NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
89.60 |
92.26 |
2.66 |
3.0% |
92.15 |
| High |
92.91 |
93.66 |
0.75 |
0.8% |
93.33 |
| Low |
89.29 |
91.02 |
1.73 |
1.9% |
87.70 |
| Close |
92.39 |
91.25 |
-1.14 |
-1.2% |
89.88 |
| Range |
3.62 |
2.64 |
-0.98 |
-27.1% |
5.63 |
| ATR |
2.49 |
2.51 |
0.01 |
0.4% |
0.00 |
| Volume |
378,040 |
303,502 |
-74,538 |
-19.7% |
1,303,759 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.90 |
98.21 |
92.70 |
|
| R3 |
97.26 |
95.57 |
91.98 |
|
| R2 |
94.62 |
94.62 |
91.73 |
|
| R1 |
92.93 |
92.93 |
91.49 |
92.46 |
| PP |
91.98 |
91.98 |
91.98 |
91.74 |
| S1 |
90.29 |
90.29 |
91.01 |
89.82 |
| S2 |
89.34 |
89.34 |
90.77 |
|
| S3 |
86.70 |
87.65 |
90.52 |
|
| S4 |
84.06 |
85.01 |
89.80 |
|
|
| 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 |
93.66 |
87.91 |
5.75 |
6.3% |
2.91 |
3.2% |
58% |
True |
False |
290,950 |
| 10 |
93.66 |
87.70 |
5.96 |
6.5% |
2.59 |
2.8% |
60% |
True |
False |
263,547 |
| 20 |
100.73 |
87.70 |
13.03 |
14.3% |
2.64 |
2.9% |
27% |
False |
False |
237,278 |
| 40 |
100.73 |
87.70 |
13.03 |
14.3% |
2.27 |
2.5% |
27% |
False |
False |
145,578 |
| 60 |
100.73 |
87.50 |
13.23 |
14.5% |
2.22 |
2.4% |
28% |
False |
False |
109,395 |
| 80 |
100.73 |
78.83 |
21.90 |
24.0% |
2.33 |
2.6% |
57% |
False |
False |
87,588 |
| 100 |
100.73 |
78.83 |
21.90 |
24.0% |
2.33 |
2.6% |
57% |
False |
False |
72,536 |
| 120 |
107.15 |
78.83 |
28.32 |
31.0% |
2.21 |
2.4% |
44% |
False |
False |
62,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.88 |
|
2.618 |
100.57 |
|
1.618 |
97.93 |
|
1.000 |
96.30 |
|
0.618 |
95.29 |
|
HIGH |
93.66 |
|
0.618 |
92.65 |
|
0.500 |
92.34 |
|
0.382 |
92.03 |
|
LOW |
91.02 |
|
0.618 |
89.39 |
|
1.000 |
88.38 |
|
1.618 |
86.75 |
|
2.618 |
84.11 |
|
4.250 |
79.80 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.34 |
91.15 |
| PP |
91.98 |
91.04 |
| S1 |
91.61 |
90.94 |
|