NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.22 |
92.47 |
-0.75 |
-0.8% |
93.68 |
| High |
93.70 |
92.47 |
-1.23 |
-1.3% |
93.82 |
| Low |
92.49 |
88.54 |
-3.95 |
-4.3% |
89.72 |
| Close |
92.71 |
88.97 |
-3.74 |
-4.0% |
93.00 |
| Range |
1.21 |
3.93 |
2.72 |
224.8% |
4.10 |
| ATR |
2.06 |
2.22 |
0.15 |
7.3% |
0.00 |
| Volume |
25,153 |
22,052 |
-3,101 |
-12.3% |
130,672 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.78 |
99.31 |
91.13 |
|
| R3 |
97.85 |
95.38 |
90.05 |
|
| R2 |
93.92 |
93.92 |
89.69 |
|
| R1 |
91.45 |
91.45 |
89.33 |
90.72 |
| PP |
89.99 |
89.99 |
89.99 |
89.63 |
| S1 |
87.52 |
87.52 |
88.61 |
86.79 |
| S2 |
86.06 |
86.06 |
88.25 |
|
| S3 |
82.13 |
83.59 |
87.89 |
|
| S4 |
78.20 |
79.66 |
86.81 |
|
|
| 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 |
88.54 |
5.55 |
6.2% |
2.15 |
2.4% |
8% |
False |
True |
25,713 |
| 10 |
94.45 |
88.54 |
5.91 |
6.6% |
2.08 |
2.3% |
7% |
False |
True |
24,284 |
| 20 |
101.19 |
88.54 |
12.65 |
14.2% |
2.28 |
2.6% |
3% |
False |
True |
25,447 |
| 40 |
101.19 |
88.54 |
12.65 |
14.2% |
1.97 |
2.2% |
3% |
False |
True |
21,410 |
| 60 |
101.19 |
86.38 |
14.81 |
16.6% |
1.98 |
2.2% |
17% |
False |
False |
18,164 |
| 80 |
101.19 |
79.69 |
21.50 |
24.2% |
2.07 |
2.3% |
43% |
False |
False |
15,884 |
| 100 |
101.19 |
79.69 |
21.50 |
24.2% |
2.07 |
2.3% |
43% |
False |
False |
13,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.17 |
|
2.618 |
102.76 |
|
1.618 |
98.83 |
|
1.000 |
96.40 |
|
0.618 |
94.90 |
|
HIGH |
92.47 |
|
0.618 |
90.97 |
|
0.500 |
90.51 |
|
0.382 |
90.04 |
|
LOW |
88.54 |
|
0.618 |
86.11 |
|
1.000 |
84.61 |
|
1.618 |
82.18 |
|
2.618 |
78.25 |
|
4.250 |
71.84 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.51 |
91.32 |
| PP |
89.99 |
90.53 |
| S1 |
89.48 |
89.75 |
|