NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
89.50 |
92.63 |
3.13 |
3.5% |
92.86 |
| High |
93.01 |
92.69 |
-0.32 |
-0.3% |
94.46 |
| Low |
89.21 |
90.26 |
1.05 |
1.2% |
89.01 |
| Close |
92.90 |
91.16 |
-1.74 |
-1.9% |
91.16 |
| Range |
3.80 |
2.43 |
-1.37 |
-36.1% |
5.45 |
| ATR |
2.24 |
2.27 |
0.03 |
1.3% |
0.00 |
| Volume |
30,209 |
16,387 |
-13,822 |
-45.8% |
89,681 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.66 |
97.34 |
92.50 |
|
| R3 |
96.23 |
94.91 |
91.83 |
|
| R2 |
93.80 |
93.80 |
91.61 |
|
| R1 |
92.48 |
92.48 |
91.38 |
91.93 |
| PP |
91.37 |
91.37 |
91.37 |
91.09 |
| S1 |
90.05 |
90.05 |
90.94 |
89.50 |
| S2 |
88.94 |
88.94 |
90.71 |
|
| S3 |
86.51 |
87.62 |
90.49 |
|
| S4 |
84.08 |
85.19 |
89.82 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.89 |
104.98 |
94.16 |
|
| R3 |
102.44 |
99.53 |
92.66 |
|
| R2 |
96.99 |
96.99 |
92.16 |
|
| R1 |
94.08 |
94.08 |
91.66 |
92.81 |
| PP |
91.54 |
91.54 |
91.54 |
90.91 |
| S1 |
88.63 |
88.63 |
90.66 |
87.36 |
| S2 |
86.09 |
86.09 |
90.16 |
|
| S3 |
80.64 |
83.18 |
89.66 |
|
| S4 |
75.19 |
77.73 |
88.16 |
|
|
| 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 |
6.0% |
2.65 |
2.9% |
39% |
False |
False |
17,936 |
| 10 |
94.46 |
89.01 |
5.45 |
6.0% |
2.31 |
2.5% |
39% |
False |
False |
16,612 |
| 20 |
101.53 |
89.01 |
12.52 |
13.7% |
2.25 |
2.5% |
17% |
False |
False |
17,480 |
| 40 |
101.53 |
89.01 |
12.52 |
13.7% |
1.94 |
2.1% |
17% |
False |
False |
13,856 |
| 60 |
101.53 |
88.66 |
12.87 |
14.1% |
1.85 |
2.0% |
19% |
False |
False |
11,662 |
| 80 |
101.53 |
80.09 |
21.44 |
23.5% |
1.94 |
2.1% |
52% |
False |
False |
10,105 |
| 100 |
101.53 |
80.09 |
21.44 |
23.5% |
1.79 |
2.0% |
52% |
False |
False |
8,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.02 |
|
2.618 |
99.05 |
|
1.618 |
96.62 |
|
1.000 |
95.12 |
|
0.618 |
94.19 |
|
HIGH |
92.69 |
|
0.618 |
91.76 |
|
0.500 |
91.48 |
|
0.382 |
91.19 |
|
LOW |
90.26 |
|
0.618 |
88.76 |
|
1.000 |
87.83 |
|
1.618 |
86.33 |
|
2.618 |
83.90 |
|
4.250 |
79.93 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.48 |
91.11 |
| PP |
91.37 |
91.06 |
| S1 |
91.27 |
91.01 |
|