NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.45 |
93.42 |
-0.03 |
0.0% |
93.05 |
| High |
93.90 |
94.42 |
0.52 |
0.6% |
94.42 |
| Low |
92.09 |
91.05 |
-1.04 |
-1.1% |
91.05 |
| Close |
93.48 |
91.45 |
-2.03 |
-2.2% |
91.45 |
| Range |
1.81 |
3.37 |
1.56 |
86.2% |
3.37 |
| ATR |
2.03 |
2.13 |
0.10 |
4.7% |
0.00 |
| Volume |
12,247 |
15,531 |
3,284 |
26.8% |
83,603 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.42 |
100.30 |
93.30 |
|
| R3 |
99.05 |
96.93 |
92.38 |
|
| R2 |
95.68 |
95.68 |
92.07 |
|
| R1 |
93.56 |
93.56 |
91.76 |
92.94 |
| PP |
92.31 |
92.31 |
92.31 |
91.99 |
| S1 |
90.19 |
90.19 |
91.14 |
89.57 |
| S2 |
88.94 |
88.94 |
90.83 |
|
| S3 |
85.57 |
86.82 |
90.52 |
|
| S4 |
82.20 |
83.45 |
89.60 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.42 |
100.30 |
93.30 |
|
| R3 |
99.05 |
96.93 |
92.38 |
|
| R2 |
95.68 |
95.68 |
92.07 |
|
| R1 |
93.56 |
93.56 |
91.76 |
92.94 |
| PP |
92.31 |
92.31 |
92.31 |
91.99 |
| S1 |
90.19 |
90.19 |
91.14 |
89.57 |
| S2 |
88.94 |
88.94 |
90.83 |
|
| S3 |
85.57 |
86.82 |
90.52 |
|
| S4 |
82.20 |
83.45 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.42 |
91.05 |
3.37 |
3.7% |
1.88 |
2.1% |
12% |
True |
True |
16,720 |
| 10 |
94.87 |
89.61 |
5.26 |
5.8% |
1.99 |
2.2% |
35% |
False |
False |
20,776 |
| 20 |
94.87 |
89.01 |
5.86 |
6.4% |
2.15 |
2.4% |
42% |
False |
False |
18,694 |
| 40 |
101.53 |
89.01 |
12.52 |
13.7% |
2.07 |
2.3% |
19% |
False |
False |
16,703 |
| 60 |
101.53 |
89.01 |
12.52 |
13.7% |
1.90 |
2.1% |
19% |
False |
False |
14,103 |
| 80 |
101.53 |
80.09 |
21.44 |
23.4% |
1.98 |
2.2% |
53% |
False |
False |
12,073 |
| 100 |
101.53 |
80.09 |
21.44 |
23.4% |
1.91 |
2.1% |
53% |
False |
False |
10,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.74 |
|
2.618 |
103.24 |
|
1.618 |
99.87 |
|
1.000 |
97.79 |
|
0.618 |
96.50 |
|
HIGH |
94.42 |
|
0.618 |
93.13 |
|
0.500 |
92.74 |
|
0.382 |
92.34 |
|
LOW |
91.05 |
|
0.618 |
88.97 |
|
1.000 |
87.68 |
|
1.618 |
85.60 |
|
2.618 |
82.23 |
|
4.250 |
76.73 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.74 |
92.74 |
| PP |
92.31 |
92.31 |
| S1 |
91.88 |
91.88 |
|