NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.35 |
92.15 |
-0.20 |
-0.2% |
93.18 |
| High |
92.71 |
93.33 |
0.62 |
0.7% |
93.20 |
| Low |
91.40 |
91.26 |
-0.14 |
-0.2% |
88.95 |
| Close |
92.19 |
92.48 |
0.29 |
0.3% |
92.19 |
| Range |
1.31 |
2.07 |
0.76 |
58.0% |
4.25 |
| ATR |
2.27 |
2.26 |
-0.01 |
-0.6% |
0.00 |
| Volume |
210,195 |
216,005 |
5,810 |
2.8% |
1,146,880 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.57 |
97.59 |
93.62 |
|
| R3 |
96.50 |
95.52 |
93.05 |
|
| R2 |
94.43 |
94.43 |
92.86 |
|
| R1 |
93.45 |
93.45 |
92.67 |
93.94 |
| PP |
92.36 |
92.36 |
92.36 |
92.60 |
| S1 |
91.38 |
91.38 |
92.29 |
91.87 |
| S2 |
90.29 |
90.29 |
92.10 |
|
| S3 |
88.22 |
89.31 |
91.91 |
|
| S4 |
86.15 |
87.24 |
91.34 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.20 |
102.44 |
94.53 |
|
| R3 |
99.95 |
98.19 |
93.36 |
|
| R2 |
95.70 |
95.70 |
92.97 |
|
| R1 |
93.94 |
93.94 |
92.58 |
92.70 |
| PP |
91.45 |
91.45 |
91.45 |
90.82 |
| S1 |
89.69 |
89.69 |
91.80 |
88.45 |
| S2 |
87.20 |
87.20 |
91.41 |
|
| S3 |
82.95 |
85.44 |
91.02 |
|
| S4 |
78.70 |
81.19 |
89.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.33 |
88.95 |
4.38 |
4.7% |
2.18 |
2.4% |
81% |
True |
False |
234,914 |
| 10 |
97.55 |
88.95 |
8.60 |
9.3% |
2.35 |
2.5% |
41% |
False |
False |
234,284 |
| 20 |
100.73 |
88.95 |
11.78 |
12.7% |
2.34 |
2.5% |
30% |
False |
False |
164,446 |
| 40 |
100.73 |
88.95 |
11.78 |
12.7% |
2.07 |
2.2% |
30% |
False |
False |
104,327 |
| 60 |
100.73 |
84.91 |
15.82 |
17.1% |
2.13 |
2.3% |
48% |
False |
False |
79,000 |
| 80 |
100.73 |
78.83 |
21.90 |
23.7% |
2.31 |
2.5% |
62% |
False |
False |
64,647 |
| 100 |
100.73 |
78.83 |
21.90 |
23.7% |
2.24 |
2.4% |
62% |
False |
False |
53,459 |
| 120 |
107.15 |
78.83 |
28.32 |
30.6% |
2.11 |
2.3% |
48% |
False |
False |
46,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.13 |
|
2.618 |
98.75 |
|
1.618 |
96.68 |
|
1.000 |
95.40 |
|
0.618 |
94.61 |
|
HIGH |
93.33 |
|
0.618 |
92.54 |
|
0.500 |
92.30 |
|
0.382 |
92.05 |
|
LOW |
91.26 |
|
0.618 |
89.98 |
|
1.000 |
89.19 |
|
1.618 |
87.91 |
|
2.618 |
85.84 |
|
4.250 |
82.46 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.42 |
92.19 |
| PP |
92.36 |
91.90 |
| S1 |
92.30 |
91.61 |
|