NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.49 |
92.58 |
-0.91 |
-1.0% |
92.86 |
| High |
94.87 |
94.20 |
-0.67 |
-0.7% |
94.46 |
| Low |
92.40 |
92.52 |
0.12 |
0.1% |
89.01 |
| Close |
92.58 |
93.47 |
0.89 |
1.0% |
91.16 |
| Range |
2.47 |
1.68 |
-0.79 |
-32.0% |
5.45 |
| ATR |
2.32 |
2.27 |
-0.05 |
-2.0% |
0.00 |
| Volume |
26,304 |
29,878 |
3,574 |
13.6% |
89,681 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.44 |
97.63 |
94.39 |
|
| R3 |
96.76 |
95.95 |
93.93 |
|
| R2 |
95.08 |
95.08 |
93.78 |
|
| R1 |
94.27 |
94.27 |
93.62 |
94.68 |
| PP |
93.40 |
93.40 |
93.40 |
93.60 |
| S1 |
92.59 |
92.59 |
93.32 |
93.00 |
| S2 |
91.72 |
91.72 |
93.16 |
|
| S3 |
90.04 |
90.91 |
93.01 |
|
| S4 |
88.36 |
89.23 |
92.55 |
|
|
| 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 |
89.61 |
5.26 |
5.6% |
2.30 |
2.5% |
73% |
False |
False |
22,291 |
| 10 |
94.87 |
89.01 |
5.86 |
6.3% |
2.35 |
2.5% |
76% |
False |
False |
19,379 |
| 20 |
101.53 |
89.01 |
12.52 |
13.4% |
2.42 |
2.6% |
36% |
False |
False |
19,114 |
| 40 |
101.53 |
89.01 |
12.52 |
13.4% |
2.01 |
2.2% |
36% |
False |
False |
15,499 |
| 60 |
101.53 |
88.66 |
12.87 |
13.8% |
1.92 |
2.1% |
37% |
False |
False |
12,924 |
| 80 |
101.53 |
80.09 |
21.44 |
22.9% |
1.98 |
2.1% |
62% |
False |
False |
11,098 |
| 100 |
101.53 |
80.09 |
21.44 |
22.9% |
1.84 |
2.0% |
62% |
False |
False |
9,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.34 |
|
2.618 |
98.60 |
|
1.618 |
96.92 |
|
1.000 |
95.88 |
|
0.618 |
95.24 |
|
HIGH |
94.20 |
|
0.618 |
93.56 |
|
0.500 |
93.36 |
|
0.382 |
93.16 |
|
LOW |
92.52 |
|
0.618 |
91.48 |
|
1.000 |
90.84 |
|
1.618 |
89.80 |
|
2.618 |
88.12 |
|
4.250 |
85.38 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.43 |
93.23 |
| PP |
93.40 |
92.99 |
| S1 |
93.36 |
92.76 |
|