NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.93 |
91.41 |
-2.52 |
-2.7% |
92.98 |
| High |
94.85 |
92.60 |
-2.25 |
-2.4% |
94.85 |
| Low |
91.81 |
90.14 |
-1.67 |
-1.8% |
91.81 |
| Close |
91.89 |
90.19 |
-1.70 |
-1.9% |
91.89 |
| Range |
3.04 |
2.46 |
-0.58 |
-19.1% |
3.04 |
| ATR |
2.04 |
2.07 |
0.03 |
1.5% |
0.00 |
| Volume |
20,422 |
15,791 |
-4,631 |
-22.7% |
83,940 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.36 |
96.73 |
91.54 |
|
| R3 |
95.90 |
94.27 |
90.87 |
|
| R2 |
93.44 |
93.44 |
90.64 |
|
| R1 |
91.81 |
91.81 |
90.42 |
91.40 |
| PP |
90.98 |
90.98 |
90.98 |
90.77 |
| S1 |
89.35 |
89.35 |
89.96 |
88.94 |
| S2 |
88.52 |
88.52 |
89.74 |
|
| S3 |
86.06 |
86.89 |
89.51 |
|
| S4 |
83.60 |
84.43 |
88.84 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.97 |
99.97 |
93.56 |
|
| R3 |
98.93 |
96.93 |
92.73 |
|
| R2 |
95.89 |
95.89 |
92.45 |
|
| R1 |
93.89 |
93.89 |
92.17 |
93.37 |
| PP |
92.85 |
92.85 |
92.85 |
92.59 |
| S1 |
90.85 |
90.85 |
91.61 |
90.33 |
| S2 |
89.81 |
89.81 |
91.33 |
|
| S3 |
86.77 |
87.81 |
91.05 |
|
| S4 |
83.73 |
84.77 |
90.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.85 |
90.14 |
4.71 |
5.2% |
1.80 |
2.0% |
1% |
False |
True |
17,002 |
| 10 |
95.21 |
90.14 |
5.07 |
5.6% |
1.99 |
2.2% |
1% |
False |
True |
19,305 |
| 20 |
95.21 |
89.46 |
5.75 |
6.4% |
2.08 |
2.3% |
13% |
False |
False |
17,975 |
| 40 |
101.78 |
89.46 |
12.32 |
13.7% |
2.02 |
2.2% |
6% |
False |
False |
17,277 |
| 60 |
101.78 |
89.39 |
12.39 |
13.7% |
1.85 |
2.0% |
6% |
False |
False |
15,572 |
| 80 |
101.78 |
81.83 |
19.95 |
22.1% |
1.88 |
2.1% |
42% |
False |
False |
13,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.06 |
|
2.618 |
99.04 |
|
1.618 |
96.58 |
|
1.000 |
95.06 |
|
0.618 |
94.12 |
|
HIGH |
92.60 |
|
0.618 |
91.66 |
|
0.500 |
91.37 |
|
0.382 |
91.08 |
|
LOW |
90.14 |
|
0.618 |
88.62 |
|
1.000 |
87.68 |
|
1.618 |
86.16 |
|
2.618 |
83.70 |
|
4.250 |
79.69 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.37 |
92.50 |
| PP |
90.98 |
91.73 |
| S1 |
90.58 |
90.96 |
|