NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
90.05 |
90.63 |
0.58 |
0.6% |
90.79 |
| High |
91.28 |
91.73 |
0.45 |
0.5% |
91.73 |
| Low |
90.05 |
90.47 |
0.42 |
0.5% |
88.57 |
| Close |
90.81 |
91.63 |
0.82 |
0.9% |
91.63 |
| Range |
1.23 |
1.26 |
0.03 |
2.4% |
3.16 |
| ATR |
1.45 |
1.43 |
-0.01 |
-0.9% |
0.00 |
| Volume |
3,766 |
5,257 |
1,491 |
39.6% |
16,456 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.06 |
94.60 |
92.32 |
|
| R3 |
93.80 |
93.34 |
91.98 |
|
| R2 |
92.54 |
92.54 |
91.86 |
|
| R1 |
92.08 |
92.08 |
91.75 |
92.31 |
| PP |
91.28 |
91.28 |
91.28 |
91.39 |
| S1 |
90.82 |
90.82 |
91.51 |
91.05 |
| S2 |
90.02 |
90.02 |
91.40 |
|
| S3 |
88.76 |
89.56 |
91.28 |
|
| S4 |
87.50 |
88.30 |
90.94 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.12 |
99.04 |
93.37 |
|
| R3 |
96.96 |
95.88 |
92.50 |
|
| R2 |
93.80 |
93.80 |
92.21 |
|
| R1 |
92.72 |
92.72 |
91.92 |
93.26 |
| PP |
90.64 |
90.64 |
90.64 |
90.92 |
| S1 |
89.56 |
89.56 |
91.34 |
90.10 |
| S2 |
87.48 |
87.48 |
91.05 |
|
| S3 |
84.32 |
86.40 |
90.76 |
|
| S4 |
81.16 |
83.24 |
89.89 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.09 |
|
2.618 |
95.03 |
|
1.618 |
93.77 |
|
1.000 |
92.99 |
|
0.618 |
92.51 |
|
HIGH |
91.73 |
|
0.618 |
91.25 |
|
0.500 |
91.10 |
|
0.382 |
90.95 |
|
LOW |
90.47 |
|
0.618 |
89.69 |
|
1.000 |
89.21 |
|
1.618 |
88.43 |
|
2.618 |
87.17 |
|
4.250 |
85.12 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.45 |
91.14 |
| PP |
91.28 |
90.64 |
| S1 |
91.10 |
90.15 |
|