NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.90 |
89.50 |
-3.40 |
-3.7% |
93.90 |
| High |
92.99 |
93.01 |
0.02 |
0.0% |
94.19 |
| Low |
89.01 |
89.21 |
0.20 |
0.2% |
90.19 |
| Close |
89.41 |
92.90 |
3.49 |
3.9% |
93.42 |
| Range |
3.98 |
3.80 |
-0.18 |
-4.5% |
4.00 |
| ATR |
2.12 |
2.24 |
0.12 |
5.6% |
0.00 |
| Volume |
16,713 |
30,209 |
13,496 |
80.8% |
76,442 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.11 |
101.80 |
94.99 |
|
| R3 |
99.31 |
98.00 |
93.95 |
|
| R2 |
95.51 |
95.51 |
93.60 |
|
| R1 |
94.20 |
94.20 |
93.25 |
94.86 |
| PP |
91.71 |
91.71 |
91.71 |
92.03 |
| S1 |
90.40 |
90.40 |
92.55 |
91.06 |
| S2 |
87.91 |
87.91 |
92.20 |
|
| S3 |
84.11 |
86.60 |
91.86 |
|
| S4 |
80.31 |
82.80 |
90.81 |
|
|
| 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 |
89.01 |
5.45 |
5.9% |
2.39 |
2.6% |
71% |
False |
False |
16,467 |
| 10 |
94.84 |
89.01 |
5.83 |
6.3% |
2.18 |
2.3% |
67% |
False |
False |
16,659 |
| 20 |
101.53 |
89.01 |
12.52 |
13.5% |
2.25 |
2.4% |
31% |
False |
False |
17,522 |
| 40 |
101.53 |
89.01 |
12.52 |
13.5% |
1.90 |
2.0% |
31% |
False |
False |
13,691 |
| 60 |
101.53 |
86.74 |
14.79 |
15.9% |
1.84 |
2.0% |
42% |
False |
False |
11,477 |
| 80 |
101.53 |
80.09 |
21.44 |
23.1% |
1.93 |
2.1% |
60% |
False |
False |
9,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.16 |
|
2.618 |
102.96 |
|
1.618 |
99.16 |
|
1.000 |
96.81 |
|
0.618 |
95.36 |
|
HIGH |
93.01 |
|
0.618 |
91.56 |
|
0.500 |
91.11 |
|
0.382 |
90.66 |
|
LOW |
89.21 |
|
0.618 |
86.86 |
|
1.000 |
85.41 |
|
1.618 |
83.06 |
|
2.618 |
79.26 |
|
4.250 |
73.06 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.30 |
92.46 |
| PP |
91.71 |
92.01 |
| S1 |
91.11 |
91.57 |
|