NYMEX Light Sweet Crude Oil Future June 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 |
90.92 |
90.50 |
-0.42 |
-0.5% |
89.75 |
High |
91.01 |
90.74 |
-0.27 |
-0.3% |
91.91 |
Low |
90.05 |
89.49 |
-0.56 |
-0.6% |
88.73 |
Close |
90.38 |
89.84 |
-0.54 |
-0.6% |
91.01 |
Range |
0.96 |
1.25 |
0.29 |
30.2% |
3.18 |
ATR |
1.87 |
1.83 |
-0.04 |
-2.4% |
0.00 |
Volume |
5,701 |
18,206 |
12,505 |
219.3% |
123,795 |
|
Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.77 |
93.06 |
90.53 |
|
R3 |
92.52 |
91.81 |
90.18 |
|
R2 |
91.27 |
91.27 |
90.07 |
|
R1 |
90.56 |
90.56 |
89.95 |
90.29 |
PP |
90.02 |
90.02 |
90.02 |
89.89 |
S1 |
89.31 |
89.31 |
89.73 |
89.04 |
S2 |
88.77 |
88.77 |
89.61 |
|
S3 |
87.52 |
88.06 |
89.50 |
|
S4 |
86.27 |
86.81 |
89.15 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.09 |
98.73 |
92.76 |
|
R3 |
96.91 |
95.55 |
91.88 |
|
R2 |
93.73 |
93.73 |
91.59 |
|
R1 |
92.37 |
92.37 |
91.30 |
93.05 |
PP |
90.55 |
90.55 |
90.55 |
90.89 |
S1 |
89.19 |
89.19 |
90.72 |
89.87 |
S2 |
87.37 |
87.37 |
90.43 |
|
S3 |
84.19 |
86.01 |
90.14 |
|
S4 |
81.01 |
82.83 |
89.26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.05 |
2.618 |
94.01 |
1.618 |
92.76 |
1.000 |
91.99 |
0.618 |
91.51 |
HIGH |
90.74 |
0.618 |
90.26 |
0.500 |
90.12 |
0.382 |
89.97 |
LOW |
89.49 |
0.618 |
88.72 |
1.000 |
88.24 |
1.618 |
87.47 |
2.618 |
86.22 |
4.250 |
84.18 |
|
|
Fisher Pivots for day following 27-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
90.12 |
90.31 |
PP |
90.02 |
90.15 |
S1 |
89.93 |
90.00 |
|