NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.63 |
90.77 |
-1.86 |
-2.0% |
92.86 |
| High |
92.69 |
91.09 |
-1.60 |
-1.7% |
94.46 |
| Low |
90.26 |
89.61 |
-0.65 |
-0.7% |
89.01 |
| Close |
91.16 |
90.63 |
-0.53 |
-0.6% |
91.16 |
| Range |
2.43 |
1.48 |
-0.95 |
-39.1% |
5.45 |
| ATR |
2.27 |
2.22 |
-0.05 |
-2.3% |
0.00 |
| Volume |
16,387 |
23,776 |
7,389 |
45.1% |
89,681 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.88 |
94.24 |
91.44 |
|
| R3 |
93.40 |
92.76 |
91.04 |
|
| R2 |
91.92 |
91.92 |
90.90 |
|
| R1 |
91.28 |
91.28 |
90.77 |
90.86 |
| PP |
90.44 |
90.44 |
90.44 |
90.24 |
| S1 |
89.80 |
89.80 |
90.49 |
89.38 |
| S2 |
88.96 |
88.96 |
90.36 |
|
| S3 |
87.48 |
88.32 |
90.22 |
|
| S4 |
86.00 |
86.84 |
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 |
94.12 |
89.01 |
5.11 |
5.6% |
2.57 |
2.8% |
32% |
False |
False |
20,734 |
| 10 |
94.46 |
89.01 |
5.45 |
6.0% |
2.28 |
2.5% |
30% |
False |
False |
17,159 |
| 20 |
101.53 |
89.01 |
12.52 |
13.8% |
2.27 |
2.5% |
13% |
False |
False |
18,149 |
| 40 |
101.53 |
89.01 |
12.52 |
13.8% |
1.93 |
2.1% |
13% |
False |
False |
14,280 |
| 60 |
101.53 |
88.66 |
12.87 |
14.2% |
1.87 |
2.1% |
15% |
False |
False |
11,996 |
| 80 |
101.53 |
80.09 |
21.44 |
23.7% |
1.94 |
2.1% |
49% |
False |
False |
10,361 |
| 100 |
101.53 |
80.09 |
21.44 |
23.7% |
1.79 |
2.0% |
49% |
False |
False |
9,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.38 |
|
2.618 |
94.96 |
|
1.618 |
93.48 |
|
1.000 |
92.57 |
|
0.618 |
92.00 |
|
HIGH |
91.09 |
|
0.618 |
90.52 |
|
0.500 |
90.35 |
|
0.382 |
90.18 |
|
LOW |
89.61 |
|
0.618 |
88.70 |
|
1.000 |
88.13 |
|
1.618 |
87.22 |
|
2.618 |
85.74 |
|
4.250 |
83.32 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.54 |
91.11 |
| PP |
90.44 |
90.95 |
| S1 |
90.35 |
90.79 |
|