NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
89.85 |
89.60 |
-0.25 |
-0.3% |
92.15 |
| High |
89.89 |
92.91 |
3.02 |
3.4% |
93.33 |
| Low |
88.21 |
89.29 |
1.08 |
1.2% |
87.70 |
| Close |
89.33 |
92.39 |
3.06 |
3.4% |
89.88 |
| Range |
1.68 |
3.62 |
1.94 |
115.5% |
5.63 |
| ATR |
2.41 |
2.49 |
0.09 |
3.6% |
0.00 |
| Volume |
202,688 |
378,040 |
175,352 |
86.5% |
1,303,759 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.39 |
101.01 |
94.38 |
|
| R3 |
98.77 |
97.39 |
93.39 |
|
| R2 |
95.15 |
95.15 |
93.05 |
|
| R1 |
93.77 |
93.77 |
92.72 |
94.46 |
| PP |
91.53 |
91.53 |
91.53 |
91.88 |
| S1 |
90.15 |
90.15 |
92.06 |
90.84 |
| S2 |
87.91 |
87.91 |
91.73 |
|
| S3 |
84.29 |
86.53 |
91.39 |
|
| S4 |
80.67 |
82.91 |
90.40 |
|
|
| 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 |
92.91 |
87.70 |
5.21 |
5.6% |
3.21 |
3.5% |
90% |
True |
False |
298,150 |
| 10 |
93.33 |
87.70 |
5.63 |
6.1% |
2.57 |
2.8% |
83% |
False |
False |
260,402 |
| 20 |
100.73 |
87.70 |
13.03 |
14.1% |
2.59 |
2.8% |
36% |
False |
False |
225,658 |
| 40 |
100.73 |
87.70 |
13.03 |
14.1% |
2.23 |
2.4% |
36% |
False |
False |
139,048 |
| 60 |
100.73 |
87.50 |
13.23 |
14.3% |
2.21 |
2.4% |
37% |
False |
False |
104,633 |
| 80 |
100.73 |
78.83 |
21.90 |
23.7% |
2.34 |
2.5% |
62% |
False |
False |
83,894 |
| 100 |
100.73 |
78.83 |
21.90 |
23.7% |
2.32 |
2.5% |
62% |
False |
False |
69,597 |
| 120 |
107.15 |
78.83 |
28.32 |
30.7% |
2.20 |
2.4% |
48% |
False |
False |
59,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.30 |
|
2.618 |
102.39 |
|
1.618 |
98.77 |
|
1.000 |
96.53 |
|
0.618 |
95.15 |
|
HIGH |
92.91 |
|
0.618 |
91.53 |
|
0.500 |
91.10 |
|
0.382 |
90.67 |
|
LOW |
89.29 |
|
0.618 |
87.05 |
|
1.000 |
85.67 |
|
1.618 |
83.43 |
|
2.618 |
79.81 |
|
4.250 |
73.91 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.96 |
91.78 |
| PP |
91.53 |
91.17 |
| S1 |
91.10 |
90.56 |
|