NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.50 |
90.19 |
0.69 |
0.8% |
89.56 |
| High |
89.61 |
91.99 |
2.38 |
2.7% |
89.89 |
| Low |
89.38 |
90.12 |
0.74 |
0.8% |
88.32 |
| Close |
89.61 |
91.69 |
2.08 |
2.3% |
89.61 |
| Range |
0.23 |
1.87 |
1.64 |
713.0% |
1.57 |
| ATR |
1.39 |
1.46 |
0.07 |
5.1% |
0.00 |
| Volume |
2,803 |
7,146 |
4,343 |
154.9% |
21,680 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.88 |
96.15 |
92.72 |
|
| R3 |
95.01 |
94.28 |
92.20 |
|
| R2 |
93.14 |
93.14 |
92.03 |
|
| R1 |
92.41 |
92.41 |
91.86 |
92.78 |
| PP |
91.27 |
91.27 |
91.27 |
91.45 |
| S1 |
90.54 |
90.54 |
91.52 |
90.91 |
| S2 |
89.40 |
89.40 |
91.35 |
|
| S3 |
87.53 |
88.67 |
91.18 |
|
| S4 |
85.66 |
86.80 |
90.66 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.98 |
93.37 |
90.47 |
|
| R3 |
92.41 |
91.80 |
90.04 |
|
| R2 |
90.84 |
90.84 |
89.90 |
|
| R1 |
90.23 |
90.23 |
89.75 |
90.54 |
| PP |
89.27 |
89.27 |
89.27 |
89.43 |
| S1 |
88.66 |
88.66 |
89.47 |
88.97 |
| S2 |
87.70 |
87.70 |
89.32 |
|
| S3 |
86.13 |
87.09 |
89.18 |
|
| S4 |
84.56 |
85.52 |
88.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.94 |
|
2.618 |
96.89 |
|
1.618 |
95.02 |
|
1.000 |
93.86 |
|
0.618 |
93.15 |
|
HIGH |
91.99 |
|
0.618 |
91.28 |
|
0.500 |
91.06 |
|
0.382 |
90.83 |
|
LOW |
90.12 |
|
0.618 |
88.96 |
|
1.000 |
88.25 |
|
1.618 |
87.09 |
|
2.618 |
85.22 |
|
4.250 |
82.17 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.48 |
91.18 |
| PP |
91.27 |
90.67 |
| S1 |
91.06 |
90.16 |
|