NYMEX Light Sweet Crude Oil Future June 2013
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
88.70 |
89.04 |
0.34 |
0.4% |
92.47 |
High |
89.96 |
90.06 |
0.10 |
0.1% |
93.42 |
Low |
88.60 |
88.90 |
0.30 |
0.3% |
87.60 |
Close |
89.04 |
89.88 |
0.84 |
0.9% |
88.96 |
Range |
1.36 |
1.16 |
-0.20 |
-14.7% |
5.82 |
ATR |
1.86 |
1.81 |
-0.05 |
-2.7% |
0.00 |
Volume |
10,572 |
17,056 |
6,484 |
61.3% |
114,639 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.09 |
92.65 |
90.52 |
|
R3 |
91.93 |
91.49 |
90.20 |
|
R2 |
90.77 |
90.77 |
90.09 |
|
R1 |
90.33 |
90.33 |
89.99 |
90.55 |
PP |
89.61 |
89.61 |
89.61 |
89.73 |
S1 |
89.17 |
89.17 |
89.77 |
89.39 |
S2 |
88.45 |
88.45 |
89.67 |
|
S3 |
87.29 |
88.01 |
89.56 |
|
S4 |
86.13 |
86.85 |
89.24 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.45 |
104.03 |
92.16 |
|
R3 |
101.63 |
98.21 |
90.56 |
|
R2 |
95.81 |
95.81 |
90.03 |
|
R1 |
92.39 |
92.39 |
89.49 |
91.19 |
PP |
89.99 |
89.99 |
89.99 |
89.40 |
S1 |
86.57 |
86.57 |
88.43 |
85.37 |
S2 |
84.17 |
84.17 |
87.89 |
|
S3 |
78.35 |
80.75 |
87.36 |
|
S4 |
72.53 |
74.93 |
85.76 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.99 |
2.618 |
93.10 |
1.618 |
91.94 |
1.000 |
91.22 |
0.618 |
90.78 |
HIGH |
90.06 |
0.618 |
89.62 |
0.500 |
89.48 |
0.382 |
89.34 |
LOW |
88.90 |
0.618 |
88.18 |
1.000 |
87.74 |
1.618 |
87.02 |
2.618 |
85.86 |
4.250 |
83.97 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
89.75 |
89.59 |
PP |
89.61 |
89.29 |
S1 |
89.48 |
89.00 |
|