NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.43 |
85.31 |
-1.12 |
-1.3% |
90.05 |
| High |
86.43 |
86.24 |
-0.19 |
-0.2% |
91.27 |
| Low |
84.66 |
85.10 |
0.44 |
0.5% |
84.94 |
| Close |
85.54 |
85.68 |
0.14 |
0.2% |
86.28 |
| Range |
1.77 |
1.14 |
-0.63 |
-35.6% |
6.33 |
| ATR |
2.22 |
2.15 |
-0.08 |
-3.5% |
0.00 |
| Volume |
145,729 |
106,222 |
-39,507 |
-27.1% |
1,304,428 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.09 |
88.53 |
86.31 |
|
| R3 |
87.95 |
87.39 |
85.99 |
|
| R2 |
86.81 |
86.81 |
85.89 |
|
| R1 |
86.25 |
86.25 |
85.78 |
86.53 |
| PP |
85.67 |
85.67 |
85.67 |
85.82 |
| S1 |
85.11 |
85.11 |
85.58 |
85.39 |
| S2 |
84.53 |
84.53 |
85.47 |
|
| S3 |
83.39 |
83.97 |
85.37 |
|
| S4 |
82.25 |
82.83 |
85.05 |
|
|
| 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 |
87.47 |
84.66 |
2.81 |
3.3% |
1.67 |
1.9% |
36% |
False |
False |
194,233 |
| 10 |
93.49 |
84.66 |
8.83 |
10.3% |
2.11 |
2.5% |
12% |
False |
False |
222,047 |
| 20 |
94.02 |
84.66 |
9.36 |
10.9% |
2.31 |
2.7% |
11% |
False |
False |
168,304 |
| 40 |
101.01 |
84.66 |
16.35 |
19.1% |
2.29 |
2.7% |
6% |
False |
False |
122,251 |
| 60 |
101.01 |
84.66 |
16.35 |
19.1% |
2.13 |
2.5% |
6% |
False |
False |
100,559 |
| 80 |
101.01 |
84.66 |
16.35 |
19.1% |
2.15 |
2.5% |
6% |
False |
False |
86,574 |
| 100 |
101.01 |
79.12 |
21.89 |
25.5% |
2.30 |
2.7% |
30% |
False |
False |
78,752 |
| 120 |
101.01 |
79.12 |
21.89 |
25.5% |
2.29 |
2.7% |
30% |
False |
False |
73,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.09 |
|
2.618 |
89.22 |
|
1.618 |
88.08 |
|
1.000 |
87.38 |
|
0.618 |
86.94 |
|
HIGH |
86.24 |
|
0.618 |
85.80 |
|
0.500 |
85.67 |
|
0.382 |
85.54 |
|
LOW |
85.10 |
|
0.618 |
84.40 |
|
1.000 |
83.96 |
|
1.618 |
83.26 |
|
2.618 |
82.12 |
|
4.250 |
80.26 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.68 |
85.64 |
| PP |
85.67 |
85.59 |
| S1 |
85.67 |
85.55 |
|