NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
88.74 |
88.00 |
-0.74 |
-0.8% |
93.28 |
| High |
89.40 |
88.65 |
-0.75 |
-0.8% |
95.11 |
| Low |
87.15 |
87.33 |
0.18 |
0.2% |
92.00 |
| Close |
87.73 |
88.06 |
0.33 |
0.4% |
92.22 |
| Range |
2.25 |
1.32 |
-0.93 |
-41.3% |
3.11 |
| ATR |
2.00 |
1.95 |
-0.05 |
-2.4% |
0.00 |
| Volume |
5,753 |
10,780 |
5,027 |
87.4% |
41,816 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.97 |
91.34 |
88.79 |
|
| R3 |
90.65 |
90.02 |
88.42 |
|
| R2 |
89.33 |
89.33 |
88.30 |
|
| R1 |
88.70 |
88.70 |
88.18 |
89.02 |
| PP |
88.01 |
88.01 |
88.01 |
88.17 |
| S1 |
87.38 |
87.38 |
87.94 |
87.70 |
| S2 |
86.69 |
86.69 |
87.82 |
|
| S3 |
85.37 |
86.06 |
87.70 |
|
| S4 |
84.05 |
84.74 |
87.33 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.44 |
100.44 |
93.93 |
|
| R3 |
99.33 |
97.33 |
93.08 |
|
| R2 |
96.22 |
96.22 |
92.79 |
|
| R1 |
94.22 |
94.22 |
92.51 |
93.67 |
| PP |
93.11 |
93.11 |
93.11 |
92.83 |
| S1 |
91.11 |
91.11 |
91.93 |
90.56 |
| S2 |
90.00 |
90.00 |
91.65 |
|
| S3 |
86.89 |
88.00 |
91.36 |
|
| S4 |
83.78 |
84.89 |
90.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.11 |
87.15 |
7.96 |
9.0% |
2.44 |
2.8% |
11% |
False |
False |
8,498 |
| 10 |
95.11 |
87.15 |
7.96 |
9.0% |
1.83 |
2.1% |
11% |
False |
False |
8,292 |
| 20 |
95.40 |
87.15 |
8.25 |
9.4% |
1.94 |
2.2% |
11% |
False |
False |
7,559 |
| 40 |
101.50 |
87.15 |
14.35 |
16.3% |
1.82 |
2.1% |
6% |
False |
False |
8,165 |
| 60 |
101.50 |
87.15 |
14.35 |
16.3% |
1.59 |
1.8% |
6% |
False |
False |
7,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.26 |
|
2.618 |
92.11 |
|
1.618 |
90.79 |
|
1.000 |
89.97 |
|
0.618 |
89.47 |
|
HIGH |
88.65 |
|
0.618 |
88.15 |
|
0.500 |
87.99 |
|
0.382 |
87.83 |
|
LOW |
87.33 |
|
0.618 |
86.51 |
|
1.000 |
86.01 |
|
1.618 |
85.19 |
|
2.618 |
83.87 |
|
4.250 |
81.72 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.04 |
89.11 |
| PP |
88.01 |
88.76 |
| S1 |
87.99 |
88.41 |
|