NYMEX Light Sweet Crude Oil Future July 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 |
88.38 |
88.88 |
0.50 |
0.6% |
92.44 |
| High |
89.22 |
89.16 |
-0.06 |
-0.1% |
92.79 |
| Low |
88.15 |
88.16 |
0.01 |
0.0% |
88.15 |
| Close |
88.80 |
89.16 |
0.36 |
0.4% |
89.16 |
| Range |
1.07 |
1.00 |
-0.07 |
-6.5% |
4.64 |
| ATR |
|
|
|
|
|
| Volume |
4,325 |
3,306 |
-1,019 |
-23.6% |
16,558 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.83 |
91.49 |
89.71 |
|
| R3 |
90.83 |
90.49 |
89.44 |
|
| R2 |
89.83 |
89.83 |
89.34 |
|
| R1 |
89.49 |
89.49 |
89.25 |
89.66 |
| PP |
88.83 |
88.83 |
88.83 |
88.91 |
| S1 |
88.49 |
88.49 |
89.07 |
88.66 |
| S2 |
87.83 |
87.83 |
88.98 |
|
| S3 |
86.83 |
87.49 |
88.89 |
|
| S4 |
85.83 |
86.49 |
88.61 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.95 |
101.20 |
91.71 |
|
| R3 |
99.31 |
96.56 |
90.44 |
|
| R2 |
94.67 |
94.67 |
90.01 |
|
| R1 |
91.92 |
91.92 |
89.59 |
90.98 |
| PP |
90.03 |
90.03 |
90.03 |
89.56 |
| S1 |
87.28 |
87.28 |
88.73 |
86.34 |
| S2 |
85.39 |
85.39 |
88.31 |
|
| S3 |
80.75 |
82.64 |
87.88 |
|
| S4 |
76.11 |
78.00 |
86.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.41 |
|
2.618 |
91.78 |
|
1.618 |
90.78 |
|
1.000 |
90.16 |
|
0.618 |
89.78 |
|
HIGH |
89.16 |
|
0.618 |
88.78 |
|
0.500 |
88.66 |
|
0.382 |
88.54 |
|
LOW |
88.16 |
|
0.618 |
87.54 |
|
1.000 |
87.16 |
|
1.618 |
86.54 |
|
2.618 |
85.54 |
|
4.250 |
83.91 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.99 |
89.04 |
| PP |
88.83 |
88.92 |
| S1 |
88.66 |
88.80 |
|