NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.70 |
93.05 |
-0.65 |
-0.7% |
90.77 |
| High |
94.00 |
93.55 |
-0.45 |
-0.5% |
94.87 |
| Low |
92.56 |
91.33 |
-1.23 |
-1.3% |
89.61 |
| Close |
93.24 |
93.31 |
0.07 |
0.1% |
93.24 |
| Range |
1.44 |
2.22 |
0.78 |
54.2% |
5.26 |
| ATR |
2.21 |
2.21 |
0.00 |
0.0% |
0.00 |
| Volume |
29,087 |
16,269 |
-12,818 |
-44.1% |
124,159 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
98.57 |
94.53 |
|
| R3 |
97.17 |
96.35 |
93.92 |
|
| R2 |
94.95 |
94.95 |
93.72 |
|
| R1 |
94.13 |
94.13 |
93.51 |
94.54 |
| PP |
92.73 |
92.73 |
92.73 |
92.94 |
| S1 |
91.91 |
91.91 |
93.11 |
92.32 |
| S2 |
90.51 |
90.51 |
92.90 |
|
| S3 |
88.29 |
89.69 |
92.70 |
|
| S4 |
86.07 |
87.47 |
92.09 |
|
|
| 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 |
90.64 |
4.23 |
4.5% |
2.25 |
2.4% |
63% |
False |
False |
23,330 |
| 10 |
94.87 |
89.01 |
5.86 |
6.3% |
2.41 |
2.6% |
73% |
False |
False |
22,032 |
| 20 |
98.00 |
89.01 |
8.99 |
9.6% |
2.27 |
2.4% |
48% |
False |
False |
18,254 |
| 40 |
101.53 |
89.01 |
12.52 |
13.4% |
2.04 |
2.2% |
34% |
False |
False |
16,043 |
| 60 |
101.53 |
88.66 |
12.87 |
13.8% |
1.92 |
2.1% |
36% |
False |
False |
13,404 |
| 80 |
101.53 |
80.09 |
21.44 |
23.0% |
1.95 |
2.1% |
62% |
False |
False |
11,522 |
| 100 |
101.53 |
80.09 |
21.44 |
23.0% |
1.86 |
2.0% |
62% |
False |
False |
10,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.99 |
|
2.618 |
99.36 |
|
1.618 |
97.14 |
|
1.000 |
95.77 |
|
0.618 |
94.92 |
|
HIGH |
93.55 |
|
0.618 |
92.70 |
|
0.500 |
92.44 |
|
0.382 |
92.18 |
|
LOW |
91.33 |
|
0.618 |
89.96 |
|
1.000 |
89.11 |
|
1.618 |
87.74 |
|
2.618 |
85.52 |
|
4.250 |
81.90 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.02 |
93.13 |
| PP |
92.73 |
92.95 |
| S1 |
92.44 |
92.77 |
|