NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.26 |
90.02 |
-0.24 |
-0.3% |
92.56 |
| High |
90.26 |
93.30 |
3.04 |
3.4% |
93.68 |
| Low |
88.61 |
89.69 |
1.08 |
1.2% |
88.09 |
| Close |
89.73 |
92.78 |
3.05 |
3.4% |
90.27 |
| Range |
1.65 |
3.61 |
1.96 |
118.8% |
5.59 |
| ATR |
2.38 |
2.47 |
0.09 |
3.7% |
0.00 |
| Volume |
110,580 |
89,837 |
-20,743 |
-18.8% |
431,387 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.75 |
101.38 |
94.77 |
|
| R3 |
99.14 |
97.77 |
93.77 |
|
| R2 |
95.53 |
95.53 |
93.44 |
|
| R1 |
94.16 |
94.16 |
93.11 |
94.85 |
| PP |
91.92 |
91.92 |
91.92 |
92.27 |
| S1 |
90.55 |
90.55 |
92.45 |
91.24 |
| S2 |
88.31 |
88.31 |
92.12 |
|
| S3 |
84.70 |
86.94 |
91.79 |
|
| S4 |
81.09 |
83.33 |
90.79 |
|
|
| 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 |
5.6% |
3.18 |
3.4% |
90% |
True |
False |
97,581 |
| 10 |
93.68 |
88.09 |
5.59 |
6.0% |
2.54 |
2.7% |
84% |
False |
False |
87,897 |
| 20 |
101.01 |
88.09 |
12.92 |
13.9% |
2.57 |
2.8% |
36% |
False |
False |
82,803 |
| 40 |
101.01 |
88.09 |
12.92 |
13.9% |
2.21 |
2.4% |
36% |
False |
False |
72,081 |
| 60 |
101.01 |
87.84 |
13.17 |
14.2% |
2.19 |
2.4% |
38% |
False |
False |
64,275 |
| 80 |
101.01 |
79.12 |
21.89 |
23.6% |
2.34 |
2.5% |
62% |
False |
False |
59,675 |
| 100 |
101.01 |
79.12 |
21.89 |
23.6% |
2.35 |
2.5% |
62% |
False |
False |
57,074 |
| 120 |
107.29 |
79.12 |
28.17 |
30.4% |
2.27 |
2.4% |
48% |
False |
False |
55,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.64 |
|
2.618 |
102.75 |
|
1.618 |
99.14 |
|
1.000 |
96.91 |
|
0.618 |
95.53 |
|
HIGH |
93.30 |
|
0.618 |
91.92 |
|
0.500 |
91.50 |
|
0.382 |
91.07 |
|
LOW |
89.69 |
|
0.618 |
87.46 |
|
1.000 |
86.08 |
|
1.618 |
83.85 |
|
2.618 |
80.24 |
|
4.250 |
74.35 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.35 |
92.17 |
| PP |
91.92 |
91.56 |
| S1 |
91.50 |
90.96 |
|