NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
91.21 |
91.85 |
0.64 |
0.7% |
92.89 |
| High |
91.48 |
94.56 |
3.08 |
3.4% |
94.83 |
| Low |
90.00 |
91.24 |
1.24 |
1.4% |
89.46 |
| Close |
91.04 |
94.13 |
3.09 |
3.4% |
91.57 |
| Range |
1.48 |
3.32 |
1.84 |
124.3% |
5.37 |
| ATR |
2.15 |
2.25 |
0.10 |
4.5% |
0.00 |
| Volume |
25,579 |
14,518 |
-11,061 |
-43.2% |
88,559 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.27 |
102.02 |
95.96 |
|
| R3 |
99.95 |
98.70 |
95.04 |
|
| R2 |
96.63 |
96.63 |
94.74 |
|
| R1 |
95.38 |
95.38 |
94.43 |
96.01 |
| PP |
93.31 |
93.31 |
93.31 |
93.62 |
| S1 |
92.06 |
92.06 |
93.83 |
92.69 |
| S2 |
89.99 |
89.99 |
93.52 |
|
| S3 |
86.67 |
88.74 |
93.22 |
|
| S4 |
83.35 |
85.42 |
92.30 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.06 |
105.19 |
94.52 |
|
| R3 |
102.69 |
99.82 |
93.05 |
|
| R2 |
97.32 |
97.32 |
92.55 |
|
| R1 |
94.45 |
94.45 |
92.06 |
93.20 |
| PP |
91.95 |
91.95 |
91.95 |
91.33 |
| S1 |
89.08 |
89.08 |
91.08 |
87.83 |
| S2 |
86.58 |
86.58 |
90.59 |
|
| S3 |
81.21 |
83.71 |
90.09 |
|
| S4 |
75.84 |
78.34 |
88.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.56 |
89.46 |
5.10 |
5.4% |
2.87 |
3.1% |
92% |
True |
False |
20,539 |
| 10 |
94.83 |
89.46 |
5.37 |
5.7% |
2.27 |
2.4% |
87% |
False |
False |
16,604 |
| 20 |
101.78 |
89.46 |
12.32 |
13.1% |
2.28 |
2.4% |
38% |
False |
False |
18,008 |
| 40 |
101.78 |
89.46 |
12.32 |
13.1% |
1.90 |
2.0% |
38% |
False |
False |
15,891 |
| 60 |
101.78 |
88.85 |
12.93 |
13.7% |
1.80 |
1.9% |
41% |
False |
False |
13,518 |
| 80 |
101.78 |
80.62 |
21.16 |
22.5% |
1.86 |
2.0% |
64% |
False |
False |
11,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.67 |
|
2.618 |
103.25 |
|
1.618 |
99.93 |
|
1.000 |
97.88 |
|
0.618 |
96.61 |
|
HIGH |
94.56 |
|
0.618 |
93.29 |
|
0.500 |
92.90 |
|
0.382 |
92.51 |
|
LOW |
91.24 |
|
0.618 |
89.19 |
|
1.000 |
87.92 |
|
1.618 |
85.87 |
|
2.618 |
82.55 |
|
4.250 |
77.13 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.72 |
93.51 |
| PP |
93.31 |
92.90 |
| S1 |
92.90 |
92.28 |
|