NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.84 |
91.99 |
-0.85 |
-0.9% |
90.26 |
| High |
93.06 |
92.62 |
-0.44 |
-0.5% |
94.02 |
| Low |
91.58 |
90.27 |
-1.31 |
-1.4% |
88.61 |
| Close |
92.28 |
92.32 |
0.04 |
0.0% |
92.28 |
| Range |
1.48 |
2.35 |
0.87 |
58.8% |
5.41 |
| ATR |
2.37 |
2.36 |
0.00 |
0.0% |
0.00 |
| Volume |
81,777 |
144,320 |
62,543 |
76.5% |
570,187 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.79 |
97.90 |
93.61 |
|
| R3 |
96.44 |
95.55 |
92.97 |
|
| R2 |
94.09 |
94.09 |
92.75 |
|
| R1 |
93.20 |
93.20 |
92.54 |
93.65 |
| PP |
91.74 |
91.74 |
91.74 |
91.96 |
| S1 |
90.85 |
90.85 |
92.10 |
91.30 |
| S2 |
89.39 |
89.39 |
91.89 |
|
| S3 |
87.04 |
88.50 |
91.67 |
|
| S4 |
84.69 |
86.15 |
91.03 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.87 |
105.48 |
95.26 |
|
| R3 |
102.46 |
100.07 |
93.77 |
|
| R2 |
97.05 |
97.05 |
93.27 |
|
| R1 |
94.66 |
94.66 |
92.78 |
95.86 |
| PP |
91.64 |
91.64 |
91.64 |
92.23 |
| S1 |
89.25 |
89.25 |
91.78 |
90.45 |
| S2 |
86.23 |
86.23 |
91.29 |
|
| S3 |
80.82 |
83.84 |
90.79 |
|
| S4 |
75.41 |
78.43 |
89.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.02 |
89.69 |
4.33 |
4.7% |
2.37 |
2.6% |
61% |
False |
False |
120,785 |
| 10 |
94.02 |
88.09 |
5.93 |
6.4% |
2.55 |
2.8% |
71% |
False |
False |
107,867 |
| 20 |
97.84 |
88.09 |
9.75 |
10.6% |
2.43 |
2.6% |
43% |
False |
False |
91,243 |
| 40 |
101.01 |
88.09 |
12.92 |
14.0% |
2.25 |
2.4% |
33% |
False |
False |
78,223 |
| 60 |
101.01 |
87.84 |
13.17 |
14.3% |
2.20 |
2.4% |
34% |
False |
False |
69,136 |
| 80 |
101.01 |
79.12 |
21.89 |
23.7% |
2.29 |
2.5% |
60% |
False |
False |
63,775 |
| 100 |
101.01 |
79.12 |
21.89 |
23.7% |
2.35 |
2.5% |
60% |
False |
False |
60,571 |
| 120 |
107.29 |
79.12 |
28.17 |
30.5% |
2.29 |
2.5% |
47% |
False |
False |
58,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.61 |
|
2.618 |
98.77 |
|
1.618 |
96.42 |
|
1.000 |
94.97 |
|
0.618 |
94.07 |
|
HIGH |
92.62 |
|
0.618 |
91.72 |
|
0.500 |
91.45 |
|
0.382 |
91.17 |
|
LOW |
90.27 |
|
0.618 |
88.82 |
|
1.000 |
87.92 |
|
1.618 |
86.47 |
|
2.618 |
84.12 |
|
4.250 |
80.28 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.03 |
92.15 |
| PP |
91.74 |
91.97 |
| S1 |
91.45 |
91.80 |
|