NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
87.90 |
86.75 |
-1.15 |
-1.3% |
91.41 |
| High |
87.90 |
87.72 |
-0.18 |
-0.2% |
92.60 |
| Low |
86.37 |
86.74 |
0.37 |
0.4% |
86.56 |
| Close |
87.13 |
87.28 |
0.15 |
0.2% |
87.87 |
| Range |
1.53 |
0.98 |
-0.55 |
-35.9% |
6.04 |
| ATR |
2.03 |
1.95 |
-0.07 |
-3.7% |
0.00 |
| Volume |
24,203 |
23,081 |
-1,122 |
-4.6% |
115,917 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.19 |
89.71 |
87.82 |
|
| R3 |
89.21 |
88.73 |
87.55 |
|
| R2 |
88.23 |
88.23 |
87.46 |
|
| R1 |
87.75 |
87.75 |
87.37 |
87.99 |
| PP |
87.25 |
87.25 |
87.25 |
87.37 |
| S1 |
86.77 |
86.77 |
87.19 |
87.01 |
| S2 |
86.27 |
86.27 |
87.10 |
|
| S3 |
85.29 |
85.79 |
87.01 |
|
| S4 |
84.31 |
84.81 |
86.74 |
|
|
| 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 |
88.97 |
86.37 |
2.60 |
3.0% |
1.53 |
1.7% |
35% |
False |
False |
24,850 |
| 10 |
94.85 |
86.37 |
8.48 |
9.7% |
1.92 |
2.2% |
11% |
False |
False |
21,268 |
| 20 |
95.21 |
86.37 |
8.84 |
10.1% |
2.10 |
2.4% |
10% |
False |
False |
21,432 |
| 40 |
101.78 |
86.37 |
15.41 |
17.7% |
2.04 |
2.3% |
6% |
False |
False |
19,013 |
| 60 |
101.78 |
86.37 |
15.41 |
17.7% |
1.84 |
2.1% |
6% |
False |
False |
17,017 |
| 80 |
101.78 |
86.37 |
15.41 |
17.7% |
1.79 |
2.1% |
6% |
False |
False |
14,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.89 |
|
2.618 |
90.29 |
|
1.618 |
89.31 |
|
1.000 |
88.70 |
|
0.618 |
88.33 |
|
HIGH |
87.72 |
|
0.618 |
87.35 |
|
0.500 |
87.23 |
|
0.382 |
87.11 |
|
LOW |
86.74 |
|
0.618 |
86.13 |
|
1.000 |
85.76 |
|
1.618 |
85.15 |
|
2.618 |
84.17 |
|
4.250 |
82.58 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.26 |
87.24 |
| PP |
87.25 |
87.19 |
| S1 |
87.23 |
87.15 |
|