NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.26 |
91.27 |
-0.99 |
-1.1% |
92.15 |
| High |
93.66 |
92.94 |
-0.72 |
-0.8% |
93.33 |
| Low |
91.02 |
91.09 |
0.07 |
0.1% |
87.70 |
| Close |
91.25 |
92.07 |
0.82 |
0.9% |
89.88 |
| Range |
2.64 |
1.85 |
-0.79 |
-29.9% |
5.63 |
| ATR |
2.51 |
2.46 |
-0.05 |
-1.9% |
0.00 |
| Volume |
303,502 |
300,087 |
-3,415 |
-1.1% |
1,303,759 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.58 |
96.68 |
93.09 |
|
| R3 |
95.73 |
94.83 |
92.58 |
|
| R2 |
93.88 |
93.88 |
92.41 |
|
| R1 |
92.98 |
92.98 |
92.24 |
93.43 |
| PP |
92.03 |
92.03 |
92.03 |
92.26 |
| S1 |
91.13 |
91.13 |
91.90 |
91.58 |
| S2 |
90.18 |
90.18 |
91.73 |
|
| S3 |
88.33 |
89.28 |
91.56 |
|
| S4 |
86.48 |
87.43 |
91.05 |
|
|
| 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 |
88.21 |
5.45 |
5.9% |
2.50 |
2.7% |
71% |
False |
False |
292,689 |
| 10 |
93.66 |
87.70 |
5.96 |
6.5% |
2.52 |
2.7% |
73% |
False |
False |
269,827 |
| 20 |
100.73 |
87.70 |
13.03 |
14.2% |
2.63 |
2.9% |
34% |
False |
False |
246,372 |
| 40 |
100.73 |
87.70 |
13.03 |
14.2% |
2.26 |
2.5% |
34% |
False |
False |
152,055 |
| 60 |
100.73 |
87.50 |
13.23 |
14.4% |
2.23 |
2.4% |
35% |
False |
False |
113,922 |
| 80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.33 |
2.5% |
60% |
False |
False |
91,126 |
| 100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.33 |
2.5% |
60% |
False |
False |
75,464 |
| 120 |
107.15 |
78.83 |
28.32 |
30.8% |
2.21 |
2.4% |
47% |
False |
False |
64,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.80 |
|
2.618 |
97.78 |
|
1.618 |
95.93 |
|
1.000 |
94.79 |
|
0.618 |
94.08 |
|
HIGH |
92.94 |
|
0.618 |
92.23 |
|
0.500 |
92.02 |
|
0.382 |
91.80 |
|
LOW |
91.09 |
|
0.618 |
89.95 |
|
1.000 |
89.24 |
|
1.618 |
88.10 |
|
2.618 |
86.25 |
|
4.250 |
83.23 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.05 |
91.87 |
| PP |
92.03 |
91.67 |
| S1 |
92.02 |
91.48 |
|