NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
89.60 |
87.14 |
-2.46 |
-2.7% |
92.53 |
| High |
89.80 |
88.01 |
-1.79 |
-2.0% |
93.98 |
| Low |
86.28 |
85.55 |
-0.73 |
-0.8% |
90.73 |
| Close |
87.23 |
86.29 |
-0.94 |
-1.1% |
90.97 |
| Range |
3.52 |
2.46 |
-1.06 |
-30.1% |
3.25 |
| ATR |
2.31 |
2.32 |
0.01 |
0.5% |
0.00 |
| Volume |
48,556 |
65,653 |
17,097 |
35.2% |
209,935 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.00 |
92.60 |
87.64 |
|
| R3 |
91.54 |
90.14 |
86.97 |
|
| R2 |
89.08 |
89.08 |
86.74 |
|
| R1 |
87.68 |
87.68 |
86.52 |
87.15 |
| PP |
86.62 |
86.62 |
86.62 |
86.35 |
| S1 |
85.22 |
85.22 |
86.06 |
84.69 |
| S2 |
84.16 |
84.16 |
85.84 |
|
| S3 |
81.70 |
82.76 |
85.61 |
|
| S4 |
79.24 |
80.30 |
84.94 |
|
|
| 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 |
85.55 |
8.43 |
9.8% |
2.75 |
3.2% |
9% |
False |
True |
48,061 |
| 10 |
93.98 |
85.55 |
8.43 |
9.8% |
2.13 |
2.5% |
9% |
False |
True |
48,397 |
| 20 |
94.46 |
85.55 |
8.91 |
10.3% |
2.31 |
2.7% |
8% |
False |
True |
40,339 |
| 40 |
101.19 |
85.55 |
15.64 |
18.1% |
2.25 |
2.6% |
5% |
False |
True |
31,906 |
| 60 |
101.19 |
85.55 |
15.64 |
18.1% |
2.10 |
2.4% |
5% |
False |
True |
26,829 |
| 80 |
101.19 |
85.55 |
15.64 |
18.1% |
2.07 |
2.4% |
5% |
False |
True |
22,691 |
| 100 |
101.19 |
79.69 |
21.50 |
24.9% |
2.14 |
2.5% |
31% |
False |
False |
19,990 |
| 120 |
101.19 |
79.69 |
21.50 |
24.9% |
2.08 |
2.4% |
31% |
False |
False |
17,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.47 |
|
2.618 |
94.45 |
|
1.618 |
91.99 |
|
1.000 |
90.47 |
|
0.618 |
89.53 |
|
HIGH |
88.01 |
|
0.618 |
87.07 |
|
0.500 |
86.78 |
|
0.382 |
86.49 |
|
LOW |
85.55 |
|
0.618 |
84.03 |
|
1.000 |
83.09 |
|
1.618 |
81.57 |
|
2.618 |
79.11 |
|
4.250 |
75.10 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.78 |
88.65 |
| PP |
86.62 |
87.86 |
| S1 |
86.45 |
87.08 |
|