NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
90.82 |
91.16 |
0.34 |
0.4% |
91.19 |
| High |
90.82 |
91.16 |
0.34 |
0.4% |
91.79 |
| Low |
90.78 |
90.21 |
-0.57 |
-0.6% |
89.48 |
| Close |
90.78 |
90.21 |
-0.57 |
-0.6% |
91.47 |
| Range |
0.04 |
0.95 |
0.91 |
2,275.0% |
2.31 |
| ATR |
|
|
|
|
|
| Volume |
480 |
2,024 |
1,544 |
321.7% |
12,355 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.38 |
92.74 |
90.73 |
|
| R3 |
92.43 |
91.79 |
90.47 |
|
| R2 |
91.48 |
91.48 |
90.38 |
|
| R1 |
90.84 |
90.84 |
90.30 |
90.69 |
| PP |
90.53 |
90.53 |
90.53 |
90.45 |
| S1 |
89.89 |
89.89 |
90.12 |
89.74 |
| S2 |
89.58 |
89.58 |
90.04 |
|
| S3 |
88.63 |
88.94 |
89.95 |
|
| S4 |
87.68 |
87.99 |
89.69 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.84 |
96.97 |
92.74 |
|
| R3 |
95.53 |
94.66 |
92.11 |
|
| R2 |
93.22 |
93.22 |
91.89 |
|
| R1 |
92.35 |
92.35 |
91.68 |
92.79 |
| PP |
90.91 |
90.91 |
90.91 |
91.13 |
| S1 |
90.04 |
90.04 |
91.26 |
90.48 |
| S2 |
88.60 |
88.60 |
91.05 |
|
| S3 |
86.29 |
87.73 |
90.83 |
|
| S4 |
83.98 |
85.42 |
90.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.20 |
|
2.618 |
93.65 |
|
1.618 |
92.70 |
|
1.000 |
92.11 |
|
0.618 |
91.75 |
|
HIGH |
91.16 |
|
0.618 |
90.80 |
|
0.500 |
90.69 |
|
0.382 |
90.57 |
|
LOW |
90.21 |
|
0.618 |
89.62 |
|
1.000 |
89.26 |
|
1.618 |
88.67 |
|
2.618 |
87.72 |
|
4.250 |
86.17 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.69 |
90.84 |
| PP |
90.53 |
90.63 |
| S1 |
90.37 |
90.42 |
|