NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
92.41 |
91.63 |
-0.78 |
-0.8% |
89.85 |
High |
92.64 |
92.20 |
-0.44 |
-0.5% |
93.66 |
Low |
91.16 |
89.79 |
-1.37 |
-1.5% |
88.21 |
Close |
91.86 |
91.85 |
-0.01 |
0.0% |
91.86 |
Range |
1.48 |
2.41 |
0.93 |
62.8% |
5.45 |
ATR |
2.39 |
2.39 |
0.00 |
0.1% |
0.00 |
Volume |
198,462 |
269,016 |
70,554 |
35.6% |
1,382,779 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.51 |
97.59 |
93.18 |
|
R3 |
96.10 |
95.18 |
92.51 |
|
R2 |
93.69 |
93.69 |
92.29 |
|
R1 |
92.77 |
92.77 |
92.07 |
93.23 |
PP |
91.28 |
91.28 |
91.28 |
91.51 |
S1 |
90.36 |
90.36 |
91.63 |
90.82 |
S2 |
88.87 |
88.87 |
91.41 |
|
S3 |
86.46 |
87.95 |
91.19 |
|
S4 |
84.05 |
85.54 |
90.52 |
|
|
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 |
89.29 |
4.37 |
4.8% |
2.40 |
2.6% |
59% |
False |
False |
289,821 |
10 |
93.66 |
87.70 |
5.96 |
6.5% |
2.58 |
2.8% |
70% |
False |
False |
273,954 |
20 |
97.55 |
87.70 |
9.85 |
10.7% |
2.46 |
2.7% |
42% |
False |
False |
254,119 |
40 |
100.73 |
87.70 |
13.03 |
14.2% |
2.28 |
2.5% |
32% |
False |
False |
161,038 |
60 |
100.73 |
87.50 |
13.23 |
14.4% |
2.22 |
2.4% |
33% |
False |
False |
120,657 |
80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.30 |
2.5% |
59% |
False |
False |
96,414 |
100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.33 |
2.5% |
59% |
False |
False |
80,014 |
120 |
107.15 |
78.83 |
28.32 |
30.8% |
2.23 |
2.4% |
46% |
False |
False |
68,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.44 |
2.618 |
98.51 |
1.618 |
96.10 |
1.000 |
94.61 |
0.618 |
93.69 |
HIGH |
92.20 |
0.618 |
91.28 |
0.500 |
91.00 |
0.382 |
90.71 |
LOW |
89.79 |
0.618 |
88.30 |
1.000 |
87.38 |
1.618 |
85.89 |
2.618 |
83.48 |
4.250 |
79.55 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
91.57 |
91.69 |
PP |
91.28 |
91.53 |
S1 |
91.00 |
91.37 |
|