NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
91.27 |
92.41 |
1.14 |
1.2% |
89.85 |
High |
92.94 |
92.64 |
-0.30 |
-0.3% |
93.66 |
Low |
91.09 |
91.16 |
0.07 |
0.1% |
88.21 |
Close |
92.07 |
91.86 |
-0.21 |
-0.2% |
91.86 |
Range |
1.85 |
1.48 |
-0.37 |
-20.0% |
5.45 |
ATR |
2.46 |
2.39 |
-0.07 |
-2.8% |
0.00 |
Volume |
300,087 |
198,462 |
-101,625 |
-33.9% |
1,382,779 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.33 |
95.57 |
92.67 |
|
R3 |
94.85 |
94.09 |
92.27 |
|
R2 |
93.37 |
93.37 |
92.13 |
|
R1 |
92.61 |
92.61 |
92.00 |
92.25 |
PP |
91.89 |
91.89 |
91.89 |
91.71 |
S1 |
91.13 |
91.13 |
91.72 |
90.77 |
S2 |
90.41 |
90.41 |
91.59 |
|
S3 |
88.93 |
89.65 |
91.45 |
|
S4 |
87.45 |
88.17 |
91.05 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.59 |
105.18 |
94.86 |
|
R3 |
102.14 |
99.73 |
93.36 |
|
R2 |
96.69 |
96.69 |
92.86 |
|
R1 |
94.28 |
94.28 |
92.36 |
95.49 |
PP |
91.24 |
91.24 |
91.24 |
91.85 |
S1 |
88.83 |
88.83 |
91.36 |
90.04 |
S2 |
85.79 |
85.79 |
90.86 |
|
S3 |
80.34 |
83.38 |
90.36 |
|
S4 |
74.89 |
77.93 |
88.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.66 |
88.21 |
5.45 |
5.9% |
2.25 |
2.5% |
67% |
False |
False |
276,555 |
10 |
93.66 |
87.70 |
5.96 |
6.5% |
2.54 |
2.8% |
70% |
False |
False |
268,653 |
20 |
99.81 |
87.70 |
12.11 |
13.2% |
2.58 |
2.8% |
34% |
False |
False |
249,243 |
40 |
100.73 |
87.70 |
13.03 |
14.2% |
2.26 |
2.5% |
32% |
False |
False |
155,106 |
60 |
100.73 |
87.50 |
13.23 |
14.4% |
2.21 |
2.4% |
33% |
False |
False |
116,752 |
80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.31 |
2.5% |
59% |
False |
False |
93,480 |
100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.33 |
2.5% |
59% |
False |
False |
77,410 |
120 |
107.15 |
78.83 |
28.32 |
30.8% |
2.22 |
2.4% |
46% |
False |
False |
66,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.93 |
2.618 |
96.51 |
1.618 |
95.03 |
1.000 |
94.12 |
0.618 |
93.55 |
HIGH |
92.64 |
0.618 |
92.07 |
0.500 |
91.90 |
0.382 |
91.73 |
LOW |
91.16 |
0.618 |
90.25 |
1.000 |
89.68 |
1.618 |
88.77 |
2.618 |
87.29 |
4.250 |
84.87 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
91.90 |
92.34 |
PP |
91.89 |
92.18 |
S1 |
91.87 |
92.02 |
|