NYMEX Light Sweet Crude Oil Future July 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 |
89.63 |
89.09 |
-0.54 |
-0.6% |
92.44 |
| High |
89.98 |
90.22 |
0.24 |
0.3% |
92.79 |
| Low |
89.20 |
89.03 |
-0.17 |
-0.2% |
88.15 |
| Close |
89.27 |
90.11 |
0.84 |
0.9% |
89.16 |
| Range |
0.78 |
1.19 |
0.41 |
52.6% |
4.64 |
| ATR |
1.23 |
1.23 |
0.00 |
-0.2% |
0.00 |
| Volume |
2,131 |
2,983 |
852 |
40.0% |
16,558 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.36 |
92.92 |
90.76 |
|
| R3 |
92.17 |
91.73 |
90.44 |
|
| R2 |
90.98 |
90.98 |
90.33 |
|
| R1 |
90.54 |
90.54 |
90.22 |
90.76 |
| PP |
89.79 |
89.79 |
89.79 |
89.90 |
| S1 |
89.35 |
89.35 |
90.00 |
89.57 |
| S2 |
88.60 |
88.60 |
89.89 |
|
| S3 |
87.41 |
88.16 |
89.78 |
|
| S4 |
86.22 |
86.97 |
89.46 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.95 |
101.20 |
91.71 |
|
| R3 |
99.31 |
96.56 |
90.44 |
|
| R2 |
94.67 |
94.67 |
90.01 |
|
| R1 |
91.92 |
91.92 |
89.59 |
90.98 |
| PP |
90.03 |
90.03 |
90.03 |
89.56 |
| S1 |
87.28 |
87.28 |
88.73 |
86.34 |
| S2 |
85.39 |
85.39 |
88.31 |
|
| S3 |
80.75 |
82.64 |
87.88 |
|
| S4 |
76.11 |
78.00 |
86.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.28 |
|
2.618 |
93.34 |
|
1.618 |
92.15 |
|
1.000 |
91.41 |
|
0.618 |
90.96 |
|
HIGH |
90.22 |
|
0.618 |
89.77 |
|
0.500 |
89.63 |
|
0.382 |
89.48 |
|
LOW |
89.03 |
|
0.618 |
88.29 |
|
1.000 |
87.84 |
|
1.618 |
87.10 |
|
2.618 |
85.91 |
|
4.250 |
83.97 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.95 |
89.90 |
| PP |
89.79 |
89.69 |
| S1 |
89.63 |
89.48 |
|