NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
91.76 |
92.08 |
0.32 |
0.3% |
89.85 |
| High |
92.32 |
92.85 |
0.53 |
0.6% |
93.66 |
| Low |
91.30 |
91.55 |
0.25 |
0.3% |
88.21 |
| Close |
92.09 |
92.12 |
0.03 |
0.0% |
91.86 |
| Range |
1.02 |
1.30 |
0.28 |
27.5% |
5.45 |
| ATR |
2.29 |
2.22 |
-0.07 |
-3.1% |
0.00 |
| Volume |
232,217 |
226,343 |
-5,874 |
-2.5% |
1,382,779 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.07 |
95.40 |
92.84 |
|
| R3 |
94.77 |
94.10 |
92.48 |
|
| R2 |
93.47 |
93.47 |
92.36 |
|
| R1 |
92.80 |
92.80 |
92.24 |
93.14 |
| PP |
92.17 |
92.17 |
92.17 |
92.34 |
| S1 |
91.50 |
91.50 |
92.00 |
91.84 |
| S2 |
90.87 |
90.87 |
91.88 |
|
| S3 |
89.57 |
90.20 |
91.76 |
|
| S4 |
88.27 |
88.90 |
91.41 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.59 |
105.18 |
94.86 |
|
| R3 |
102.14 |
99.73 |
93.36 |
|
| R2 |
96.69 |
96.69 |
92.86 |
|
| R1 |
94.28 |
94.28 |
92.36 |
95.49 |
| PP |
91.24 |
91.24 |
91.24 |
91.85 |
| S1 |
88.83 |
88.83 |
91.36 |
90.04 |
| S2 |
85.79 |
85.79 |
90.86 |
|
| S3 |
80.34 |
83.38 |
90.36 |
|
| S4 |
74.89 |
77.93 |
88.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.94 |
89.79 |
3.15 |
3.4% |
1.61 |
1.7% |
74% |
False |
False |
245,225 |
| 10 |
93.66 |
87.91 |
5.75 |
6.2% |
2.26 |
2.5% |
73% |
False |
False |
268,087 |
| 20 |
93.84 |
87.70 |
6.14 |
6.7% |
2.22 |
2.4% |
72% |
False |
False |
249,329 |
| 40 |
100.73 |
87.70 |
13.03 |
14.1% |
2.26 |
2.5% |
34% |
False |
False |
170,759 |
| 60 |
100.73 |
87.50 |
13.23 |
14.4% |
2.17 |
2.4% |
35% |
False |
False |
127,490 |
| 80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.26 |
2.5% |
61% |
False |
False |
101,545 |
| 100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.33 |
2.5% |
61% |
False |
False |
84,443 |
| 120 |
107.15 |
78.83 |
28.32 |
30.7% |
2.23 |
2.4% |
47% |
False |
False |
71,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.38 |
|
2.618 |
96.25 |
|
1.618 |
94.95 |
|
1.000 |
94.15 |
|
0.618 |
93.65 |
|
HIGH |
92.85 |
|
0.618 |
92.35 |
|
0.500 |
92.20 |
|
0.382 |
92.05 |
|
LOW |
91.55 |
|
0.618 |
90.75 |
|
1.000 |
90.25 |
|
1.618 |
89.45 |
|
2.618 |
88.15 |
|
4.250 |
86.03 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.20 |
91.85 |
| PP |
92.17 |
91.59 |
| S1 |
92.15 |
91.32 |
|