NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.04 |
89.52 |
-2.52 |
-2.7% |
91.63 |
| High |
93.05 |
90.80 |
-2.25 |
-2.4% |
93.05 |
| Low |
89.83 |
88.20 |
-1.63 |
-1.8% |
89.79 |
| Close |
90.05 |
88.73 |
-1.32 |
-1.5% |
90.05 |
| Range |
3.22 |
2.60 |
-0.62 |
-19.3% |
3.26 |
| ATR |
2.27 |
2.30 |
0.02 |
1.0% |
0.00 |
| Volume |
123,648 |
18,572 |
-105,076 |
-85.0% |
1,035,878 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.04 |
95.49 |
90.16 |
|
| R3 |
94.44 |
92.89 |
89.45 |
|
| R2 |
91.84 |
91.84 |
89.21 |
|
| R1 |
90.29 |
90.29 |
88.97 |
89.77 |
| PP |
89.24 |
89.24 |
89.24 |
88.98 |
| S1 |
87.69 |
87.69 |
88.49 |
87.17 |
| S2 |
86.64 |
86.64 |
88.25 |
|
| S3 |
84.04 |
85.09 |
88.02 |
|
| S4 |
81.44 |
82.49 |
87.30 |
|
|
| 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 |
88.20 |
4.85 |
5.5% |
2.01 |
2.3% |
11% |
False |
True |
157,086 |
| 10 |
93.66 |
88.20 |
5.46 |
6.2% |
2.21 |
2.5% |
10% |
False |
True |
223,454 |
| 20 |
93.66 |
87.70 |
5.96 |
6.7% |
2.34 |
2.6% |
17% |
False |
False |
234,977 |
| 40 |
100.73 |
87.70 |
13.03 |
14.7% |
2.32 |
2.6% |
8% |
False |
False |
175,688 |
| 60 |
100.73 |
87.58 |
13.15 |
14.8% |
2.20 |
2.5% |
9% |
False |
False |
131,690 |
| 80 |
100.73 |
79.80 |
20.93 |
23.6% |
2.28 |
2.6% |
43% |
False |
False |
104,948 |
| 100 |
100.73 |
78.83 |
21.90 |
24.7% |
2.34 |
2.6% |
45% |
False |
False |
87,495 |
| 120 |
106.34 |
78.83 |
27.51 |
31.0% |
2.27 |
2.6% |
36% |
False |
False |
74,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.85 |
|
2.618 |
97.61 |
|
1.618 |
95.01 |
|
1.000 |
93.40 |
|
0.618 |
92.41 |
|
HIGH |
90.80 |
|
0.618 |
89.81 |
|
0.500 |
89.50 |
|
0.382 |
89.19 |
|
LOW |
88.20 |
|
0.618 |
86.59 |
|
1.000 |
85.60 |
|
1.618 |
83.99 |
|
2.618 |
81.39 |
|
4.250 |
77.15 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.50 |
90.63 |
| PP |
89.24 |
89.99 |
| S1 |
88.99 |
89.36 |
|