NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.26 |
93.60 |
0.34 |
0.4% |
90.77 |
| High |
93.77 |
94.14 |
0.37 |
0.4% |
94.87 |
| Low |
92.94 |
92.96 |
0.02 |
0.0% |
89.61 |
| Close |
93.48 |
93.54 |
0.06 |
0.1% |
93.24 |
| Range |
0.83 |
1.18 |
0.35 |
42.2% |
5.26 |
| ATR |
2.12 |
2.05 |
-0.07 |
-3.2% |
0.00 |
| Volume |
22,069 |
17,487 |
-4,582 |
-20.8% |
124,159 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.09 |
96.49 |
94.19 |
|
| R3 |
95.91 |
95.31 |
93.86 |
|
| R2 |
94.73 |
94.73 |
93.76 |
|
| R1 |
94.13 |
94.13 |
93.65 |
93.84 |
| PP |
93.55 |
93.55 |
93.55 |
93.40 |
| S1 |
92.95 |
92.95 |
93.43 |
92.66 |
| S2 |
92.37 |
92.37 |
93.32 |
|
| S3 |
91.19 |
91.77 |
93.22 |
|
| S4 |
90.01 |
90.59 |
92.89 |
|
|
| 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 |
94.20 |
91.33 |
2.87 |
3.1% |
1.47 |
1.6% |
77% |
False |
False |
22,958 |
| 10 |
94.87 |
89.21 |
5.66 |
6.1% |
2.10 |
2.2% |
77% |
False |
False |
22,658 |
| 20 |
94.87 |
89.01 |
5.86 |
6.3% |
2.06 |
2.2% |
77% |
False |
False |
19,001 |
| 40 |
101.53 |
89.01 |
12.52 |
13.4% |
2.03 |
2.2% |
36% |
False |
False |
16,669 |
| 60 |
101.53 |
88.66 |
12.87 |
13.8% |
1.88 |
2.0% |
38% |
False |
False |
13,893 |
| 80 |
101.53 |
80.09 |
21.44 |
22.9% |
1.94 |
2.1% |
63% |
False |
False |
11,829 |
| 100 |
101.53 |
80.09 |
21.44 |
22.9% |
1.87 |
2.0% |
63% |
False |
False |
10,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.16 |
|
2.618 |
97.23 |
|
1.618 |
96.05 |
|
1.000 |
95.32 |
|
0.618 |
94.87 |
|
HIGH |
94.14 |
|
0.618 |
93.69 |
|
0.500 |
93.55 |
|
0.382 |
93.41 |
|
LOW |
92.96 |
|
0.618 |
92.23 |
|
1.000 |
91.78 |
|
1.618 |
91.05 |
|
2.618 |
89.87 |
|
4.250 |
87.95 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.55 |
93.27 |
| PP |
93.55 |
93.00 |
| S1 |
93.54 |
92.74 |
|