NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
91.25 |
93.49 |
2.24 |
2.5% |
92.86 |
| High |
94.09 |
94.87 |
0.78 |
0.8% |
94.46 |
| Low |
90.64 |
92.40 |
1.76 |
1.9% |
89.01 |
| Close |
93.72 |
92.58 |
-1.14 |
-1.2% |
91.16 |
| Range |
3.45 |
2.47 |
-0.98 |
-28.4% |
5.45 |
| ATR |
2.31 |
2.32 |
0.01 |
0.5% |
0.00 |
| Volume |
15,114 |
26,304 |
11,190 |
74.0% |
89,681 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.69 |
99.11 |
93.94 |
|
| R3 |
98.22 |
96.64 |
93.26 |
|
| R2 |
95.75 |
95.75 |
93.03 |
|
| R1 |
94.17 |
94.17 |
92.81 |
93.73 |
| PP |
93.28 |
93.28 |
93.28 |
93.06 |
| S1 |
91.70 |
91.70 |
92.35 |
91.26 |
| S2 |
90.81 |
90.81 |
92.13 |
|
| S3 |
88.34 |
89.23 |
91.90 |
|
| S4 |
85.87 |
86.76 |
91.22 |
|
|
| 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 |
94.87 |
89.21 |
5.66 |
6.1% |
2.73 |
2.9% |
60% |
True |
False |
22,358 |
| 10 |
94.87 |
89.01 |
5.86 |
6.3% |
2.42 |
2.6% |
61% |
True |
False |
18,654 |
| 20 |
101.53 |
89.01 |
12.52 |
13.5% |
2.43 |
2.6% |
29% |
False |
False |
18,338 |
| 40 |
101.53 |
89.01 |
12.52 |
13.5% |
2.02 |
2.2% |
29% |
False |
False |
14,910 |
| 60 |
101.53 |
88.66 |
12.87 |
13.9% |
1.91 |
2.1% |
30% |
False |
False |
12,540 |
| 80 |
101.53 |
80.09 |
21.44 |
23.2% |
1.98 |
2.1% |
58% |
False |
False |
10,806 |
| 100 |
101.53 |
80.09 |
21.44 |
23.2% |
1.83 |
2.0% |
58% |
False |
False |
9,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.37 |
|
2.618 |
101.34 |
|
1.618 |
98.87 |
|
1.000 |
97.34 |
|
0.618 |
96.40 |
|
HIGH |
94.87 |
|
0.618 |
93.93 |
|
0.500 |
93.64 |
|
0.382 |
93.34 |
|
LOW |
92.40 |
|
0.618 |
90.87 |
|
1.000 |
89.93 |
|
1.618 |
88.40 |
|
2.618 |
85.93 |
|
4.250 |
81.90 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.64 |
92.47 |
| PP |
93.28 |
92.35 |
| S1 |
92.93 |
92.24 |
|