NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
88.40 |
91.86 |
3.46 |
3.9% |
92.56 |
| High |
92.19 |
92.05 |
-0.14 |
-0.2% |
93.68 |
| Low |
88.29 |
89.38 |
1.09 |
1.2% |
88.09 |
| Close |
92.07 |
90.27 |
-1.80 |
-2.0% |
90.27 |
| Range |
3.90 |
2.67 |
-1.23 |
-31.5% |
5.59 |
| ATR |
2.42 |
2.44 |
0.02 |
0.8% |
0.00 |
| Volume |
112,983 |
99,897 |
-13,086 |
-11.6% |
431,387 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.58 |
97.09 |
91.74 |
|
| R3 |
95.91 |
94.42 |
91.00 |
|
| R2 |
93.24 |
93.24 |
90.76 |
|
| R1 |
91.75 |
91.75 |
90.51 |
91.16 |
| PP |
90.57 |
90.57 |
90.57 |
90.27 |
| S1 |
89.08 |
89.08 |
90.03 |
88.49 |
| S2 |
87.90 |
87.90 |
89.78 |
|
| S3 |
85.23 |
86.41 |
89.54 |
|
| S4 |
82.56 |
83.74 |
88.80 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.45 |
104.45 |
93.34 |
|
| R3 |
101.86 |
98.86 |
91.81 |
|
| R2 |
96.27 |
96.27 |
91.29 |
|
| R1 |
93.27 |
93.27 |
90.78 |
91.98 |
| PP |
90.68 |
90.68 |
90.68 |
90.03 |
| S1 |
87.68 |
87.68 |
89.76 |
86.39 |
| S2 |
85.09 |
85.09 |
89.25 |
|
| S3 |
79.50 |
82.09 |
88.73 |
|
| S4 |
73.91 |
76.50 |
87.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.68 |
88.09 |
5.59 |
6.2% |
2.80 |
3.1% |
39% |
False |
False |
86,277 |
| 10 |
93.68 |
88.09 |
5.59 |
6.2% |
2.47 |
2.7% |
39% |
False |
False |
78,883 |
| 20 |
101.01 |
88.09 |
12.92 |
14.3% |
2.42 |
2.7% |
17% |
False |
False |
79,117 |
| 40 |
101.01 |
88.09 |
12.92 |
14.3% |
2.17 |
2.4% |
17% |
False |
False |
69,740 |
| 60 |
101.01 |
87.39 |
13.62 |
15.1% |
2.17 |
2.4% |
21% |
False |
False |
62,196 |
| 80 |
101.01 |
79.12 |
21.89 |
24.2% |
2.31 |
2.6% |
51% |
False |
False |
58,109 |
| 100 |
101.01 |
79.12 |
21.89 |
24.2% |
2.34 |
2.6% |
51% |
False |
False |
56,010 |
| 120 |
107.29 |
79.12 |
28.17 |
31.2% |
2.25 |
2.5% |
40% |
False |
False |
54,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.40 |
|
2.618 |
99.04 |
|
1.618 |
96.37 |
|
1.000 |
94.72 |
|
0.618 |
93.70 |
|
HIGH |
92.05 |
|
0.618 |
91.03 |
|
0.500 |
90.72 |
|
0.382 |
90.40 |
|
LOW |
89.38 |
|
0.618 |
87.73 |
|
1.000 |
86.71 |
|
1.618 |
85.06 |
|
2.618 |
82.39 |
|
4.250 |
78.03 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.72 |
90.23 |
| PP |
90.57 |
90.18 |
| S1 |
90.42 |
90.14 |
|