NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.29 |
86.80 |
0.51 |
0.6% |
90.96 |
| High |
87.25 |
88.21 |
0.96 |
1.1% |
92.17 |
| Low |
86.22 |
86.72 |
0.50 |
0.6% |
86.08 |
| Close |
86.73 |
87.28 |
0.55 |
0.6% |
87.34 |
| Range |
1.03 |
1.49 |
0.46 |
44.7% |
6.09 |
| ATR |
2.02 |
1.98 |
-0.04 |
-1.9% |
0.00 |
| Volume |
29,786 |
19,494 |
-10,292 |
-34.6% |
141,091 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.87 |
91.07 |
88.10 |
|
| R3 |
90.38 |
89.58 |
87.69 |
|
| R2 |
88.89 |
88.89 |
87.55 |
|
| R1 |
88.09 |
88.09 |
87.42 |
88.49 |
| PP |
87.40 |
87.40 |
87.40 |
87.61 |
| S1 |
86.60 |
86.60 |
87.14 |
87.00 |
| S2 |
85.91 |
85.91 |
87.01 |
|
| S3 |
84.42 |
85.11 |
86.87 |
|
| S4 |
82.93 |
83.62 |
86.46 |
|
|
| 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 |
88.21 |
85.76 |
2.45 |
2.8% |
1.36 |
1.6% |
62% |
True |
False |
29,677 |
| 10 |
94.42 |
85.76 |
8.66 |
9.9% |
2.04 |
2.3% |
18% |
False |
False |
25,095 |
| 20 |
94.87 |
85.76 |
9.11 |
10.4% |
2.07 |
2.4% |
17% |
False |
False |
23,876 |
| 40 |
101.53 |
85.76 |
15.77 |
18.1% |
2.13 |
2.4% |
10% |
False |
False |
20,243 |
| 60 |
101.53 |
85.76 |
15.77 |
18.1% |
1.91 |
2.2% |
10% |
False |
False |
16,741 |
| 80 |
101.53 |
85.76 |
15.77 |
18.1% |
1.88 |
2.2% |
10% |
False |
False |
14,259 |
| 100 |
101.53 |
80.09 |
21.44 |
24.6% |
1.93 |
2.2% |
34% |
False |
False |
12,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.54 |
|
2.618 |
92.11 |
|
1.618 |
90.62 |
|
1.000 |
89.70 |
|
0.618 |
89.13 |
|
HIGH |
88.21 |
|
0.618 |
87.64 |
|
0.500 |
87.47 |
|
0.382 |
87.29 |
|
LOW |
86.72 |
|
0.618 |
85.80 |
|
1.000 |
85.23 |
|
1.618 |
84.31 |
|
2.618 |
82.82 |
|
4.250 |
80.39 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.47 |
87.18 |
| PP |
87.40 |
87.08 |
| S1 |
87.34 |
86.99 |
|