NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 05-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
88.01 |
91.51 |
3.50 |
4.0% |
92.15 |
High |
91.84 |
91.71 |
-0.13 |
-0.1% |
93.33 |
Low |
87.91 |
89.01 |
1.10 |
1.3% |
87.70 |
Close |
91.71 |
89.88 |
-1.83 |
-2.0% |
89.88 |
Range |
3.93 |
2.70 |
-1.23 |
-31.3% |
5.63 |
ATR |
2.45 |
2.46 |
0.02 |
0.7% |
0.00 |
Volume |
291,389 |
279,131 |
-12,258 |
-4.2% |
1,303,759 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.30 |
96.79 |
91.37 |
|
R3 |
95.60 |
94.09 |
90.62 |
|
R2 |
92.90 |
92.90 |
90.38 |
|
R1 |
91.39 |
91.39 |
90.13 |
90.80 |
PP |
90.20 |
90.20 |
90.20 |
89.90 |
S1 |
88.69 |
88.69 |
89.63 |
88.10 |
S2 |
87.50 |
87.50 |
89.39 |
|
S3 |
84.80 |
85.99 |
89.14 |
|
S4 |
82.10 |
83.29 |
88.40 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.19 |
104.17 |
92.98 |
|
R3 |
101.56 |
98.54 |
91.43 |
|
R2 |
95.93 |
95.93 |
90.91 |
|
R1 |
92.91 |
92.91 |
90.40 |
91.61 |
PP |
90.30 |
90.30 |
90.30 |
89.65 |
S1 |
87.28 |
87.28 |
89.36 |
85.98 |
S2 |
84.67 |
84.67 |
88.85 |
|
S3 |
79.04 |
81.65 |
88.33 |
|
S4 |
73.41 |
76.02 |
86.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.33 |
87.70 |
5.63 |
6.3% |
2.83 |
3.1% |
39% |
False |
False |
260,751 |
10 |
93.33 |
87.70 |
5.63 |
6.3% |
2.51 |
2.8% |
39% |
False |
False |
245,063 |
20 |
100.73 |
87.70 |
13.03 |
14.5% |
2.45 |
2.7% |
17% |
False |
False |
204,342 |
40 |
100.73 |
87.70 |
13.03 |
14.5% |
2.20 |
2.4% |
17% |
False |
False |
126,463 |
60 |
100.73 |
86.87 |
13.86 |
15.4% |
2.19 |
2.4% |
22% |
False |
False |
95,592 |
80 |
100.73 |
78.83 |
21.90 |
24.4% |
2.31 |
2.6% |
50% |
False |
False |
77,128 |
100 |
100.73 |
78.83 |
21.90 |
24.4% |
2.30 |
2.6% |
50% |
False |
False |
63,982 |
120 |
107.15 |
78.83 |
28.32 |
31.5% |
2.17 |
2.4% |
39% |
False |
False |
54,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.19 |
2.618 |
98.78 |
1.618 |
96.08 |
1.000 |
94.41 |
0.618 |
93.38 |
HIGH |
91.71 |
0.618 |
90.68 |
0.500 |
90.36 |
0.382 |
90.04 |
LOW |
89.01 |
0.618 |
87.34 |
1.000 |
86.31 |
1.618 |
84.64 |
2.618 |
81.94 |
4.250 |
77.54 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
90.36 |
89.84 |
PP |
90.20 |
89.81 |
S1 |
90.04 |
89.77 |
|