NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.60 |
93.45 |
-0.15 |
-0.2% |
90.77 |
| High |
94.14 |
93.90 |
-0.24 |
-0.3% |
94.87 |
| Low |
92.96 |
92.09 |
-0.87 |
-0.9% |
89.61 |
| Close |
93.54 |
93.48 |
-0.06 |
-0.1% |
93.24 |
| Range |
1.18 |
1.81 |
0.63 |
53.4% |
5.26 |
| ATR |
2.05 |
2.03 |
-0.02 |
-0.8% |
0.00 |
| Volume |
17,487 |
12,247 |
-5,240 |
-30.0% |
124,159 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.59 |
97.84 |
94.48 |
|
| R3 |
96.78 |
96.03 |
93.98 |
|
| R2 |
94.97 |
94.97 |
93.81 |
|
| R1 |
94.22 |
94.22 |
93.65 |
94.60 |
| PP |
93.16 |
93.16 |
93.16 |
93.34 |
| S1 |
92.41 |
92.41 |
93.31 |
92.79 |
| S2 |
91.35 |
91.35 |
93.15 |
|
| S3 |
89.54 |
90.60 |
92.98 |
|
| S4 |
87.73 |
88.79 |
92.48 |
|
|
| 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 |
94.14 |
91.33 |
2.81 |
3.0% |
1.50 |
1.6% |
77% |
False |
False |
19,431 |
| 10 |
94.87 |
89.61 |
5.26 |
5.6% |
1.90 |
2.0% |
74% |
False |
False |
20,861 |
| 20 |
94.87 |
89.01 |
5.86 |
6.3% |
2.04 |
2.2% |
76% |
False |
False |
18,760 |
| 40 |
101.53 |
89.01 |
12.52 |
13.4% |
2.05 |
2.2% |
36% |
False |
False |
16,680 |
| 60 |
101.53 |
89.01 |
12.52 |
13.4% |
1.87 |
2.0% |
36% |
False |
False |
13,953 |
| 80 |
101.53 |
80.09 |
21.44 |
22.9% |
1.95 |
2.1% |
62% |
False |
False |
11,951 |
| 100 |
101.53 |
80.09 |
21.44 |
22.9% |
1.88 |
2.0% |
62% |
False |
False |
10,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.59 |
|
2.618 |
98.64 |
|
1.618 |
96.83 |
|
1.000 |
95.71 |
|
0.618 |
95.02 |
|
HIGH |
93.90 |
|
0.618 |
93.21 |
|
0.500 |
93.00 |
|
0.382 |
92.78 |
|
LOW |
92.09 |
|
0.618 |
90.97 |
|
1.000 |
90.28 |
|
1.618 |
89.16 |
|
2.618 |
87.35 |
|
4.250 |
84.40 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.32 |
93.36 |
| PP |
93.16 |
93.24 |
| S1 |
93.00 |
93.12 |
|