NYMEX Light Sweet Crude Oil Future December 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 |
92.60 |
91.58 |
-1.02 |
-1.1% |
92.56 |
| High |
94.02 |
93.33 |
-0.69 |
-0.7% |
93.68 |
| Low |
91.42 |
91.50 |
0.08 |
0.1% |
88.09 |
| Close |
91.64 |
92.50 |
0.86 |
0.9% |
90.27 |
| Range |
2.60 |
1.83 |
-0.77 |
-29.6% |
5.59 |
| ATR |
2.48 |
2.43 |
-0.05 |
-1.9% |
0.00 |
| Volume |
131,742 |
156,251 |
24,509 |
18.6% |
431,387 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.93 |
97.05 |
93.51 |
|
| R3 |
96.10 |
95.22 |
93.00 |
|
| R2 |
94.27 |
94.27 |
92.84 |
|
| R1 |
93.39 |
93.39 |
92.67 |
93.83 |
| PP |
92.44 |
92.44 |
92.44 |
92.67 |
| S1 |
91.56 |
91.56 |
92.33 |
92.00 |
| S2 |
90.61 |
90.61 |
92.16 |
|
| S3 |
88.78 |
89.73 |
92.00 |
|
| S4 |
86.95 |
87.90 |
91.49 |
|
|
| 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 |
94.02 |
88.61 |
5.41 |
5.8% |
2.47 |
2.7% |
72% |
False |
False |
117,661 |
| 10 |
94.02 |
88.09 |
5.93 |
6.4% |
2.50 |
2.7% |
74% |
False |
False |
100,440 |
| 20 |
101.01 |
88.09 |
12.92 |
14.0% |
2.60 |
2.8% |
34% |
False |
False |
90,884 |
| 40 |
101.01 |
88.09 |
12.92 |
14.0% |
2.23 |
2.4% |
34% |
False |
False |
76,547 |
| 60 |
101.01 |
87.84 |
13.17 |
14.2% |
2.21 |
2.4% |
35% |
False |
False |
67,485 |
| 80 |
101.01 |
79.12 |
21.89 |
23.7% |
2.32 |
2.5% |
61% |
False |
False |
62,495 |
| 100 |
101.01 |
79.12 |
21.89 |
23.7% |
2.35 |
2.5% |
61% |
False |
False |
59,091 |
| 120 |
107.29 |
79.12 |
28.17 |
30.5% |
2.28 |
2.5% |
47% |
False |
False |
57,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.11 |
|
2.618 |
98.12 |
|
1.618 |
96.29 |
|
1.000 |
95.16 |
|
0.618 |
94.46 |
|
HIGH |
93.33 |
|
0.618 |
92.63 |
|
0.500 |
92.42 |
|
0.382 |
92.20 |
|
LOW |
91.50 |
|
0.618 |
90.37 |
|
1.000 |
89.67 |
|
1.618 |
88.54 |
|
2.618 |
86.71 |
|
4.250 |
83.72 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.47 |
92.29 |
| PP |
92.44 |
92.07 |
| S1 |
92.42 |
91.86 |
|