NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.46 |
92.86 |
-0.60 |
-0.6% |
93.90 |
| High |
93.77 |
94.46 |
0.69 |
0.7% |
94.19 |
| Low |
92.63 |
92.59 |
-0.04 |
0.0% |
90.19 |
| Close |
93.42 |
93.70 |
0.28 |
0.3% |
93.42 |
| Range |
1.14 |
1.87 |
0.73 |
64.0% |
4.00 |
| ATR |
2.04 |
2.03 |
-0.01 |
-0.6% |
0.00 |
| Volume |
9,044 |
9,783 |
739 |
8.2% |
76,442 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.19 |
98.32 |
94.73 |
|
| R3 |
97.32 |
96.45 |
94.21 |
|
| R2 |
95.45 |
95.45 |
94.04 |
|
| R1 |
94.58 |
94.58 |
93.87 |
95.02 |
| PP |
93.58 |
93.58 |
93.58 |
93.80 |
| S1 |
92.71 |
92.71 |
93.53 |
93.15 |
| S2 |
91.71 |
91.71 |
93.36 |
|
| S3 |
89.84 |
90.84 |
93.19 |
|
| S4 |
87.97 |
88.97 |
92.67 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.60 |
103.01 |
95.62 |
|
| R3 |
100.60 |
99.01 |
94.52 |
|
| R2 |
96.60 |
96.60 |
94.15 |
|
| R1 |
95.01 |
95.01 |
93.79 |
93.81 |
| PP |
92.60 |
92.60 |
92.60 |
92.00 |
| S1 |
91.01 |
91.01 |
93.05 |
89.81 |
| S2 |
88.60 |
88.60 |
92.69 |
|
| S3 |
84.60 |
87.01 |
92.32 |
|
| S4 |
80.60 |
83.01 |
91.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.46 |
90.19 |
4.27 |
4.6% |
1.98 |
2.1% |
82% |
True |
False |
13,583 |
| 10 |
98.00 |
90.19 |
7.81 |
8.3% |
2.13 |
2.3% |
45% |
False |
False |
14,476 |
| 20 |
101.53 |
90.19 |
11.34 |
12.1% |
2.10 |
2.2% |
31% |
False |
False |
16,092 |
| 40 |
101.53 |
90.19 |
11.34 |
12.1% |
1.79 |
1.9% |
31% |
False |
False |
12,810 |
| 60 |
101.53 |
86.36 |
15.17 |
16.2% |
1.79 |
1.9% |
48% |
False |
False |
10,662 |
| 80 |
101.53 |
80.09 |
21.44 |
22.9% |
1.88 |
2.0% |
63% |
False |
False |
9,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.41 |
|
2.618 |
99.36 |
|
1.618 |
97.49 |
|
1.000 |
96.33 |
|
0.618 |
95.62 |
|
HIGH |
94.46 |
|
0.618 |
93.75 |
|
0.500 |
93.53 |
|
0.382 |
93.30 |
|
LOW |
92.59 |
|
0.618 |
91.43 |
|
1.000 |
90.72 |
|
1.618 |
89.56 |
|
2.618 |
87.69 |
|
4.250 |
84.64 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.64 |
93.41 |
| PP |
93.58 |
93.12 |
| S1 |
93.53 |
92.83 |
|