NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.15 |
92.41 |
0.26 |
0.3% |
93.18 |
| High |
93.33 |
92.94 |
-0.39 |
-0.4% |
93.20 |
| Low |
91.26 |
91.62 |
0.36 |
0.4% |
88.95 |
| Close |
92.48 |
91.89 |
-0.59 |
-0.6% |
92.19 |
| Range |
2.07 |
1.32 |
-0.75 |
-36.2% |
4.25 |
| ATR |
2.26 |
2.19 |
-0.07 |
-3.0% |
0.00 |
| Volume |
216,005 |
177,728 |
-38,277 |
-17.7% |
1,146,880 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.11 |
95.32 |
92.62 |
|
| R3 |
94.79 |
94.00 |
92.25 |
|
| R2 |
93.47 |
93.47 |
92.13 |
|
| R1 |
92.68 |
92.68 |
92.01 |
92.42 |
| PP |
92.15 |
92.15 |
92.15 |
92.02 |
| S1 |
91.36 |
91.36 |
91.77 |
91.10 |
| S2 |
90.83 |
90.83 |
91.65 |
|
| S3 |
89.51 |
90.04 |
91.53 |
|
| S4 |
88.19 |
88.72 |
91.16 |
|
|
| 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 |
4.8% |
1.92 |
2.1% |
67% |
False |
False |
222,654 |
| 10 |
96.50 |
88.95 |
7.55 |
8.2% |
2.27 |
2.5% |
39% |
False |
False |
234,464 |
| 20 |
100.73 |
88.95 |
11.78 |
12.8% |
2.29 |
2.5% |
25% |
False |
False |
170,250 |
| 40 |
100.73 |
88.95 |
11.78 |
12.8% |
2.07 |
2.2% |
25% |
False |
False |
107,422 |
| 60 |
100.73 |
84.91 |
15.82 |
17.2% |
2.11 |
2.3% |
44% |
False |
False |
81,567 |
| 80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.29 |
2.5% |
60% |
False |
False |
66,607 |
| 100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.24 |
2.4% |
60% |
False |
False |
55,135 |
| 120 |
107.15 |
78.83 |
28.32 |
30.8% |
2.12 |
2.3% |
46% |
False |
False |
47,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.55 |
|
2.618 |
96.40 |
|
1.618 |
95.08 |
|
1.000 |
94.26 |
|
0.618 |
93.76 |
|
HIGH |
92.94 |
|
0.618 |
92.44 |
|
0.500 |
92.28 |
|
0.382 |
92.12 |
|
LOW |
91.62 |
|
0.618 |
90.80 |
|
1.000 |
90.30 |
|
1.618 |
89.48 |
|
2.618 |
88.16 |
|
4.250 |
86.01 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.28 |
92.30 |
| PP |
92.15 |
92.16 |
| S1 |
92.02 |
92.03 |
|