NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.32 |
92.52 |
0.20 |
0.2% |
90.26 |
| High |
92.79 |
93.27 |
0.48 |
0.5% |
94.02 |
| Low |
91.82 |
91.99 |
0.17 |
0.2% |
88.61 |
| Close |
92.54 |
92.59 |
0.05 |
0.1% |
92.28 |
| Range |
0.97 |
1.28 |
0.31 |
32.0% |
5.41 |
| ATR |
2.26 |
2.19 |
-0.07 |
-3.1% |
0.00 |
| Volume |
143,614 |
158,428 |
14,814 |
10.3% |
570,187 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.46 |
95.80 |
93.29 |
|
| R3 |
95.18 |
94.52 |
92.94 |
|
| R2 |
93.90 |
93.90 |
92.82 |
|
| R1 |
93.24 |
93.24 |
92.71 |
93.57 |
| PP |
92.62 |
92.62 |
92.62 |
92.78 |
| S1 |
91.96 |
91.96 |
92.47 |
92.29 |
| S2 |
91.34 |
91.34 |
92.36 |
|
| S3 |
90.06 |
90.68 |
92.24 |
|
| S4 |
88.78 |
89.40 |
91.89 |
|
|
| 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 |
93.33 |
90.27 |
3.06 |
3.3% |
1.58 |
1.7% |
76% |
False |
False |
136,878 |
| 10 |
94.02 |
88.29 |
5.73 |
6.2% |
2.23 |
2.4% |
75% |
False |
False |
122,942 |
| 20 |
94.15 |
88.09 |
6.06 |
6.5% |
2.19 |
2.4% |
74% |
False |
False |
98,820 |
| 40 |
101.01 |
88.09 |
12.92 |
14.0% |
2.23 |
2.4% |
35% |
False |
False |
83,493 |
| 60 |
101.01 |
87.84 |
13.17 |
14.2% |
2.15 |
2.3% |
36% |
False |
False |
72,763 |
| 80 |
101.01 |
79.12 |
21.89 |
23.6% |
2.26 |
2.4% |
62% |
False |
False |
66,177 |
| 100 |
101.01 |
79.12 |
21.89 |
23.6% |
2.35 |
2.5% |
62% |
False |
False |
62,805 |
| 120 |
107.29 |
79.12 |
28.17 |
30.4% |
2.29 |
2.5% |
48% |
False |
False |
60,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.71 |
|
2.618 |
96.62 |
|
1.618 |
95.34 |
|
1.000 |
94.55 |
|
0.618 |
94.06 |
|
HIGH |
93.27 |
|
0.618 |
92.78 |
|
0.500 |
92.63 |
|
0.382 |
92.48 |
|
LOW |
91.99 |
|
0.618 |
91.20 |
|
1.000 |
90.71 |
|
1.618 |
89.92 |
|
2.618 |
88.64 |
|
4.250 |
86.55 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.63 |
92.32 |
| PP |
92.62 |
92.04 |
| S1 |
92.60 |
91.77 |
|