NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.10 |
93.31 |
1.21 |
1.3% |
90.66 |
| High |
93.77 |
93.53 |
-0.24 |
-0.3% |
94.46 |
| Low |
92.07 |
92.08 |
0.01 |
0.0% |
89.07 |
| Close |
92.99 |
92.76 |
-0.23 |
-0.2% |
92.76 |
| Range |
1.70 |
1.45 |
-0.25 |
-14.7% |
5.39 |
| ATR |
2.35 |
2.29 |
-0.06 |
-2.7% |
0.00 |
| Volume |
52,417 |
57,439 |
5,022 |
9.6% |
235,552 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.14 |
96.40 |
93.56 |
|
| R3 |
95.69 |
94.95 |
93.16 |
|
| R2 |
94.24 |
94.24 |
93.03 |
|
| R1 |
93.50 |
93.50 |
92.89 |
93.15 |
| PP |
92.79 |
92.79 |
92.79 |
92.61 |
| S1 |
92.05 |
92.05 |
92.63 |
91.70 |
| S2 |
91.34 |
91.34 |
92.49 |
|
| S3 |
89.89 |
90.60 |
92.36 |
|
| S4 |
88.44 |
89.15 |
91.96 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.27 |
105.90 |
95.72 |
|
| R3 |
102.88 |
100.51 |
94.24 |
|
| R2 |
97.49 |
97.49 |
93.75 |
|
| R1 |
95.12 |
95.12 |
93.25 |
96.31 |
| PP |
92.10 |
92.10 |
92.10 |
92.69 |
| S1 |
89.73 |
89.73 |
92.27 |
90.92 |
| S2 |
86.71 |
86.71 |
91.77 |
|
| S3 |
81.32 |
84.34 |
91.28 |
|
| S4 |
75.93 |
78.95 |
89.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.46 |
89.07 |
5.39 |
5.8% |
2.16 |
2.3% |
68% |
False |
False |
47,110 |
| 10 |
94.46 |
88.54 |
5.92 |
6.4% |
2.43 |
2.6% |
71% |
False |
False |
37,071 |
| 20 |
100.36 |
88.54 |
11.82 |
12.7% |
2.48 |
2.7% |
36% |
False |
False |
31,750 |
| 40 |
101.19 |
88.54 |
12.65 |
13.6% |
2.13 |
2.3% |
33% |
False |
False |
25,686 |
| 60 |
101.19 |
88.25 |
12.94 |
13.9% |
2.05 |
2.2% |
35% |
False |
False |
21,998 |
| 80 |
101.19 |
79.69 |
21.50 |
23.2% |
2.11 |
2.3% |
61% |
False |
False |
19,200 |
| 100 |
101.19 |
79.69 |
21.50 |
23.2% |
2.13 |
2.3% |
61% |
False |
False |
16,707 |
| 120 |
107.14 |
79.69 |
27.45 |
29.6% |
2.03 |
2.2% |
48% |
False |
False |
14,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.69 |
|
2.618 |
97.33 |
|
1.618 |
95.88 |
|
1.000 |
94.98 |
|
0.618 |
94.43 |
|
HIGH |
93.53 |
|
0.618 |
92.98 |
|
0.500 |
92.81 |
|
0.382 |
92.63 |
|
LOW |
92.08 |
|
0.618 |
91.18 |
|
1.000 |
90.63 |
|
1.618 |
89.73 |
|
2.618 |
88.28 |
|
4.250 |
85.92 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.81 |
93.20 |
| PP |
92.79 |
93.05 |
| S1 |
92.78 |
92.91 |
|