NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.73 |
93.30 |
-0.43 |
-0.5% |
93.26 |
| High |
95.40 |
94.80 |
-0.60 |
-0.6% |
95.00 |
| Low |
93.30 |
93.30 |
0.00 |
0.0% |
89.75 |
| Close |
93.30 |
94.23 |
0.93 |
1.0% |
91.86 |
| Range |
2.10 |
1.50 |
-0.60 |
-28.6% |
5.25 |
| ATR |
2.04 |
2.00 |
-0.04 |
-1.9% |
0.00 |
| Volume |
10,797 |
12,351 |
1,554 |
14.4% |
25,062 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.61 |
97.92 |
95.06 |
|
| R3 |
97.11 |
96.42 |
94.64 |
|
| R2 |
95.61 |
95.61 |
94.51 |
|
| R1 |
94.92 |
94.92 |
94.37 |
95.27 |
| PP |
94.11 |
94.11 |
94.11 |
94.28 |
| S1 |
93.42 |
93.42 |
94.09 |
93.77 |
| S2 |
92.61 |
92.61 |
93.96 |
|
| S3 |
91.11 |
91.92 |
93.82 |
|
| S4 |
89.61 |
90.42 |
93.41 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.95 |
105.16 |
94.75 |
|
| R3 |
102.70 |
99.91 |
93.30 |
|
| R2 |
97.45 |
97.45 |
92.82 |
|
| R1 |
94.66 |
94.66 |
92.34 |
93.43 |
| PP |
92.20 |
92.20 |
92.20 |
91.59 |
| S1 |
89.41 |
89.41 |
91.38 |
88.18 |
| S2 |
86.95 |
86.95 |
90.90 |
|
| S3 |
81.70 |
84.16 |
90.42 |
|
| S4 |
76.45 |
78.91 |
88.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.40 |
90.50 |
4.90 |
5.2% |
1.99 |
2.1% |
76% |
False |
False |
8,979 |
| 10 |
95.40 |
89.75 |
5.65 |
6.0% |
2.06 |
2.2% |
79% |
False |
False |
6,826 |
| 20 |
101.50 |
89.75 |
11.75 |
12.5% |
2.03 |
2.1% |
38% |
False |
False |
8,321 |
| 40 |
101.50 |
89.75 |
11.75 |
12.5% |
1.62 |
1.7% |
38% |
False |
False |
7,386 |
| 60 |
101.50 |
89.34 |
12.16 |
12.9% |
1.46 |
1.6% |
40% |
False |
False |
6,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.18 |
|
2.618 |
98.73 |
|
1.618 |
97.23 |
|
1.000 |
96.30 |
|
0.618 |
95.73 |
|
HIGH |
94.80 |
|
0.618 |
94.23 |
|
0.500 |
94.05 |
|
0.382 |
93.87 |
|
LOW |
93.30 |
|
0.618 |
92.37 |
|
1.000 |
91.80 |
|
1.618 |
90.87 |
|
2.618 |
89.37 |
|
4.250 |
86.93 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.17 |
93.96 |
| PP |
94.11 |
93.68 |
| S1 |
94.05 |
93.41 |
|