NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
85.65 |
86.00 |
0.35 |
0.4% |
90.05 |
| High |
86.75 |
86.37 |
-0.38 |
-0.4% |
91.27 |
| Low |
85.23 |
85.00 |
-0.23 |
-0.3% |
84.94 |
| Close |
86.05 |
86.28 |
0.23 |
0.3% |
86.28 |
| Range |
1.52 |
1.37 |
-0.15 |
-9.9% |
6.33 |
| ATR |
2.33 |
2.26 |
-0.07 |
-2.9% |
0.00 |
| Volume |
208,678 |
212,378 |
3,700 |
1.8% |
1,304,428 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.99 |
89.51 |
87.03 |
|
| R3 |
88.62 |
88.14 |
86.66 |
|
| R2 |
87.25 |
87.25 |
86.53 |
|
| R1 |
86.77 |
86.77 |
86.41 |
87.01 |
| PP |
85.88 |
85.88 |
85.88 |
86.01 |
| S1 |
85.40 |
85.40 |
86.15 |
85.64 |
| S2 |
84.51 |
84.51 |
86.03 |
|
| S3 |
83.14 |
84.03 |
85.90 |
|
| S4 |
81.77 |
82.66 |
85.53 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.49 |
102.71 |
89.76 |
|
| R3 |
100.16 |
96.38 |
88.02 |
|
| R2 |
93.83 |
93.83 |
87.44 |
|
| R1 |
90.05 |
90.05 |
86.86 |
88.78 |
| PP |
87.50 |
87.50 |
87.50 |
86.86 |
| S1 |
83.72 |
83.72 |
85.70 |
82.45 |
| S2 |
81.17 |
81.17 |
85.12 |
|
| S3 |
74.84 |
77.39 |
84.54 |
|
| S4 |
68.51 |
71.06 |
82.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.27 |
84.94 |
6.33 |
7.3% |
2.34 |
2.7% |
21% |
False |
False |
260,885 |
| 10 |
93.49 |
84.94 |
8.55 |
9.9% |
2.15 |
2.5% |
16% |
False |
False |
225,646 |
| 20 |
94.02 |
84.94 |
9.08 |
10.5% |
2.33 |
2.7% |
15% |
False |
False |
162,901 |
| 40 |
101.01 |
84.94 |
16.07 |
18.6% |
2.33 |
2.7% |
8% |
False |
False |
118,861 |
| 60 |
101.01 |
84.94 |
16.07 |
18.6% |
2.18 |
2.5% |
8% |
False |
False |
98,513 |
| 80 |
101.01 |
84.94 |
16.07 |
18.6% |
2.18 |
2.5% |
8% |
False |
False |
84,702 |
| 100 |
101.01 |
79.12 |
21.89 |
25.4% |
2.33 |
2.7% |
33% |
False |
False |
77,440 |
| 120 |
101.01 |
79.12 |
21.89 |
25.4% |
2.29 |
2.7% |
33% |
False |
False |
71,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.19 |
|
2.618 |
89.96 |
|
1.618 |
88.59 |
|
1.000 |
87.74 |
|
0.618 |
87.22 |
|
HIGH |
86.37 |
|
0.618 |
85.85 |
|
0.500 |
85.69 |
|
0.382 |
85.52 |
|
LOW |
85.00 |
|
0.618 |
84.15 |
|
1.000 |
83.63 |
|
1.618 |
82.78 |
|
2.618 |
81.41 |
|
4.250 |
79.18 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.08 |
86.26 |
| PP |
85.88 |
86.23 |
| S1 |
85.69 |
86.21 |
|