NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.70 |
89.60 |
-1.10 |
-1.2% |
92.53 |
| High |
91.75 |
89.80 |
-1.95 |
-2.1% |
93.98 |
| Low |
89.10 |
86.28 |
-2.82 |
-3.2% |
90.73 |
| Close |
89.18 |
87.23 |
-1.95 |
-2.2% |
90.97 |
| Range |
2.65 |
3.52 |
0.87 |
32.8% |
3.25 |
| ATR |
2.22 |
2.31 |
0.09 |
4.2% |
0.00 |
| Volume |
49,971 |
48,556 |
-1,415 |
-2.8% |
209,935 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.33 |
96.30 |
89.17 |
|
| R3 |
94.81 |
92.78 |
88.20 |
|
| R2 |
91.29 |
91.29 |
87.88 |
|
| R1 |
89.26 |
89.26 |
87.55 |
88.52 |
| PP |
87.77 |
87.77 |
87.77 |
87.40 |
| S1 |
85.74 |
85.74 |
86.91 |
85.00 |
| S2 |
84.25 |
84.25 |
86.58 |
|
| S3 |
80.73 |
82.22 |
86.26 |
|
| S4 |
77.21 |
78.70 |
85.29 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.64 |
99.56 |
92.76 |
|
| R3 |
98.39 |
96.31 |
91.86 |
|
| R2 |
95.14 |
95.14 |
91.57 |
|
| R1 |
93.06 |
93.06 |
91.27 |
92.48 |
| PP |
91.89 |
91.89 |
91.89 |
91.60 |
| S1 |
89.81 |
89.81 |
90.67 |
89.23 |
| S2 |
88.64 |
88.64 |
90.37 |
|
| S3 |
85.39 |
86.56 |
90.08 |
|
| S4 |
82.14 |
83.31 |
89.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.98 |
86.28 |
7.70 |
8.8% |
2.50 |
2.9% |
12% |
False |
True |
43,435 |
| 10 |
94.46 |
86.28 |
8.18 |
9.4% |
2.14 |
2.5% |
12% |
False |
True |
47,252 |
| 20 |
94.46 |
86.28 |
8.18 |
9.4% |
2.30 |
2.6% |
12% |
False |
True |
38,250 |
| 40 |
101.19 |
86.28 |
14.91 |
17.1% |
2.21 |
2.5% |
6% |
False |
True |
30,633 |
| 60 |
101.19 |
86.28 |
14.91 |
17.1% |
2.10 |
2.4% |
6% |
False |
True |
25,844 |
| 80 |
101.19 |
84.24 |
16.95 |
19.4% |
2.07 |
2.4% |
18% |
False |
False |
22,017 |
| 100 |
101.19 |
79.69 |
21.50 |
24.6% |
2.14 |
2.5% |
35% |
False |
False |
19,437 |
| 120 |
103.38 |
79.69 |
23.69 |
27.2% |
2.10 |
2.4% |
32% |
False |
False |
17,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.76 |
|
2.618 |
99.02 |
|
1.618 |
95.50 |
|
1.000 |
93.32 |
|
0.618 |
91.98 |
|
HIGH |
89.80 |
|
0.618 |
88.46 |
|
0.500 |
88.04 |
|
0.382 |
87.62 |
|
LOW |
86.28 |
|
0.618 |
84.10 |
|
1.000 |
82.76 |
|
1.618 |
80.58 |
|
2.618 |
77.06 |
|
4.250 |
71.32 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.04 |
90.13 |
| PP |
87.77 |
89.16 |
| S1 |
87.50 |
88.20 |
|