NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.05 |
89.14 |
-0.91 |
-1.0% |
91.99 |
| High |
91.27 |
89.29 |
-1.98 |
-2.2% |
93.49 |
| Low |
88.57 |
85.69 |
-2.88 |
-3.3% |
90.19 |
| Close |
88.65 |
86.67 |
-1.98 |
-2.2% |
90.44 |
| Range |
2.70 |
3.60 |
0.90 |
33.3% |
3.30 |
| ATR |
2.28 |
2.38 |
0.09 |
4.1% |
0.00 |
| Volume |
275,720 |
309,492 |
33,772 |
12.2% |
952,033 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.02 |
95.94 |
88.65 |
|
| R3 |
94.42 |
92.34 |
87.66 |
|
| R2 |
90.82 |
90.82 |
87.33 |
|
| R1 |
88.74 |
88.74 |
87.00 |
87.98 |
| PP |
87.22 |
87.22 |
87.22 |
86.84 |
| S1 |
85.14 |
85.14 |
86.34 |
84.38 |
| S2 |
83.62 |
83.62 |
86.01 |
|
| S3 |
80.02 |
81.54 |
85.68 |
|
| S4 |
76.42 |
77.94 |
84.69 |
|
|
| 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 |
85.69 |
7.80 |
9.0% |
2.55 |
2.9% |
13% |
False |
True |
249,862 |
| 10 |
94.02 |
85.69 |
8.33 |
9.6% |
2.20 |
2.5% |
12% |
False |
True |
190,701 |
| 20 |
94.02 |
85.69 |
8.33 |
9.6% |
2.37 |
2.7% |
12% |
False |
True |
139,299 |
| 40 |
101.01 |
85.69 |
15.32 |
17.7% |
2.30 |
2.7% |
6% |
False |
True |
104,761 |
| 60 |
101.01 |
85.69 |
15.32 |
17.7% |
2.21 |
2.6% |
6% |
False |
True |
88,523 |
| 80 |
101.01 |
83.79 |
17.22 |
19.9% |
2.23 |
2.6% |
17% |
False |
False |
77,803 |
| 100 |
101.01 |
79.12 |
21.89 |
25.3% |
2.34 |
2.7% |
34% |
False |
False |
71,966 |
| 120 |
103.94 |
79.12 |
24.82 |
28.6% |
2.33 |
2.7% |
30% |
False |
False |
67,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.59 |
|
2.618 |
98.71 |
|
1.618 |
95.11 |
|
1.000 |
92.89 |
|
0.618 |
91.51 |
|
HIGH |
89.29 |
|
0.618 |
87.91 |
|
0.500 |
87.49 |
|
0.382 |
87.07 |
|
LOW |
85.69 |
|
0.618 |
83.47 |
|
1.000 |
82.09 |
|
1.618 |
79.87 |
|
2.618 |
76.27 |
|
4.250 |
70.39 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.49 |
89.59 |
| PP |
87.22 |
88.62 |
| S1 |
86.94 |
87.64 |
|