NYMEX Light Sweet Crude Oil Future March 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 |
87.36 |
87.47 |
0.11 |
0.1% |
91.41 |
| High |
88.27 |
87.92 |
-0.35 |
-0.4% |
92.60 |
| Low |
86.89 |
86.56 |
-0.33 |
-0.4% |
86.56 |
| Close |
87.66 |
87.87 |
0.21 |
0.2% |
87.87 |
| Range |
1.38 |
1.36 |
-0.02 |
-1.4% |
6.04 |
| ATR |
2.12 |
2.07 |
-0.05 |
-2.6% |
0.00 |
| Volume |
31,592 |
20,367 |
-11,225 |
-35.5% |
115,917 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.53 |
91.06 |
88.62 |
|
| R3 |
90.17 |
89.70 |
88.24 |
|
| R2 |
88.81 |
88.81 |
88.12 |
|
| R1 |
88.34 |
88.34 |
87.99 |
88.58 |
| PP |
87.45 |
87.45 |
87.45 |
87.57 |
| S1 |
86.98 |
86.98 |
87.75 |
87.22 |
| S2 |
86.09 |
86.09 |
87.62 |
|
| S3 |
84.73 |
85.62 |
87.50 |
|
| S4 |
83.37 |
84.26 |
87.12 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.13 |
103.54 |
91.19 |
|
| R3 |
101.09 |
97.50 |
89.53 |
|
| R2 |
95.05 |
95.05 |
88.98 |
|
| R1 |
91.46 |
91.46 |
88.42 |
90.24 |
| PP |
89.01 |
89.01 |
89.01 |
88.40 |
| S1 |
85.42 |
85.42 |
87.32 |
84.20 |
| S2 |
82.97 |
82.97 |
86.76 |
|
| S3 |
76.93 |
79.38 |
86.21 |
|
| S4 |
70.89 |
73.34 |
84.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.60 |
86.56 |
6.04 |
6.9% |
2.19 |
2.5% |
22% |
False |
True |
23,183 |
| 10 |
94.85 |
86.56 |
8.29 |
9.4% |
1.97 |
2.2% |
16% |
False |
True |
19,985 |
| 20 |
95.21 |
86.56 |
8.65 |
9.8% |
2.12 |
2.4% |
15% |
False |
True |
20,366 |
| 40 |
101.78 |
86.56 |
15.22 |
17.3% |
2.07 |
2.4% |
9% |
False |
True |
18,601 |
| 60 |
101.78 |
86.56 |
15.22 |
17.3% |
1.88 |
2.1% |
9% |
False |
True |
16,634 |
| 80 |
101.78 |
86.56 |
15.22 |
17.3% |
1.81 |
2.1% |
9% |
False |
True |
14,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.70 |
|
2.618 |
91.48 |
|
1.618 |
90.12 |
|
1.000 |
89.28 |
|
0.618 |
88.76 |
|
HIGH |
87.92 |
|
0.618 |
87.40 |
|
0.500 |
87.24 |
|
0.382 |
87.08 |
|
LOW |
86.56 |
|
0.618 |
85.72 |
|
1.000 |
85.20 |
|
1.618 |
84.36 |
|
2.618 |
83.00 |
|
4.250 |
80.78 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.66 |
87.84 |
| PP |
87.45 |
87.80 |
| S1 |
87.24 |
87.77 |
|