NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
91.64 |
88.01 |
-3.63 |
-4.0% |
93.18 |
| High |
91.82 |
91.84 |
0.02 |
0.0% |
93.20 |
| Low |
87.70 |
87.91 |
0.21 |
0.2% |
88.95 |
| Close |
88.14 |
91.71 |
3.57 |
4.1% |
92.19 |
| Range |
4.12 |
3.93 |
-0.19 |
-4.6% |
4.25 |
| ATR |
2.33 |
2.45 |
0.11 |
4.9% |
0.00 |
| Volume |
339,506 |
291,389 |
-48,117 |
-14.2% |
1,146,880 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.28 |
100.92 |
93.87 |
|
| R3 |
98.35 |
96.99 |
92.79 |
|
| R2 |
94.42 |
94.42 |
92.43 |
|
| R1 |
93.06 |
93.06 |
92.07 |
93.74 |
| PP |
90.49 |
90.49 |
90.49 |
90.83 |
| S1 |
89.13 |
89.13 |
91.35 |
89.81 |
| S2 |
86.56 |
86.56 |
90.99 |
|
| S3 |
82.63 |
85.20 |
90.63 |
|
| S4 |
78.70 |
81.27 |
89.55 |
|
|
| 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 |
6.1% |
2.55 |
2.8% |
71% |
False |
False |
246,964 |
| 10 |
93.84 |
87.70 |
6.14 |
6.7% |
2.37 |
2.6% |
65% |
False |
False |
235,254 |
| 20 |
100.73 |
87.70 |
13.03 |
14.2% |
2.45 |
2.7% |
31% |
False |
False |
194,696 |
| 40 |
100.73 |
87.70 |
13.03 |
14.2% |
2.16 |
2.4% |
31% |
False |
False |
120,583 |
| 60 |
100.73 |
85.43 |
15.30 |
16.7% |
2.18 |
2.4% |
41% |
False |
False |
91,354 |
| 80 |
100.73 |
78.83 |
21.90 |
23.9% |
2.30 |
2.5% |
59% |
False |
False |
73,877 |
| 100 |
100.73 |
78.83 |
21.90 |
23.9% |
2.30 |
2.5% |
59% |
False |
False |
61,264 |
| 120 |
107.15 |
78.83 |
28.32 |
30.9% |
2.17 |
2.4% |
45% |
False |
False |
52,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.54 |
|
2.618 |
102.13 |
|
1.618 |
98.20 |
|
1.000 |
95.77 |
|
0.618 |
94.27 |
|
HIGH |
91.84 |
|
0.618 |
90.34 |
|
0.500 |
89.88 |
|
0.382 |
89.41 |
|
LOW |
87.91 |
|
0.618 |
85.48 |
|
1.000 |
83.98 |
|
1.618 |
81.55 |
|
2.618 |
77.62 |
|
4.250 |
71.21 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.10 |
91.25 |
| PP |
90.49 |
90.78 |
| S1 |
89.88 |
90.32 |
|