NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
88.21 |
88.34 |
0.13 |
0.1% |
87.90 |
| High |
88.84 |
90.03 |
1.19 |
1.3% |
92.00 |
| Low |
87.97 |
88.29 |
0.32 |
0.4% |
87.76 |
| Close |
88.55 |
89.61 |
1.06 |
1.2% |
89.61 |
| Range |
0.87 |
1.74 |
0.87 |
100.0% |
4.24 |
| ATR |
1.56 |
1.57 |
0.01 |
0.8% |
0.00 |
| Volume |
5,523 |
5,312 |
-211 |
-3.8% |
20,847 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.53 |
93.81 |
90.57 |
|
| R3 |
92.79 |
92.07 |
90.09 |
|
| R2 |
91.05 |
91.05 |
89.93 |
|
| R1 |
90.33 |
90.33 |
89.77 |
90.69 |
| PP |
89.31 |
89.31 |
89.31 |
89.49 |
| S1 |
88.59 |
88.59 |
89.45 |
88.95 |
| S2 |
87.57 |
87.57 |
89.29 |
|
| S3 |
85.83 |
86.85 |
89.13 |
|
| S4 |
84.09 |
85.11 |
88.65 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.51 |
100.30 |
91.94 |
|
| R3 |
98.27 |
96.06 |
90.78 |
|
| R2 |
94.03 |
94.03 |
90.39 |
|
| R1 |
91.82 |
91.82 |
90.00 |
92.93 |
| PP |
89.79 |
89.79 |
89.79 |
90.34 |
| S1 |
87.58 |
87.58 |
89.22 |
88.69 |
| S2 |
85.55 |
85.55 |
88.83 |
|
| S3 |
81.31 |
83.34 |
88.44 |
|
| S4 |
77.07 |
79.10 |
87.28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.43 |
|
2.618 |
94.59 |
|
1.618 |
92.85 |
|
1.000 |
91.77 |
|
0.618 |
91.11 |
|
HIGH |
90.03 |
|
0.618 |
89.37 |
|
0.500 |
89.16 |
|
0.382 |
88.95 |
|
LOW |
88.29 |
|
0.618 |
87.21 |
|
1.000 |
86.55 |
|
1.618 |
85.47 |
|
2.618 |
83.73 |
|
4.250 |
80.90 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.46 |
89.79 |
| PP |
89.31 |
89.73 |
| S1 |
89.16 |
89.67 |
|