NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.85 |
92.00 |
-0.85 |
-0.9% |
93.31 |
| High |
93.30 |
92.18 |
-1.12 |
-1.2% |
93.51 |
| Low |
91.99 |
88.09 |
-3.90 |
-4.2% |
89.30 |
| Close |
92.27 |
88.52 |
-3.75 |
-4.1% |
92.56 |
| Range |
1.31 |
4.09 |
2.78 |
212.2% |
4.21 |
| ATR |
2.16 |
2.31 |
0.14 |
6.7% |
0.00 |
| Volume |
76,680 |
74,612 |
-2,068 |
-2.7% |
357,446 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.87 |
99.28 |
90.77 |
|
| R3 |
97.78 |
95.19 |
89.64 |
|
| R2 |
93.69 |
93.69 |
89.27 |
|
| R1 |
91.10 |
91.10 |
88.89 |
90.35 |
| PP |
89.60 |
89.60 |
89.60 |
89.22 |
| S1 |
87.01 |
87.01 |
88.15 |
86.26 |
| S2 |
85.51 |
85.51 |
87.77 |
|
| S3 |
81.42 |
82.92 |
87.40 |
|
| S4 |
77.33 |
78.83 |
86.27 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.42 |
102.70 |
94.88 |
|
| R3 |
100.21 |
98.49 |
93.72 |
|
| R2 |
96.00 |
96.00 |
93.33 |
|
| R1 |
94.28 |
94.28 |
92.95 |
93.04 |
| PP |
91.79 |
91.79 |
91.79 |
91.17 |
| S1 |
90.07 |
90.07 |
92.17 |
88.83 |
| S2 |
87.58 |
87.58 |
91.79 |
|
| S3 |
83.37 |
85.86 |
91.40 |
|
| S4 |
79.16 |
81.65 |
90.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.68 |
88.09 |
5.59 |
6.3% |
2.24 |
2.5% |
8% |
False |
True |
80,602 |
| 10 |
94.15 |
88.09 |
6.06 |
6.8% |
2.15 |
2.4% |
7% |
False |
True |
74,698 |
| 20 |
101.01 |
88.09 |
12.92 |
14.6% |
2.38 |
2.7% |
3% |
False |
True |
76,336 |
| 40 |
101.01 |
88.09 |
12.92 |
14.6% |
2.08 |
2.3% |
3% |
False |
True |
67,628 |
| 60 |
101.01 |
85.89 |
15.12 |
17.1% |
2.13 |
2.4% |
17% |
False |
False |
59,946 |
| 80 |
101.01 |
79.12 |
21.89 |
24.7% |
2.28 |
2.6% |
43% |
False |
False |
56,588 |
| 100 |
101.01 |
79.12 |
21.89 |
24.7% |
2.31 |
2.6% |
43% |
False |
False |
54,585 |
| 120 |
107.29 |
79.12 |
28.17 |
31.8% |
2.23 |
2.5% |
33% |
False |
False |
53,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.56 |
|
2.618 |
102.89 |
|
1.618 |
98.80 |
|
1.000 |
96.27 |
|
0.618 |
94.71 |
|
HIGH |
92.18 |
|
0.618 |
90.62 |
|
0.500 |
90.14 |
|
0.382 |
89.65 |
|
LOW |
88.09 |
|
0.618 |
85.56 |
|
1.000 |
84.00 |
|
1.618 |
81.47 |
|
2.618 |
77.38 |
|
4.250 |
70.71 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.14 |
90.89 |
| PP |
89.60 |
90.10 |
| S1 |
89.06 |
89.31 |
|