NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.25 |
92.92 |
-0.33 |
-0.4% |
90.66 |
| High |
93.72 |
93.47 |
-0.25 |
-0.3% |
94.46 |
| Low |
92.48 |
91.62 |
-0.86 |
-0.9% |
89.07 |
| Close |
93.08 |
93.02 |
-0.06 |
-0.1% |
92.76 |
| Range |
1.24 |
1.85 |
0.61 |
49.2% |
5.39 |
| ATR |
2.12 |
2.10 |
-0.02 |
-0.9% |
0.00 |
| Volume |
42,520 |
37,604 |
-4,916 |
-11.6% |
235,552 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.25 |
97.49 |
94.04 |
|
| R3 |
96.40 |
95.64 |
93.53 |
|
| R2 |
94.55 |
94.55 |
93.36 |
|
| R1 |
93.79 |
93.79 |
93.19 |
94.17 |
| PP |
92.70 |
92.70 |
92.70 |
92.90 |
| S1 |
91.94 |
91.94 |
92.85 |
92.32 |
| S2 |
90.85 |
90.85 |
92.68 |
|
| S3 |
89.00 |
90.09 |
92.51 |
|
| S4 |
87.15 |
88.24 |
92.00 |
|
|
| 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 |
93.72 |
90.80 |
2.92 |
3.1% |
1.55 |
1.7% |
76% |
False |
False |
45,769 |
| 10 |
94.46 |
89.07 |
5.39 |
5.8% |
1.96 |
2.1% |
73% |
False |
False |
44,036 |
| 20 |
94.46 |
88.54 |
5.92 |
6.4% |
2.11 |
2.3% |
76% |
False |
False |
34,816 |
| 40 |
101.19 |
88.54 |
12.65 |
13.6% |
2.16 |
2.3% |
35% |
False |
False |
28,359 |
| 60 |
101.19 |
88.54 |
12.65 |
13.6% |
2.01 |
2.2% |
35% |
False |
False |
23,998 |
| 80 |
101.19 |
79.69 |
21.50 |
23.1% |
2.10 |
2.3% |
62% |
False |
False |
20,708 |
| 100 |
101.19 |
79.69 |
21.50 |
23.1% |
2.13 |
2.3% |
62% |
False |
False |
18,248 |
| 120 |
107.14 |
79.69 |
27.45 |
29.5% |
2.06 |
2.2% |
49% |
False |
False |
16,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.33 |
|
2.618 |
98.31 |
|
1.618 |
96.46 |
|
1.000 |
95.32 |
|
0.618 |
94.61 |
|
HIGH |
93.47 |
|
0.618 |
92.76 |
|
0.500 |
92.55 |
|
0.382 |
92.33 |
|
LOW |
91.62 |
|
0.618 |
90.48 |
|
1.000 |
89.77 |
|
1.618 |
88.63 |
|
2.618 |
86.78 |
|
4.250 |
83.76 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.86 |
92.90 |
| PP |
92.70 |
92.79 |
| S1 |
92.55 |
92.67 |
|