NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
92.06 |
92.04 |
-0.02 |
0.0% |
91.63 |
High |
92.59 |
93.05 |
0.46 |
0.5% |
93.05 |
Low |
90.66 |
89.83 |
-0.83 |
-0.9% |
89.79 |
Close |
92.10 |
90.05 |
-2.05 |
-2.2% |
90.05 |
Range |
1.93 |
3.22 |
1.29 |
66.8% |
3.26 |
ATR |
2.20 |
2.27 |
0.07 |
3.3% |
0.00 |
Volume |
184,654 |
123,648 |
-61,006 |
-33.0% |
1,035,878 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.64 |
98.56 |
91.82 |
|
R3 |
97.42 |
95.34 |
90.94 |
|
R2 |
94.20 |
94.20 |
90.64 |
|
R1 |
92.12 |
92.12 |
90.35 |
91.55 |
PP |
90.98 |
90.98 |
90.98 |
90.69 |
S1 |
88.90 |
88.90 |
89.75 |
88.33 |
S2 |
87.76 |
87.76 |
89.46 |
|
S3 |
84.54 |
85.68 |
89.16 |
|
S4 |
81.32 |
82.46 |
88.28 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.74 |
98.66 |
91.84 |
|
R3 |
97.48 |
95.40 |
90.95 |
|
R2 |
94.22 |
94.22 |
90.65 |
|
R1 |
92.14 |
92.14 |
90.35 |
91.55 |
PP |
90.96 |
90.96 |
90.96 |
90.67 |
S1 |
88.88 |
88.88 |
89.75 |
88.29 |
S2 |
87.70 |
87.70 |
89.45 |
|
S3 |
84.44 |
85.62 |
89.15 |
|
S4 |
81.18 |
82.36 |
88.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.05 |
89.79 |
3.26 |
3.6% |
1.98 |
2.2% |
8% |
True |
False |
207,175 |
10 |
93.66 |
88.21 |
5.45 |
6.1% |
2.12 |
2.3% |
34% |
False |
False |
241,865 |
20 |
93.66 |
87.70 |
5.96 |
6.6% |
2.31 |
2.6% |
39% |
False |
False |
243,464 |
40 |
100.73 |
87.70 |
13.03 |
14.5% |
2.30 |
2.5% |
18% |
False |
False |
176,474 |
60 |
100.73 |
87.58 |
13.15 |
14.6% |
2.18 |
2.4% |
19% |
False |
False |
131,665 |
80 |
100.73 |
78.83 |
21.90 |
24.3% |
2.29 |
2.5% |
51% |
False |
False |
104,986 |
100 |
100.73 |
78.83 |
21.90 |
24.3% |
2.33 |
2.6% |
51% |
False |
False |
87,380 |
120 |
106.76 |
78.83 |
27.93 |
31.0% |
2.26 |
2.5% |
40% |
False |
False |
74,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.74 |
2.618 |
101.48 |
1.618 |
98.26 |
1.000 |
96.27 |
0.618 |
95.04 |
HIGH |
93.05 |
0.618 |
91.82 |
0.500 |
91.44 |
0.382 |
91.06 |
LOW |
89.83 |
0.618 |
87.84 |
1.000 |
86.61 |
1.618 |
84.62 |
2.618 |
81.40 |
4.250 |
76.15 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
91.44 |
91.44 |
PP |
90.98 |
90.98 |
S1 |
90.51 |
90.51 |
|