NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.66 |
90.59 |
-0.07 |
-0.1% |
92.86 |
| High |
90.66 |
93.72 |
3.06 |
3.4% |
94.09 |
| Low |
89.07 |
90.19 |
1.12 |
1.3% |
88.54 |
| Close |
90.18 |
93.25 |
3.07 |
3.4% |
90.71 |
| Range |
1.59 |
3.53 |
1.94 |
122.0% |
5.55 |
| ATR |
2.30 |
2.39 |
0.09 |
3.8% |
0.00 |
| Volume |
37,643 |
33,851 |
-3,792 |
-10.1% |
135,166 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.98 |
101.64 |
95.19 |
|
| R3 |
99.45 |
98.11 |
94.22 |
|
| R2 |
95.92 |
95.92 |
93.90 |
|
| R1 |
94.58 |
94.58 |
93.57 |
95.25 |
| PP |
92.39 |
92.39 |
92.39 |
92.72 |
| S1 |
91.05 |
91.05 |
92.93 |
91.72 |
| S2 |
88.86 |
88.86 |
92.60 |
|
| S3 |
85.33 |
87.52 |
92.28 |
|
| S4 |
81.80 |
83.99 |
91.31 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.76 |
104.79 |
93.76 |
|
| R3 |
102.21 |
99.24 |
92.24 |
|
| R2 |
96.66 |
96.66 |
91.73 |
|
| R1 |
93.69 |
93.69 |
91.22 |
92.40 |
| PP |
91.11 |
91.11 |
91.11 |
90.47 |
| S1 |
88.14 |
88.14 |
90.20 |
86.85 |
| S2 |
85.56 |
85.56 |
89.69 |
|
| S3 |
80.01 |
82.59 |
89.18 |
|
| S4 |
74.46 |
77.04 |
87.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.72 |
88.54 |
5.18 |
5.6% |
3.09 |
3.3% |
91% |
True |
False |
32,420 |
| 10 |
94.09 |
88.54 |
5.55 |
6.0% |
2.46 |
2.6% |
85% |
False |
False |
29,249 |
| 20 |
101.19 |
88.54 |
12.65 |
13.6% |
2.48 |
2.7% |
37% |
False |
False |
27,546 |
| 40 |
101.19 |
88.54 |
12.65 |
13.6% |
2.11 |
2.3% |
37% |
False |
False |
22,995 |
| 60 |
101.19 |
88.25 |
12.94 |
13.9% |
2.04 |
2.2% |
39% |
False |
False |
19,861 |
| 80 |
101.19 |
79.69 |
21.50 |
23.1% |
2.14 |
2.3% |
63% |
False |
False |
17,329 |
| 100 |
101.19 |
79.69 |
21.50 |
23.1% |
2.11 |
2.3% |
63% |
False |
False |
15,177 |
| 120 |
107.14 |
79.69 |
27.45 |
29.4% |
2.01 |
2.2% |
49% |
False |
False |
13,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.72 |
|
2.618 |
102.96 |
|
1.618 |
99.43 |
|
1.000 |
97.25 |
|
0.618 |
95.90 |
|
HIGH |
93.72 |
|
0.618 |
92.37 |
|
0.500 |
91.96 |
|
0.382 |
91.54 |
|
LOW |
90.19 |
|
0.618 |
88.01 |
|
1.000 |
86.66 |
|
1.618 |
84.48 |
|
2.618 |
80.95 |
|
4.250 |
75.19 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.82 |
92.63 |
| PP |
92.39 |
92.01 |
| S1 |
91.96 |
91.40 |
|