NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.56 |
92.85 |
0.29 |
0.3% |
93.31 |
| High |
93.68 |
93.30 |
-0.38 |
-0.4% |
93.51 |
| Low |
91.65 |
91.99 |
0.34 |
0.4% |
89.30 |
| Close |
92.85 |
92.27 |
-0.58 |
-0.6% |
92.56 |
| Range |
2.03 |
1.31 |
-0.72 |
-35.5% |
4.21 |
| ATR |
2.23 |
2.16 |
-0.07 |
-2.9% |
0.00 |
| Volume |
67,215 |
76,680 |
9,465 |
14.1% |
357,446 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.45 |
95.67 |
92.99 |
|
| R3 |
95.14 |
94.36 |
92.63 |
|
| R2 |
93.83 |
93.83 |
92.51 |
|
| R1 |
93.05 |
93.05 |
92.39 |
92.79 |
| PP |
92.52 |
92.52 |
92.52 |
92.39 |
| S1 |
91.74 |
91.74 |
92.15 |
91.48 |
| S2 |
91.21 |
91.21 |
92.03 |
|
| S3 |
89.90 |
90.43 |
91.91 |
|
| S4 |
88.59 |
89.12 |
91.55 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.42 |
102.70 |
94.88 |
|
| R3 |
100.21 |
98.49 |
93.72 |
|
| R2 |
96.00 |
96.00 |
93.33 |
|
| R1 |
94.28 |
94.28 |
92.95 |
93.04 |
| PP |
91.79 |
91.79 |
91.79 |
91.17 |
| S1 |
90.07 |
90.07 |
92.17 |
88.83 |
| S2 |
87.58 |
87.58 |
91.79 |
|
| S3 |
83.37 |
85.86 |
91.40 |
|
| S4 |
79.16 |
81.65 |
90.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.68 |
89.30 |
4.38 |
4.7% |
1.89 |
2.0% |
68% |
False |
False |
78,214 |
| 10 |
96.77 |
89.30 |
7.47 |
8.1% |
2.23 |
2.4% |
40% |
False |
False |
73,789 |
| 20 |
101.01 |
89.30 |
11.71 |
12.7% |
2.26 |
2.4% |
25% |
False |
False |
76,198 |
| 40 |
101.01 |
89.30 |
11.71 |
12.7% |
2.04 |
2.2% |
25% |
False |
False |
66,687 |
| 60 |
101.01 |
85.43 |
15.58 |
16.9% |
2.10 |
2.3% |
44% |
False |
False |
59,330 |
| 80 |
101.01 |
79.12 |
21.89 |
23.7% |
2.30 |
2.5% |
60% |
False |
False |
56,364 |
| 100 |
101.01 |
79.12 |
21.89 |
23.7% |
2.29 |
2.5% |
60% |
False |
False |
54,204 |
| 120 |
107.29 |
79.12 |
28.17 |
30.5% |
2.20 |
2.4% |
47% |
False |
False |
53,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.87 |
|
2.618 |
96.73 |
|
1.618 |
95.42 |
|
1.000 |
94.61 |
|
0.618 |
94.11 |
|
HIGH |
93.30 |
|
0.618 |
92.80 |
|
0.500 |
92.65 |
|
0.382 |
92.49 |
|
LOW |
91.99 |
|
0.618 |
91.18 |
|
1.000 |
90.68 |
|
1.618 |
89.87 |
|
2.618 |
88.56 |
|
4.250 |
86.42 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.65 |
92.67 |
| PP |
92.52 |
92.53 |
| S1 |
92.40 |
92.40 |
|