NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
90.20 |
90.79 |
0.59 |
0.7% |
90.19 |
| High |
91.29 |
91.06 |
-0.23 |
-0.3% |
91.99 |
| Low |
90.20 |
90.40 |
0.20 |
0.2% |
89.13 |
| Close |
91.29 |
90.63 |
-0.66 |
-0.7% |
91.29 |
| Range |
1.09 |
0.66 |
-0.43 |
-39.4% |
2.86 |
| ATR |
1.48 |
1.44 |
-0.04 |
-2.9% |
0.00 |
| Volume |
3,417 |
947 |
-2,470 |
-72.3% |
22,622 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.68 |
92.31 |
90.99 |
|
| R3 |
92.02 |
91.65 |
90.81 |
|
| R2 |
91.36 |
91.36 |
90.75 |
|
| R1 |
90.99 |
90.99 |
90.69 |
90.85 |
| PP |
90.70 |
90.70 |
90.70 |
90.62 |
| S1 |
90.33 |
90.33 |
90.57 |
90.19 |
| S2 |
90.04 |
90.04 |
90.51 |
|
| S3 |
89.38 |
89.67 |
90.45 |
|
| S4 |
88.72 |
89.01 |
90.27 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.38 |
98.20 |
92.86 |
|
| R3 |
96.52 |
95.34 |
92.08 |
|
| R2 |
93.66 |
93.66 |
91.81 |
|
| R1 |
92.48 |
92.48 |
91.55 |
93.07 |
| PP |
90.80 |
90.80 |
90.80 |
91.10 |
| S1 |
89.62 |
89.62 |
91.03 |
90.21 |
| S2 |
87.94 |
87.94 |
90.77 |
|
| S3 |
85.08 |
86.76 |
90.50 |
|
| S4 |
82.22 |
83.90 |
89.72 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.87 |
|
2.618 |
92.79 |
|
1.618 |
92.13 |
|
1.000 |
91.72 |
|
0.618 |
91.47 |
|
HIGH |
91.06 |
|
0.618 |
90.81 |
|
0.500 |
90.73 |
|
0.382 |
90.65 |
|
LOW |
90.40 |
|
0.618 |
89.99 |
|
1.000 |
89.74 |
|
1.618 |
89.33 |
|
2.618 |
88.67 |
|
4.250 |
87.60 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.73 |
90.57 |
| PP |
90.70 |
90.50 |
| S1 |
90.66 |
90.44 |
|