NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
89.94 |
90.29 |
0.35 |
0.4% |
91.19 |
| High |
89.94 |
91.32 |
1.38 |
1.5% |
91.79 |
| Low |
89.36 |
90.29 |
0.93 |
1.0% |
89.48 |
| Close |
89.61 |
90.93 |
1.32 |
1.5% |
91.47 |
| Range |
0.58 |
1.03 |
0.45 |
77.6% |
2.31 |
| ATR |
1.01 |
1.06 |
0.05 |
4.9% |
0.00 |
| Volume |
2,752 |
2,764 |
12 |
0.4% |
12,355 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.94 |
93.46 |
91.50 |
|
| R3 |
92.91 |
92.43 |
91.21 |
|
| R2 |
91.88 |
91.88 |
91.12 |
|
| R1 |
91.40 |
91.40 |
91.02 |
91.64 |
| PP |
90.85 |
90.85 |
90.85 |
90.97 |
| S1 |
90.37 |
90.37 |
90.84 |
90.61 |
| S2 |
89.82 |
89.82 |
90.74 |
|
| S3 |
88.79 |
89.34 |
90.65 |
|
| S4 |
87.76 |
88.31 |
90.36 |
|
|
| 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 |
95.70 |
|
2.618 |
94.02 |
|
1.618 |
92.99 |
|
1.000 |
92.35 |
|
0.618 |
91.96 |
|
HIGH |
91.32 |
|
0.618 |
90.93 |
|
0.500 |
90.81 |
|
0.382 |
90.68 |
|
LOW |
90.29 |
|
0.618 |
89.65 |
|
1.000 |
89.26 |
|
1.618 |
88.62 |
|
2.618 |
87.59 |
|
4.250 |
85.91 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.89 |
90.73 |
| PP |
90.85 |
90.54 |
| S1 |
90.81 |
90.34 |
|