NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.41 |
91.64 |
-0.77 |
-0.8% |
93.18 |
| High |
92.94 |
91.82 |
-1.12 |
-1.2% |
93.20 |
| Low |
91.62 |
87.70 |
-3.92 |
-4.3% |
88.95 |
| Close |
91.89 |
88.14 |
-3.75 |
-4.1% |
92.19 |
| Range |
1.32 |
4.12 |
2.80 |
212.1% |
4.25 |
| ATR |
2.19 |
2.33 |
0.14 |
6.5% |
0.00 |
| Volume |
177,728 |
339,506 |
161,778 |
91.0% |
1,146,880 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.58 |
98.98 |
90.41 |
|
| R3 |
97.46 |
94.86 |
89.27 |
|
| R2 |
93.34 |
93.34 |
88.90 |
|
| R1 |
90.74 |
90.74 |
88.52 |
89.98 |
| PP |
89.22 |
89.22 |
89.22 |
88.84 |
| S1 |
86.62 |
86.62 |
87.76 |
85.86 |
| S2 |
85.10 |
85.10 |
87.38 |
|
| S3 |
80.98 |
82.50 |
87.01 |
|
| S4 |
76.86 |
78.38 |
85.87 |
|
|
| 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 |
87.70 |
5.63 |
6.4% |
2.27 |
2.6% |
8% |
False |
True |
236,144 |
| 10 |
93.84 |
87.70 |
6.14 |
7.0% |
2.19 |
2.5% |
7% |
False |
True |
230,570 |
| 20 |
100.73 |
87.70 |
13.03 |
14.8% |
2.41 |
2.7% |
3% |
False |
True |
183,549 |
| 40 |
100.73 |
87.70 |
13.03 |
14.8% |
2.11 |
2.4% |
3% |
False |
True |
115,017 |
| 60 |
100.73 |
85.34 |
15.39 |
17.5% |
2.15 |
2.4% |
18% |
False |
False |
86,876 |
| 80 |
100.73 |
78.83 |
21.90 |
24.8% |
2.28 |
2.6% |
43% |
False |
False |
70,511 |
| 100 |
100.73 |
78.83 |
21.90 |
24.8% |
2.27 |
2.6% |
43% |
False |
False |
58,444 |
| 120 |
107.15 |
78.83 |
28.32 |
32.1% |
2.14 |
2.4% |
33% |
False |
False |
50,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.33 |
|
2.618 |
102.61 |
|
1.618 |
98.49 |
|
1.000 |
95.94 |
|
0.618 |
94.37 |
|
HIGH |
91.82 |
|
0.618 |
90.25 |
|
0.500 |
89.76 |
|
0.382 |
89.27 |
|
LOW |
87.70 |
|
0.618 |
85.15 |
|
1.000 |
83.58 |
|
1.618 |
81.03 |
|
2.618 |
76.91 |
|
4.250 |
70.19 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.76 |
90.52 |
| PP |
89.22 |
89.72 |
| S1 |
88.68 |
88.93 |
|