NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.47 |
91.21 |
-1.26 |
-1.4% |
93.66 |
| High |
93.42 |
91.21 |
-2.21 |
-2.4% |
95.50 |
| Low |
91.00 |
88.31 |
-2.69 |
-3.0% |
92.52 |
| Close |
91.03 |
89.15 |
-1.88 |
-2.1% |
92.65 |
| Range |
2.42 |
2.90 |
0.48 |
19.8% |
2.98 |
| ATR |
2.03 |
2.09 |
0.06 |
3.1% |
0.00 |
| Volume |
21,095 |
17,659 |
-3,436 |
-16.3% |
119,548 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.26 |
96.60 |
90.75 |
|
| R3 |
95.36 |
93.70 |
89.95 |
|
| R2 |
92.46 |
92.46 |
89.68 |
|
| R1 |
90.80 |
90.80 |
89.42 |
90.18 |
| PP |
89.56 |
89.56 |
89.56 |
89.25 |
| S1 |
87.90 |
87.90 |
88.88 |
87.28 |
| S2 |
86.66 |
86.66 |
88.62 |
|
| S3 |
83.76 |
85.00 |
88.35 |
|
| S4 |
80.86 |
82.10 |
87.56 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.50 |
100.55 |
94.29 |
|
| R3 |
99.52 |
97.57 |
93.47 |
|
| R2 |
96.54 |
96.54 |
93.20 |
|
| R1 |
94.59 |
94.59 |
92.92 |
94.08 |
| PP |
93.56 |
93.56 |
93.56 |
93.30 |
| S1 |
91.61 |
91.61 |
92.38 |
91.10 |
| S2 |
90.58 |
90.58 |
92.10 |
|
| S3 |
87.60 |
88.63 |
91.83 |
|
| S4 |
84.62 |
85.65 |
91.01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.54 |
|
2.618 |
98.80 |
|
1.618 |
95.90 |
|
1.000 |
94.11 |
|
0.618 |
93.00 |
|
HIGH |
91.21 |
|
0.618 |
90.10 |
|
0.500 |
89.76 |
|
0.382 |
89.42 |
|
LOW |
88.31 |
|
0.618 |
86.52 |
|
1.000 |
85.41 |
|
1.618 |
83.62 |
|
2.618 |
80.72 |
|
4.250 |
75.99 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.76 |
91.91 |
| PP |
89.56 |
90.99 |
| S1 |
89.35 |
90.07 |
|