NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
92.08 |
92.06 |
-0.02 |
0.0% |
89.85 |
High |
92.85 |
92.59 |
-0.26 |
-0.3% |
93.66 |
Low |
91.55 |
90.66 |
-0.89 |
-1.0% |
88.21 |
Close |
92.12 |
92.10 |
-0.02 |
0.0% |
91.86 |
Range |
1.30 |
1.93 |
0.63 |
48.5% |
5.45 |
ATR |
2.22 |
2.20 |
-0.02 |
-0.9% |
0.00 |
Volume |
226,343 |
184,654 |
-41,689 |
-18.4% |
1,382,779 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.57 |
96.77 |
93.16 |
|
R3 |
95.64 |
94.84 |
92.63 |
|
R2 |
93.71 |
93.71 |
92.45 |
|
R1 |
92.91 |
92.91 |
92.28 |
93.31 |
PP |
91.78 |
91.78 |
91.78 |
91.99 |
S1 |
90.98 |
90.98 |
91.92 |
91.38 |
S2 |
89.85 |
89.85 |
91.75 |
|
S3 |
87.92 |
89.05 |
91.57 |
|
S4 |
85.99 |
87.12 |
91.04 |
|
|
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 |
92.85 |
89.79 |
3.06 |
3.3% |
1.63 |
1.8% |
75% |
False |
False |
222,138 |
10 |
93.66 |
88.21 |
5.45 |
5.9% |
2.06 |
2.2% |
71% |
False |
False |
257,414 |
20 |
93.84 |
87.70 |
6.14 |
6.7% |
2.21 |
2.4% |
72% |
False |
False |
246,334 |
40 |
100.73 |
87.70 |
13.03 |
14.1% |
2.28 |
2.5% |
34% |
False |
False |
174,398 |
60 |
100.73 |
87.58 |
13.15 |
14.3% |
2.17 |
2.4% |
34% |
False |
False |
130,126 |
80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.27 |
2.5% |
61% |
False |
False |
103,653 |
100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.33 |
2.5% |
61% |
False |
False |
86,248 |
120 |
107.15 |
78.83 |
28.32 |
30.7% |
2.24 |
2.4% |
47% |
False |
False |
73,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.79 |
2.618 |
97.64 |
1.618 |
95.71 |
1.000 |
94.52 |
0.618 |
93.78 |
HIGH |
92.59 |
0.618 |
91.85 |
0.500 |
91.63 |
0.382 |
91.40 |
LOW |
90.66 |
0.618 |
89.47 |
1.000 |
88.73 |
1.618 |
87.54 |
2.618 |
85.61 |
4.250 |
82.46 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
91.94 |
91.99 |
PP |
91.78 |
91.87 |
S1 |
91.63 |
91.76 |
|