NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.00 |
88.40 |
-3.60 |
-3.9% |
93.31 |
| High |
92.18 |
92.19 |
0.01 |
0.0% |
93.51 |
| Low |
88.09 |
88.29 |
0.20 |
0.2% |
89.30 |
| Close |
88.52 |
92.07 |
3.55 |
4.0% |
92.56 |
| Range |
4.09 |
3.90 |
-0.19 |
-4.6% |
4.21 |
| ATR |
2.31 |
2.42 |
0.11 |
4.9% |
0.00 |
| Volume |
74,612 |
112,983 |
38,371 |
51.4% |
357,446 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.55 |
101.21 |
94.22 |
|
| R3 |
98.65 |
97.31 |
93.14 |
|
| R2 |
94.75 |
94.75 |
92.79 |
|
| R1 |
93.41 |
93.41 |
92.43 |
94.08 |
| PP |
90.85 |
90.85 |
90.85 |
91.19 |
| S1 |
89.51 |
89.51 |
91.71 |
90.18 |
| S2 |
86.95 |
86.95 |
91.36 |
|
| S3 |
83.05 |
85.61 |
91.00 |
|
| S4 |
79.15 |
81.71 |
89.93 |
|
|
| 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 |
6.1% |
2.52 |
2.7% |
71% |
False |
False |
83,218 |
| 10 |
94.15 |
88.09 |
6.06 |
6.6% |
2.32 |
2.5% |
66% |
False |
False |
76,264 |
| 20 |
101.01 |
88.09 |
12.92 |
14.0% |
2.42 |
2.6% |
31% |
False |
False |
79,003 |
| 40 |
101.01 |
88.09 |
12.92 |
14.0% |
2.13 |
2.3% |
31% |
False |
False |
68,723 |
| 60 |
101.01 |
85.90 |
15.11 |
16.4% |
2.16 |
2.3% |
41% |
False |
False |
61,218 |
| 80 |
101.01 |
79.12 |
21.89 |
23.8% |
2.30 |
2.5% |
59% |
False |
False |
57,417 |
| 100 |
101.01 |
79.12 |
21.89 |
23.8% |
2.33 |
2.5% |
59% |
False |
False |
55,357 |
| 120 |
107.29 |
79.12 |
28.17 |
30.6% |
2.25 |
2.4% |
46% |
False |
False |
54,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.77 |
|
2.618 |
102.40 |
|
1.618 |
98.50 |
|
1.000 |
96.09 |
|
0.618 |
94.60 |
|
HIGH |
92.19 |
|
0.618 |
90.70 |
|
0.500 |
90.24 |
|
0.382 |
89.78 |
|
LOW |
88.29 |
|
0.618 |
85.88 |
|
1.000 |
84.39 |
|
1.618 |
81.98 |
|
2.618 |
78.08 |
|
4.250 |
71.72 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.46 |
91.61 |
| PP |
90.85 |
91.15 |
| S1 |
90.24 |
90.70 |
|