NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.60 |
85.65 |
-0.95 |
-1.1% |
91.99 |
| High |
87.47 |
86.75 |
-0.72 |
-0.8% |
93.49 |
| Low |
84.94 |
85.23 |
0.29 |
0.3% |
90.19 |
| Close |
85.73 |
86.05 |
0.32 |
0.4% |
90.44 |
| Range |
2.53 |
1.52 |
-1.01 |
-39.9% |
3.30 |
| ATR |
2.39 |
2.33 |
-0.06 |
-2.6% |
0.00 |
| Volume |
298,160 |
208,678 |
-89,482 |
-30.0% |
952,033 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.57 |
89.83 |
86.89 |
|
| R3 |
89.05 |
88.31 |
86.47 |
|
| R2 |
87.53 |
87.53 |
86.33 |
|
| R1 |
86.79 |
86.79 |
86.19 |
87.16 |
| PP |
86.01 |
86.01 |
86.01 |
86.20 |
| S1 |
85.27 |
85.27 |
85.91 |
85.64 |
| S2 |
84.49 |
84.49 |
85.77 |
|
| S3 |
82.97 |
83.75 |
85.63 |
|
| S4 |
81.45 |
82.23 |
85.21 |
|
|
| 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 |
84.94 |
8.55 |
9.9% |
2.73 |
3.2% |
13% |
False |
False |
284,372 |
| 10 |
93.49 |
84.94 |
8.55 |
9.9% |
2.16 |
2.5% |
13% |
False |
False |
212,586 |
| 20 |
94.02 |
84.94 |
9.08 |
10.6% |
2.33 |
2.7% |
12% |
False |
False |
156,513 |
| 40 |
101.01 |
84.94 |
16.07 |
18.7% |
2.33 |
2.7% |
7% |
False |
False |
114,688 |
| 60 |
101.01 |
84.94 |
16.07 |
18.7% |
2.20 |
2.6% |
7% |
False |
False |
95,813 |
| 80 |
101.01 |
84.94 |
16.07 |
18.7% |
2.19 |
2.5% |
7% |
False |
False |
82,769 |
| 100 |
101.01 |
79.12 |
21.89 |
25.4% |
2.34 |
2.7% |
32% |
False |
False |
75,827 |
| 120 |
101.01 |
79.12 |
21.89 |
25.4% |
2.30 |
2.7% |
32% |
False |
False |
70,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.21 |
|
2.618 |
90.73 |
|
1.618 |
89.21 |
|
1.000 |
88.27 |
|
0.618 |
87.69 |
|
HIGH |
86.75 |
|
0.618 |
86.17 |
|
0.500 |
85.99 |
|
0.382 |
85.81 |
|
LOW |
85.23 |
|
0.618 |
84.29 |
|
1.000 |
83.71 |
|
1.618 |
82.77 |
|
2.618 |
81.25 |
|
4.250 |
78.77 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.03 |
87.12 |
| PP |
86.01 |
86.76 |
| S1 |
85.99 |
86.41 |
|