.37 |
S1 |
88.94 |
88.94 |
90.82 |
89.51 |
S2 |
86.76 |
86.76 |
90.51 |
|
S3 |
83.44 |
85.62 |
90.21 |
|
S4 |
80.12 |
82.30 |
89.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.22 |
87.90 |
3.32 |
3.6% |
1.32 |
1.4% |
97% |
True |
False |
10,848 |
10 |
91.51 |
87.74 |
3.77 |
4.1% |
1.55 |
1.7% |
90% |
False |
False |
12,001 |
20 |
91.51 |
86.95 |
4.56 |
5.0% |
1.79 |
2.0% |
91% |
False |
False |
12,069 |
40 |
95.57 |
86.95 |
8.62 |
9.5% |
1.69 |
1.9% |
48% |
False |
False |
9,633 |
60 |
101.54 |
86.95 |
14.59 |
16.0% |
1.65 |
1.8% |
29% |
False |
False |
8,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.58 |
2.618 |
94.52 |
1.618 |
93.26 |
1.000 |
92.48 |
0.618 |
92.00 |
HIGH |
91.22 |
0.618 |
90.74 |
0.500 |
90.59 |
0.382 |
90.44 |
LOW |
89.96 |
0.618 |
89.18 |
1.000 |
88.70 |
1.618 |
87.92 |
2.618 |
86.66 |
4.250 |
84.61 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
90.94 |
90.60 |
PP |
90.77 |
90.08 |
S1 |
90.59 |
89.56 |
|