NYMEX Light Sweet Crude Oil Future June 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 |
89.25 |
90.10 |
0.85 |
1.0% |
90.92 |
High |
91.10 |
91.54 |
0.44 |
0.5% |
91.54 |
Low |
89.25 |
90.00 |
0.75 |
0.8% |
88.22 |
Close |
90.59 |
91.43 |
0.84 |
0.9% |
91.43 |
Range |
1.85 |
1.54 |
-0.31 |
-16.8% |
3.32 |
ATR |
1.82 |
1.80 |
-0.02 |
-1.1% |
0.00 |
Volume |
20,354 |
34,286 |
13,932 |
68.4% |
95,408 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.61 |
95.06 |
92.28 |
|
R3 |
94.07 |
93.52 |
91.85 |
|
R2 |
92.53 |
92.53 |
91.71 |
|
R1 |
91.98 |
91.98 |
91.57 |
92.26 |
PP |
90.99 |
90.99 |
90.99 |
91.13 |
S1 |
90.44 |
90.44 |
91.29 |
90.72 |
S2 |
89.45 |
89.45 |
91.15 |
|
S3 |
87.91 |
88.90 |
91.01 |
|
S4 |
86.37 |
87.36 |
90.58 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.36 |
99.21 |
93.26 |
|
R3 |
97.04 |
95.89 |
92.34 |
|
R2 |
93.72 |
93.72 |
92.04 |
|
R1 |
92.57 |
92.57 |
91.73 |
93.15 |
PP |
90.40 |
90.40 |
90.40 |
90.68 |
S1 |
89.25 |
89.25 |
91.13 |
89.83 |
S2 |
87.08 |
87.08 |
90.82 |
|
S3 |
83.76 |
85.93 |
90.52 |
|
S4 |
80.44 |
82.61 |
89.60 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.09 |
2.618 |
95.57 |
1.618 |
94.03 |
1.000 |
93.08 |
0.618 |
92.49 |
HIGH |
91.54 |
0.618 |
90.95 |
0.500 |
90.77 |
0.382 |
90.59 |
LOW |
90.00 |
0.618 |
89.05 |
1.000 |
88.46 |
1.618 |
87.51 |
2.618 |
85.97 |
4.250 |
83.46 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
91.21 |
90.91 |
PP |
90.99 |
90.40 |
S1 |
90.77 |
89.88 |
|