NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
87.00 |
87.24 |
0.24 |
0.3% |
90.96 |
| High |
87.38 |
87.32 |
-0.06 |
-0.1% |
92.17 |
| Low |
86.08 |
85.76 |
-0.32 |
-0.4% |
86.08 |
| Close |
87.34 |
86.59 |
-0.75 |
-0.9% |
87.34 |
| Range |
1.30 |
1.56 |
0.26 |
20.0% |
6.09 |
| ATR |
2.13 |
2.10 |
-0.04 |
-1.9% |
0.00 |
| Volume |
28,327 |
32,807 |
4,480 |
15.8% |
141,091 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.24 |
90.47 |
87.45 |
|
| R3 |
89.68 |
88.91 |
87.02 |
|
| R2 |
88.12 |
88.12 |
86.88 |
|
| R1 |
87.35 |
87.35 |
86.73 |
86.96 |
| PP |
86.56 |
86.56 |
86.56 |
86.36 |
| S1 |
85.79 |
85.79 |
86.45 |
85.40 |
| S2 |
85.00 |
85.00 |
86.30 |
|
| S3 |
83.44 |
84.23 |
86.16 |
|
| S4 |
81.88 |
82.67 |
85.73 |
|
|
| 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 |
90.31 |
85.76 |
4.55 |
5.3% |
2.03 |
2.3% |
18% |
False |
True |
31,370 |
| 10 |
94.42 |
85.76 |
8.66 |
10.0% |
1.98 |
2.3% |
10% |
False |
True |
24,123 |
| 20 |
94.87 |
85.76 |
9.11 |
10.5% |
2.20 |
2.5% |
9% |
False |
True |
23,077 |
| 40 |
101.53 |
85.76 |
15.77 |
18.2% |
2.15 |
2.5% |
5% |
False |
True |
19,585 |
| 60 |
101.53 |
85.76 |
15.77 |
18.2% |
1.93 |
2.2% |
5% |
False |
True |
16,232 |
| 80 |
101.53 |
85.76 |
15.77 |
18.2% |
1.90 |
2.2% |
5% |
False |
True |
13,766 |
| 100 |
101.53 |
80.09 |
21.44 |
24.8% |
1.95 |
2.2% |
30% |
False |
False |
12,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.95 |
|
2.618 |
91.40 |
|
1.618 |
89.84 |
|
1.000 |
88.88 |
|
0.618 |
88.28 |
|
HIGH |
87.32 |
|
0.618 |
86.72 |
|
0.500 |
86.54 |
|
0.382 |
86.36 |
|
LOW |
85.76 |
|
0.618 |
84.80 |
|
1.000 |
84.20 |
|
1.618 |
83.24 |
|
2.618 |
81.68 |
|
4.250 |
79.13 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.57 |
86.79 |
| PP |
86.56 |
86.72 |
| S1 |
86.54 |
86.66 |
|