NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.00 |
86.43 |
0.43 |
0.5% |
90.05 |
| High |
86.37 |
86.43 |
0.06 |
0.1% |
91.27 |
| Low |
85.00 |
84.66 |
-0.34 |
-0.4% |
84.94 |
| Close |
86.28 |
85.54 |
-0.74 |
-0.9% |
86.28 |
| Range |
1.37 |
1.77 |
0.40 |
29.2% |
6.33 |
| ATR |
2.26 |
2.22 |
-0.03 |
-1.5% |
0.00 |
| Volume |
212,378 |
145,729 |
-66,649 |
-31.4% |
1,304,428 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.85 |
89.97 |
86.51 |
|
| R3 |
89.08 |
88.20 |
86.03 |
|
| R2 |
87.31 |
87.31 |
85.86 |
|
| R1 |
86.43 |
86.43 |
85.70 |
85.99 |
| PP |
85.54 |
85.54 |
85.54 |
85.32 |
| S1 |
84.66 |
84.66 |
85.38 |
84.22 |
| S2 |
83.77 |
83.77 |
85.22 |
|
| S3 |
82.00 |
82.89 |
85.05 |
|
| S4 |
80.23 |
81.12 |
84.57 |
|
|
| 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 |
89.29 |
84.66 |
4.63 |
5.4% |
2.16 |
2.5% |
19% |
False |
True |
234,887 |
| 10 |
93.49 |
84.66 |
8.83 |
10.3% |
2.09 |
2.4% |
10% |
False |
True |
225,787 |
| 20 |
94.02 |
84.66 |
9.36 |
10.9% |
2.32 |
2.7% |
9% |
False |
True |
166,827 |
| 40 |
101.01 |
84.66 |
16.35 |
19.1% |
2.31 |
2.7% |
5% |
False |
True |
121,281 |
| 60 |
101.01 |
84.66 |
16.35 |
19.1% |
2.14 |
2.5% |
5% |
False |
True |
99,912 |
| 80 |
101.01 |
84.66 |
16.35 |
19.1% |
2.16 |
2.5% |
5% |
False |
True |
85,815 |
| 100 |
101.01 |
79.12 |
21.89 |
25.6% |
2.31 |
2.7% |
29% |
False |
False |
78,278 |
| 120 |
101.01 |
79.12 |
21.89 |
25.6% |
2.29 |
2.7% |
29% |
False |
False |
72,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.95 |
|
2.618 |
91.06 |
|
1.618 |
89.29 |
|
1.000 |
88.20 |
|
0.618 |
87.52 |
|
HIGH |
86.43 |
|
0.618 |
85.75 |
|
0.500 |
85.55 |
|
0.382 |
85.34 |
|
LOW |
84.66 |
|
0.618 |
83.57 |
|
1.000 |
82.89 |
|
1.618 |
81.80 |
|
2.618 |
80.03 |
|
4.250 |
77.14 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.55 |
85.71 |
| PP |
85.54 |
85.65 |
| S1 |
85.54 |
85.60 |
|