NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.84 |
87.00 |
0.16 |
0.2% |
90.96 |
| High |
87.82 |
87.38 |
-0.44 |
-0.5% |
92.17 |
| Low |
86.39 |
86.08 |
-0.31 |
-0.4% |
86.08 |
| Close |
87.15 |
87.34 |
0.19 |
0.2% |
87.34 |
| Range |
1.43 |
1.30 |
-0.13 |
-9.1% |
6.09 |
| ATR |
2.20 |
2.13 |
-0.06 |
-2.9% |
0.00 |
| Volume |
37,975 |
28,327 |
-9,648 |
-25.4% |
141,091 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.83 |
90.39 |
88.06 |
|
| R3 |
89.53 |
89.09 |
87.70 |
|
| R2 |
88.23 |
88.23 |
87.58 |
|
| R1 |
87.79 |
87.79 |
87.46 |
88.01 |
| PP |
86.93 |
86.93 |
86.93 |
87.05 |
| S1 |
86.49 |
86.49 |
87.22 |
86.71 |
| S2 |
85.63 |
85.63 |
87.10 |
|
| S3 |
84.33 |
85.19 |
86.98 |
|
| S4 |
83.03 |
83.89 |
86.63 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.80 |
103.16 |
90.69 |
|
| R3 |
100.71 |
97.07 |
89.01 |
|
| R2 |
94.62 |
94.62 |
88.46 |
|
| R1 |
90.98 |
90.98 |
87.90 |
89.76 |
| PP |
88.53 |
88.53 |
88.53 |
87.92 |
| S1 |
84.89 |
84.89 |
86.78 |
83.67 |
| S2 |
82.44 |
82.44 |
86.22 |
|
| S3 |
76.35 |
78.80 |
85.67 |
|
| S4 |
70.26 |
72.71 |
83.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.17 |
86.08 |
6.09 |
7.0% |
2.22 |
2.5% |
21% |
False |
True |
28,218 |
| 10 |
94.42 |
86.08 |
8.34 |
9.5% |
2.05 |
2.3% |
15% |
False |
True |
22,469 |
| 20 |
94.87 |
86.08 |
8.79 |
10.1% |
2.21 |
2.5% |
14% |
False |
True |
21,926 |
| 40 |
101.53 |
86.08 |
15.45 |
17.7% |
2.15 |
2.5% |
8% |
False |
True |
19,050 |
| 60 |
101.53 |
86.08 |
15.45 |
17.7% |
1.96 |
2.2% |
8% |
False |
True |
15,877 |
| 80 |
101.53 |
86.08 |
15.45 |
17.7% |
1.90 |
2.2% |
8% |
False |
True |
13,435 |
| 100 |
101.53 |
80.09 |
21.44 |
24.5% |
1.95 |
2.2% |
34% |
False |
False |
11,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.91 |
|
2.618 |
90.78 |
|
1.618 |
89.48 |
|
1.000 |
88.68 |
|
0.618 |
88.18 |
|
HIGH |
87.38 |
|
0.618 |
86.88 |
|
0.500 |
86.73 |
|
0.382 |
86.58 |
|
LOW |
86.08 |
|
0.618 |
85.28 |
|
1.000 |
84.78 |
|
1.618 |
83.98 |
|
2.618 |
82.68 |
|
4.250 |
80.56 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.14 |
87.33 |
| PP |
86.93 |
87.32 |
| S1 |
86.73 |
87.31 |
|