NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
91.51 |
89.85 |
-1.66 |
-1.8% |
92.15 |
| High |
91.71 |
89.89 |
-1.82 |
-2.0% |
93.33 |
| Low |
89.01 |
88.21 |
-0.80 |
-0.9% |
87.70 |
| Close |
89.88 |
89.33 |
-0.55 |
-0.6% |
89.88 |
| Range |
2.70 |
1.68 |
-1.02 |
-37.8% |
5.63 |
| ATR |
2.46 |
2.41 |
-0.06 |
-2.3% |
0.00 |
| Volume |
279,131 |
202,688 |
-76,443 |
-27.4% |
1,303,759 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.18 |
93.44 |
90.25 |
|
| R3 |
92.50 |
91.76 |
89.79 |
|
| R2 |
90.82 |
90.82 |
89.64 |
|
| R1 |
90.08 |
90.08 |
89.48 |
89.61 |
| PP |
89.14 |
89.14 |
89.14 |
88.91 |
| S1 |
88.40 |
88.40 |
89.18 |
87.93 |
| S2 |
87.46 |
87.46 |
89.02 |
|
| S3 |
85.78 |
86.72 |
88.87 |
|
| S4 |
84.10 |
85.04 |
88.41 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.19 |
104.17 |
92.98 |
|
| R3 |
101.56 |
98.54 |
91.43 |
|
| R2 |
95.93 |
95.93 |
90.91 |
|
| R1 |
92.91 |
92.91 |
90.40 |
91.61 |
| PP |
90.30 |
90.30 |
90.30 |
89.65 |
| S1 |
87.28 |
87.28 |
89.36 |
85.98 |
| S2 |
84.67 |
84.67 |
88.85 |
|
| S3 |
79.04 |
81.65 |
88.33 |
|
| S4 |
73.41 |
76.02 |
86.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.94 |
87.70 |
5.24 |
5.9% |
2.75 |
3.1% |
31% |
False |
False |
258,088 |
| 10 |
93.33 |
87.70 |
5.63 |
6.3% |
2.47 |
2.8% |
29% |
False |
False |
246,501 |
| 20 |
100.73 |
87.70 |
13.03 |
14.6% |
2.47 |
2.8% |
13% |
False |
False |
211,028 |
| 40 |
100.73 |
87.70 |
13.03 |
14.6% |
2.19 |
2.5% |
13% |
False |
False |
130,563 |
| 60 |
100.73 |
87.50 |
13.23 |
14.8% |
2.18 |
2.4% |
14% |
False |
False |
98,673 |
| 80 |
100.73 |
78.83 |
21.90 |
24.5% |
2.31 |
2.6% |
48% |
False |
False |
79,377 |
| 100 |
100.73 |
78.83 |
21.90 |
24.5% |
2.30 |
2.6% |
48% |
False |
False |
65,911 |
| 120 |
107.15 |
78.83 |
28.32 |
31.7% |
2.18 |
2.4% |
37% |
False |
False |
56,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.03 |
|
2.618 |
94.29 |
|
1.618 |
92.61 |
|
1.000 |
91.57 |
|
0.618 |
90.93 |
|
HIGH |
89.89 |
|
0.618 |
89.25 |
|
0.500 |
89.05 |
|
0.382 |
88.85 |
|
LOW |
88.21 |
|
0.618 |
87.17 |
|
1.000 |
86.53 |
|
1.618 |
85.49 |
|
2.618 |
83.81 |
|
4.250 |
81.07 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.24 |
89.88 |
| PP |
89.14 |
89.69 |
| S1 |
89.05 |
89.51 |
|