NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
87.89 |
88.75 |
0.86 |
1.0% |
88.89 |
| High |
89.02 |
92.03 |
3.01 |
3.4% |
90.06 |
| Low |
87.53 |
88.53 |
1.00 |
1.1% |
87.46 |
| Close |
88.78 |
91.64 |
2.86 |
3.2% |
88.02 |
| Range |
1.49 |
3.50 |
2.01 |
134.9% |
2.60 |
| ATR |
1.81 |
1.93 |
0.12 |
6.7% |
0.00 |
| Volume |
29,706 |
21,519 |
-8,187 |
-27.6% |
88,951 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.23 |
99.94 |
93.57 |
|
| R3 |
97.73 |
96.44 |
92.60 |
|
| R2 |
94.23 |
94.23 |
92.28 |
|
| R1 |
92.94 |
92.94 |
91.96 |
93.59 |
| PP |
90.73 |
90.73 |
90.73 |
91.06 |
| S1 |
89.44 |
89.44 |
91.32 |
90.09 |
| S2 |
87.23 |
87.23 |
91.00 |
|
| S3 |
83.73 |
85.94 |
90.68 |
|
| S4 |
80.23 |
82.44 |
89.72 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.31 |
94.77 |
89.45 |
|
| R3 |
93.71 |
92.17 |
88.74 |
|
| R2 |
91.11 |
91.11 |
88.50 |
|
| R1 |
89.57 |
89.57 |
88.26 |
89.04 |
| PP |
88.51 |
88.51 |
88.51 |
88.25 |
| S1 |
86.97 |
86.97 |
87.78 |
86.44 |
| S2 |
85.91 |
85.91 |
87.54 |
|
| S3 |
83.31 |
84.37 |
87.31 |
|
| S4 |
80.71 |
81.77 |
86.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.91 |
|
2.618 |
101.19 |
|
1.618 |
97.69 |
|
1.000 |
95.53 |
|
0.618 |
94.19 |
|
HIGH |
92.03 |
|
0.618 |
90.69 |
|
0.500 |
90.28 |
|
0.382 |
89.87 |
|
LOW |
88.53 |
|
0.618 |
86.37 |
|
1.000 |
85.03 |
|
1.618 |
82.87 |
|
2.618 |
79.37 |
|
4.250 |
73.66 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.19 |
91.02 |
| PP |
90.73 |
90.40 |
| S1 |
90.28 |
89.78 |
|