NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.96 |
90.16 |
-0.80 |
-0.9% |
93.05 |
| High |
92.17 |
90.31 |
-1.86 |
-2.0% |
94.42 |
| Low |
89.65 |
86.88 |
-2.77 |
-3.1% |
91.05 |
| Close |
89.70 |
87.77 |
-1.93 |
-2.2% |
91.45 |
| Range |
2.52 |
3.43 |
0.91 |
36.1% |
3.37 |
| ATR |
2.16 |
2.25 |
0.09 |
4.2% |
0.00 |
| Volume |
17,046 |
31,095 |
14,049 |
82.4% |
83,603 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.61 |
96.62 |
89.66 |
|
| R3 |
95.18 |
93.19 |
88.71 |
|
| R2 |
91.75 |
91.75 |
88.40 |
|
| R1 |
89.76 |
89.76 |
88.08 |
89.04 |
| PP |
88.32 |
88.32 |
88.32 |
87.96 |
| S1 |
86.33 |
86.33 |
87.46 |
85.61 |
| S2 |
84.89 |
84.89 |
87.14 |
|
| S3 |
81.46 |
82.90 |
86.83 |
|
| S4 |
78.03 |
79.47 |
85.88 |
|
|
| 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 |
86.88 |
7.54 |
8.6% |
2.46 |
2.8% |
12% |
False |
True |
18,681 |
| 10 |
94.87 |
86.88 |
7.99 |
9.1% |
2.10 |
2.4% |
11% |
False |
True |
21,701 |
| 20 |
94.87 |
86.88 |
7.99 |
9.1% |
2.24 |
2.5% |
11% |
False |
True |
19,449 |
| 40 |
101.53 |
86.88 |
14.65 |
16.7% |
2.12 |
2.4% |
6% |
False |
True |
17,326 |
| 60 |
101.53 |
86.88 |
14.65 |
16.7% |
1.97 |
2.2% |
6% |
False |
True |
14,704 |
| 80 |
101.53 |
84.64 |
16.89 |
19.2% |
1.94 |
2.2% |
19% |
False |
False |
12,539 |
| 100 |
101.53 |
80.09 |
21.44 |
24.4% |
1.94 |
2.2% |
36% |
False |
False |
11,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.89 |
|
2.618 |
99.29 |
|
1.618 |
95.86 |
|
1.000 |
93.74 |
|
0.618 |
92.43 |
|
HIGH |
90.31 |
|
0.618 |
89.00 |
|
0.500 |
88.60 |
|
0.382 |
88.19 |
|
LOW |
86.88 |
|
0.618 |
84.76 |
|
1.000 |
83.45 |
|
1.618 |
81.33 |
|
2.618 |
77.90 |
|
4.250 |
72.30 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.60 |
90.65 |
| PP |
88.32 |
89.69 |
| S1 |
88.05 |
88.73 |
|