NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.58 |
93.70 |
1.12 |
1.2% |
90.77 |
| High |
94.20 |
94.00 |
-0.20 |
-0.2% |
94.87 |
| Low |
92.52 |
92.56 |
0.04 |
0.0% |
89.61 |
| Close |
93.47 |
93.24 |
-0.23 |
-0.2% |
93.24 |
| Range |
1.68 |
1.44 |
-0.24 |
-14.3% |
5.26 |
| ATR |
2.27 |
2.21 |
-0.06 |
-2.6% |
0.00 |
| Volume |
29,878 |
29,087 |
-791 |
-2.6% |
124,159 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.59 |
96.85 |
94.03 |
|
| R3 |
96.15 |
95.41 |
93.64 |
|
| R2 |
94.71 |
94.71 |
93.50 |
|
| R1 |
93.97 |
93.97 |
93.37 |
93.62 |
| PP |
93.27 |
93.27 |
93.27 |
93.09 |
| S1 |
92.53 |
92.53 |
93.11 |
92.18 |
| S2 |
91.83 |
91.83 |
92.98 |
|
| S3 |
90.39 |
91.09 |
92.84 |
|
| S4 |
88.95 |
89.65 |
92.45 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.35 |
106.06 |
96.13 |
|
| R3 |
103.09 |
100.80 |
94.69 |
|
| R2 |
97.83 |
97.83 |
94.20 |
|
| R1 |
95.54 |
95.54 |
93.72 |
96.69 |
| PP |
92.57 |
92.57 |
92.57 |
93.15 |
| S1 |
90.28 |
90.28 |
92.76 |
91.43 |
| S2 |
87.31 |
87.31 |
92.28 |
|
| S3 |
82.05 |
85.02 |
91.79 |
|
| S4 |
76.79 |
79.76 |
90.35 |
|
|
| 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% |
2.10 |
2.3% |
69% |
False |
False |
24,831 |
| 10 |
94.87 |
89.01 |
5.86 |
6.3% |
2.38 |
2.6% |
72% |
False |
False |
21,384 |
| 20 |
100.63 |
89.01 |
11.62 |
12.5% |
2.39 |
2.6% |
36% |
False |
False |
19,316 |
| 40 |
101.53 |
89.01 |
12.52 |
13.4% |
2.01 |
2.2% |
34% |
False |
False |
15,925 |
| 60 |
101.53 |
88.66 |
12.87 |
13.8% |
1.91 |
2.0% |
36% |
False |
False |
13,311 |
| 80 |
101.53 |
80.09 |
21.44 |
23.0% |
1.96 |
2.1% |
61% |
False |
False |
11,430 |
| 100 |
101.53 |
80.09 |
21.44 |
23.0% |
1.84 |
2.0% |
61% |
False |
False |
9,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.12 |
|
2.618 |
97.77 |
|
1.618 |
96.33 |
|
1.000 |
95.44 |
|
0.618 |
94.89 |
|
HIGH |
94.00 |
|
0.618 |
93.45 |
|
0.500 |
93.28 |
|
0.382 |
93.11 |
|
LOW |
92.56 |
|
0.618 |
91.67 |
|
1.000 |
91.12 |
|
1.618 |
90.23 |
|
2.618 |
88.79 |
|
4.250 |
86.44 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.28 |
93.64 |
| PP |
93.27 |
93.50 |
| S1 |
93.25 |
93.37 |
|