NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.04 |
92.86 |
-0.18 |
-0.2% |
93.68 |
| High |
93.47 |
94.09 |
0.62 |
0.7% |
93.82 |
| Low |
92.25 |
92.11 |
-0.14 |
-0.2% |
89.72 |
| Close |
93.00 |
93.28 |
0.28 |
0.3% |
93.00 |
| Range |
1.22 |
1.98 |
0.76 |
62.3% |
4.10 |
| ATR |
2.14 |
2.13 |
-0.01 |
-0.5% |
0.00 |
| Volume |
21,891 |
19,405 |
-2,486 |
-11.4% |
130,672 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.10 |
98.17 |
94.37 |
|
| R3 |
97.12 |
96.19 |
93.82 |
|
| R2 |
95.14 |
95.14 |
93.64 |
|
| R1 |
94.21 |
94.21 |
93.46 |
94.68 |
| PP |
93.16 |
93.16 |
93.16 |
93.39 |
| S1 |
92.23 |
92.23 |
93.10 |
92.70 |
| S2 |
91.18 |
91.18 |
92.92 |
|
| S3 |
89.20 |
90.25 |
92.74 |
|
| S4 |
87.22 |
88.27 |
92.19 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.48 |
102.84 |
95.26 |
|
| R3 |
100.38 |
98.74 |
94.13 |
|
| R2 |
96.28 |
96.28 |
93.75 |
|
| R1 |
94.64 |
94.64 |
93.38 |
93.41 |
| PP |
92.18 |
92.18 |
92.18 |
91.57 |
| S1 |
90.54 |
90.54 |
92.62 |
89.31 |
| S2 |
88.08 |
88.08 |
92.25 |
|
| S3 |
83.98 |
86.44 |
91.87 |
|
| S4 |
79.88 |
82.34 |
90.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.09 |
89.72 |
4.37 |
4.7% |
2.08 |
2.2% |
81% |
True |
False |
25,317 |
| 10 |
98.07 |
89.72 |
8.35 |
9.0% |
2.25 |
2.4% |
43% |
False |
False |
23,915 |
| 20 |
101.19 |
89.72 |
11.47 |
12.3% |
2.21 |
2.4% |
31% |
False |
False |
25,104 |
| 40 |
101.19 |
89.72 |
11.47 |
12.3% |
1.93 |
2.1% |
31% |
False |
False |
20,893 |
| 60 |
101.19 |
85.97 |
15.22 |
16.3% |
1.96 |
2.1% |
48% |
False |
False |
17,635 |
| 80 |
101.19 |
79.69 |
21.50 |
23.0% |
2.10 |
2.2% |
63% |
False |
False |
15,598 |
| 100 |
101.19 |
79.69 |
21.50 |
23.0% |
2.04 |
2.2% |
63% |
False |
False |
13,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.51 |
|
2.618 |
99.27 |
|
1.618 |
97.29 |
|
1.000 |
96.07 |
|
0.618 |
95.31 |
|
HIGH |
94.09 |
|
0.618 |
93.33 |
|
0.500 |
93.10 |
|
0.382 |
92.87 |
|
LOW |
92.11 |
|
0.618 |
90.89 |
|
1.000 |
90.13 |
|
1.618 |
88.91 |
|
2.618 |
86.93 |
|
4.250 |
83.70 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.22 |
93.00 |
| PP |
93.16 |
92.71 |
| S1 |
93.10 |
92.43 |
|