NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.48 |
92.48 |
0.00 |
0.0% |
91.99 |
| High |
92.99 |
93.49 |
0.50 |
0.5% |
93.49 |
| Low |
91.12 |
90.19 |
-0.93 |
-1.0% |
90.19 |
| Close |
92.53 |
90.44 |
-2.09 |
-2.3% |
90.44 |
| Range |
1.87 |
3.30 |
1.43 |
76.5% |
3.30 |
| ATR |
2.17 |
2.25 |
0.08 |
3.7% |
0.00 |
| Volume |
175,857 |
329,814 |
153,957 |
87.5% |
952,033 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.27 |
99.16 |
92.26 |
|
| R3 |
97.97 |
95.86 |
91.35 |
|
| R2 |
94.67 |
94.67 |
91.05 |
|
| R1 |
92.56 |
92.56 |
90.74 |
91.97 |
| PP |
91.37 |
91.37 |
91.37 |
91.08 |
| S1 |
89.26 |
89.26 |
90.14 |
88.67 |
| S2 |
88.07 |
88.07 |
89.84 |
|
| S3 |
84.77 |
85.96 |
89.53 |
|
| S4 |
81.47 |
82.66 |
88.63 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.27 |
99.16 |
92.26 |
|
| R3 |
97.97 |
95.86 |
91.35 |
|
| R2 |
94.67 |
94.67 |
91.05 |
|
| R1 |
92.56 |
92.56 |
90.74 |
91.97 |
| PP |
91.37 |
91.37 |
91.37 |
91.08 |
| S1 |
89.26 |
89.26 |
90.14 |
88.67 |
| S2 |
88.07 |
88.07 |
89.84 |
|
| S3 |
84.77 |
85.96 |
89.53 |
|
| S4 |
81.47 |
82.66 |
88.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.49 |
90.19 |
3.30 |
3.6% |
1.95 |
2.2% |
8% |
True |
True |
190,406 |
| 10 |
94.02 |
88.61 |
5.41 |
6.0% |
2.09 |
2.3% |
34% |
False |
False |
152,222 |
| 20 |
94.02 |
88.09 |
5.93 |
6.6% |
2.28 |
2.5% |
40% |
False |
False |
115,552 |
| 40 |
101.01 |
88.09 |
12.92 |
14.3% |
2.27 |
2.5% |
18% |
False |
False |
93,139 |
| 60 |
101.01 |
88.05 |
12.96 |
14.3% |
2.15 |
2.4% |
18% |
False |
False |
79,930 |
| 80 |
101.01 |
79.12 |
21.89 |
24.2% |
2.28 |
2.5% |
52% |
False |
False |
71,678 |
| 100 |
101.01 |
79.12 |
21.89 |
24.2% |
2.35 |
2.6% |
52% |
False |
False |
67,220 |
| 120 |
106.92 |
79.12 |
27.80 |
30.7% |
2.31 |
2.6% |
41% |
False |
False |
63,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.52 |
|
2.618 |
102.13 |
|
1.618 |
98.83 |
|
1.000 |
96.79 |
|
0.618 |
95.53 |
|
HIGH |
93.49 |
|
0.618 |
92.23 |
|
0.500 |
91.84 |
|
0.382 |
91.45 |
|
LOW |
90.19 |
|
0.618 |
88.15 |
|
1.000 |
86.89 |
|
1.618 |
84.85 |
|
2.618 |
81.55 |
|
4.250 |
76.17 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.84 |
91.84 |
| PP |
91.37 |
91.37 |
| S1 |
90.91 |
90.91 |
|