NYMEX Light Sweet Crude Oil Future July 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 |
87.90 |
89.43 |
1.53 |
1.7% |
88.50 |
| High |
89.23 |
92.00 |
2.77 |
3.1% |
90.35 |
| Low |
87.90 |
89.43 |
1.53 |
1.7% |
88.30 |
| Close |
89.05 |
91.86 |
2.81 |
3.2% |
88.30 |
| Range |
1.33 |
2.57 |
1.24 |
93.2% |
2.05 |
| ATR |
1.29 |
1.41 |
0.12 |
9.2% |
0.00 |
| Volume |
4,284 |
2,231 |
-2,053 |
-47.9% |
14,145 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.81 |
97.90 |
93.27 |
|
| R3 |
96.24 |
95.33 |
92.57 |
|
| R2 |
93.67 |
93.67 |
92.33 |
|
| R1 |
92.76 |
92.76 |
92.10 |
93.22 |
| PP |
91.10 |
91.10 |
91.10 |
91.32 |
| S1 |
90.19 |
90.19 |
91.62 |
90.65 |
| S2 |
88.53 |
88.53 |
91.39 |
|
| S3 |
85.96 |
87.62 |
91.15 |
|
| S4 |
83.39 |
85.05 |
90.45 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.13 |
93.77 |
89.43 |
|
| R3 |
93.08 |
91.72 |
88.86 |
|
| R2 |
91.03 |
91.03 |
88.68 |
|
| R1 |
89.67 |
89.67 |
88.49 |
89.33 |
| PP |
88.98 |
88.98 |
88.98 |
88.81 |
| S1 |
87.62 |
87.62 |
88.11 |
87.28 |
| S2 |
86.93 |
86.93 |
87.92 |
|
| S3 |
84.88 |
85.57 |
87.74 |
|
| S4 |
82.83 |
83.52 |
87.17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.92 |
|
2.618 |
98.73 |
|
1.618 |
96.16 |
|
1.000 |
94.57 |
|
0.618 |
93.59 |
|
HIGH |
92.00 |
|
0.618 |
91.02 |
|
0.500 |
90.72 |
|
0.382 |
90.41 |
|
LOW |
89.43 |
|
0.618 |
87.84 |
|
1.000 |
86.86 |
|
1.618 |
85.27 |
|
2.618 |
82.70 |
|
4.250 |
78.51 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.48 |
91.22 |
| PP |
91.10 |
90.59 |
| S1 |
90.72 |
89.95 |
|