NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
91.99 |
92.32 |
0.33 |
0.4% |
90.26 |
| High |
92.62 |
92.79 |
0.17 |
0.2% |
94.02 |
| Low |
90.27 |
91.82 |
1.55 |
1.7% |
88.61 |
| Close |
92.32 |
92.54 |
0.22 |
0.2% |
92.28 |
| Range |
2.35 |
0.97 |
-1.38 |
-58.7% |
5.41 |
| ATR |
2.36 |
2.26 |
-0.10 |
-4.2% |
0.00 |
| Volume |
144,320 |
143,614 |
-706 |
-0.5% |
570,187 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.29 |
94.89 |
93.07 |
|
| R3 |
94.32 |
93.92 |
92.81 |
|
| R2 |
93.35 |
93.35 |
92.72 |
|
| R1 |
92.95 |
92.95 |
92.63 |
93.15 |
| PP |
92.38 |
92.38 |
92.38 |
92.49 |
| S1 |
91.98 |
91.98 |
92.45 |
92.18 |
| S2 |
91.41 |
91.41 |
92.36 |
|
| S3 |
90.44 |
91.01 |
92.27 |
|
| S4 |
89.47 |
90.04 |
92.01 |
|
|
| 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 |
90.27 |
3.75 |
4.1% |
1.85 |
2.0% |
61% |
False |
False |
131,540 |
| 10 |
94.02 |
88.09 |
5.93 |
6.4% |
2.52 |
2.7% |
75% |
False |
False |
114,561 |
| 20 |
96.77 |
88.09 |
8.68 |
9.4% |
2.37 |
2.6% |
51% |
False |
False |
94,175 |
| 40 |
101.01 |
88.09 |
12.92 |
14.0% |
2.24 |
2.4% |
34% |
False |
False |
80,582 |
| 60 |
101.01 |
87.84 |
13.17 |
14.2% |
2.16 |
2.3% |
36% |
False |
False |
70,814 |
| 80 |
101.01 |
79.12 |
21.89 |
23.7% |
2.27 |
2.4% |
61% |
False |
False |
64,770 |
| 100 |
101.01 |
79.12 |
21.89 |
23.7% |
2.35 |
2.5% |
61% |
False |
False |
61,519 |
| 120 |
107.29 |
79.12 |
28.17 |
30.4% |
2.29 |
2.5% |
48% |
False |
False |
59,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.91 |
|
2.618 |
95.33 |
|
1.618 |
94.36 |
|
1.000 |
93.76 |
|
0.618 |
93.39 |
|
HIGH |
92.79 |
|
0.618 |
92.42 |
|
0.500 |
92.31 |
|
0.382 |
92.19 |
|
LOW |
91.82 |
|
0.618 |
91.22 |
|
1.000 |
90.85 |
|
1.618 |
90.25 |
|
2.618 |
89.28 |
|
4.250 |
87.70 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.46 |
92.25 |
| PP |
92.38 |
91.96 |
| S1 |
92.31 |
91.67 |
|