NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 08-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
91.86 |
90.26 |
-1.60 |
-1.7% |
92.56 |
High |
92.05 |
90.26 |
-1.79 |
-1.9% |
93.68 |
Low |
89.38 |
88.61 |
-0.77 |
-0.9% |
88.09 |
Close |
90.27 |
89.73 |
-0.54 |
-0.6% |
90.27 |
Range |
2.67 |
1.65 |
-1.02 |
-38.2% |
5.59 |
ATR |
2.44 |
2.38 |
-0.06 |
-2.3% |
0.00 |
Volume |
99,897 |
110,580 |
10,683 |
10.7% |
431,387 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.48 |
93.76 |
90.64 |
|
R3 |
92.83 |
92.11 |
90.18 |
|
R2 |
91.18 |
91.18 |
90.03 |
|
R1 |
90.46 |
90.46 |
89.88 |
90.00 |
PP |
89.53 |
89.53 |
89.53 |
89.30 |
S1 |
88.81 |
88.81 |
89.58 |
88.35 |
S2 |
87.88 |
87.88 |
89.43 |
|
S3 |
86.23 |
87.16 |
89.28 |
|
S4 |
84.58 |
85.51 |
88.82 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.45 |
104.45 |
93.34 |
|
R3 |
101.86 |
98.86 |
91.81 |
|
R2 |
96.27 |
96.27 |
91.29 |
|
R1 |
93.27 |
93.27 |
90.78 |
91.98 |
PP |
90.68 |
90.68 |
90.68 |
90.03 |
S1 |
87.68 |
87.68 |
89.76 |
86.39 |
S2 |
85.09 |
85.09 |
89.25 |
|
S3 |
79.50 |
82.09 |
88.73 |
|
S4 |
73.91 |
76.50 |
87.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.30 |
88.09 |
5.21 |
5.8% |
2.72 |
3.0% |
31% |
False |
False |
94,950 |
10 |
93.68 |
88.09 |
5.59 |
6.2% |
2.44 |
2.7% |
29% |
False |
False |
83,915 |
20 |
101.01 |
88.09 |
12.92 |
14.4% |
2.44 |
2.7% |
13% |
False |
False |
81,049 |
40 |
101.01 |
88.09 |
12.92 |
14.4% |
2.17 |
2.4% |
13% |
False |
False |
71,042 |
60 |
101.01 |
87.84 |
13.17 |
14.7% |
2.16 |
2.4% |
14% |
False |
False |
63,366 |
80 |
101.01 |
79.12 |
21.89 |
24.4% |
2.31 |
2.6% |
48% |
False |
False |
59,026 |
100 |
101.01 |
79.12 |
21.89 |
24.4% |
2.33 |
2.6% |
48% |
False |
False |
56,719 |
120 |
107.29 |
79.12 |
28.17 |
31.4% |
2.25 |
2.5% |
38% |
False |
False |
55,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.27 |
2.618 |
94.58 |
1.618 |
92.93 |
1.000 |
91.91 |
0.618 |
91.28 |
HIGH |
90.26 |
0.618 |
89.63 |
0.500 |
89.44 |
0.382 |
89.24 |
LOW |
88.61 |
0.618 |
87.59 |
1.000 |
86.96 |
1.618 |
85.94 |
2.618 |
84.29 |
4.250 |
81.60 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
89.63 |
90.24 |
PP |
89.53 |
90.07 |
S1 |
89.44 |
89.90 |
|