NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
85.31 |
85.73 |
0.42 |
0.5% |
90.05 |
| High |
86.24 |
87.19 |
0.95 |
1.1% |
91.27 |
| Low |
85.10 |
85.61 |
0.51 |
0.6% |
84.94 |
| Close |
85.68 |
86.24 |
0.56 |
0.7% |
86.28 |
| Range |
1.14 |
1.58 |
0.44 |
38.6% |
6.33 |
| ATR |
2.15 |
2.11 |
-0.04 |
-1.9% |
0.00 |
| Volume |
106,222 |
212,577 |
106,355 |
100.1% |
1,304,428 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.09 |
90.24 |
87.11 |
|
| R3 |
89.51 |
88.66 |
86.67 |
|
| R2 |
87.93 |
87.93 |
86.53 |
|
| R1 |
87.08 |
87.08 |
86.38 |
87.51 |
| PP |
86.35 |
86.35 |
86.35 |
86.56 |
| S1 |
85.50 |
85.50 |
86.10 |
85.93 |
| S2 |
84.77 |
84.77 |
85.95 |
|
| S3 |
83.19 |
83.92 |
85.81 |
|
| S4 |
81.61 |
82.34 |
85.37 |
|
|
| 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 |
87.19 |
84.66 |
2.53 |
2.9% |
1.48 |
1.7% |
62% |
True |
False |
177,116 |
| 10 |
93.49 |
84.66 |
8.83 |
10.2% |
2.14 |
2.5% |
18% |
False |
False |
227,462 |
| 20 |
94.02 |
84.66 |
9.36 |
10.9% |
2.19 |
2.5% |
17% |
False |
False |
175,202 |
| 40 |
101.01 |
84.66 |
16.35 |
19.0% |
2.28 |
2.6% |
10% |
False |
False |
125,769 |
| 60 |
101.01 |
84.66 |
16.35 |
19.0% |
2.11 |
2.5% |
10% |
False |
False |
103,486 |
| 80 |
101.01 |
84.66 |
16.35 |
19.0% |
2.14 |
2.5% |
10% |
False |
False |
88,760 |
| 100 |
101.01 |
79.12 |
21.89 |
25.4% |
2.26 |
2.6% |
33% |
False |
False |
80,311 |
| 120 |
101.01 |
79.12 |
21.89 |
25.4% |
2.29 |
2.7% |
33% |
False |
False |
74,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.91 |
|
2.618 |
91.33 |
|
1.618 |
89.75 |
|
1.000 |
88.77 |
|
0.618 |
88.17 |
|
HIGH |
87.19 |
|
0.618 |
86.59 |
|
0.500 |
86.40 |
|
0.382 |
86.21 |
|
LOW |
85.61 |
|
0.618 |
84.63 |
|
1.000 |
84.03 |
|
1.618 |
83.05 |
|
2.618 |
81.47 |
|
4.250 |
78.90 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.40 |
86.14 |
| PP |
86.35 |
86.03 |
| S1 |
86.29 |
85.93 |
|