NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
91.63 |
91.76 |
0.13 |
0.1% |
89.85 |
High |
92.20 |
92.32 |
0.12 |
0.1% |
93.66 |
Low |
89.79 |
91.30 |
1.51 |
1.7% |
88.21 |
Close |
91.85 |
92.09 |
0.24 |
0.3% |
91.86 |
Range |
2.41 |
1.02 |
-1.39 |
-57.7% |
5.45 |
ATR |
2.39 |
2.29 |
-0.10 |
-4.1% |
0.00 |
Volume |
269,016 |
232,217 |
-36,799 |
-13.7% |
1,382,779 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.96 |
94.55 |
92.65 |
|
R3 |
93.94 |
93.53 |
92.37 |
|
R2 |
92.92 |
92.92 |
92.28 |
|
R1 |
92.51 |
92.51 |
92.18 |
92.72 |
PP |
91.90 |
91.90 |
91.90 |
92.01 |
S1 |
91.49 |
91.49 |
92.00 |
91.70 |
S2 |
90.88 |
90.88 |
91.90 |
|
S3 |
89.86 |
90.47 |
91.81 |
|
S4 |
88.84 |
89.45 |
91.53 |
|
|
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 |
89.79 |
3.87 |
4.2% |
1.88 |
2.0% |
59% |
False |
False |
260,656 |
10 |
93.66 |
87.70 |
5.96 |
6.5% |
2.55 |
2.8% |
74% |
False |
False |
279,403 |
20 |
96.50 |
87.70 |
8.80 |
9.6% |
2.41 |
2.6% |
50% |
False |
False |
256,934 |
40 |
100.73 |
87.70 |
13.03 |
14.1% |
2.27 |
2.5% |
34% |
False |
False |
165,895 |
60 |
100.73 |
87.50 |
13.23 |
14.4% |
2.18 |
2.4% |
35% |
False |
False |
124,118 |
80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.28 |
2.5% |
61% |
False |
False |
98,954 |
100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.33 |
2.5% |
61% |
False |
False |
82,235 |
120 |
107.15 |
78.83 |
28.32 |
30.8% |
2.23 |
2.4% |
47% |
False |
False |
70,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.66 |
2.618 |
94.99 |
1.618 |
93.97 |
1.000 |
93.34 |
0.618 |
92.95 |
HIGH |
92.32 |
0.618 |
91.93 |
0.500 |
91.81 |
0.382 |
91.69 |
LOW |
91.30 |
0.618 |
90.67 |
1.000 |
90.28 |
1.618 |
89.65 |
2.618 |
88.63 |
4.250 |
86.97 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
92.00 |
91.80 |
PP |
91.90 |
91.51 |
S1 |
91.81 |
91.22 |
|