NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.02 |
92.60 |
2.58 |
2.9% |
92.56 |
| High |
93.30 |
94.02 |
0.72 |
0.8% |
93.68 |
| Low |
89.69 |
91.42 |
1.73 |
1.9% |
88.09 |
| Close |
92.78 |
91.64 |
-1.14 |
-1.2% |
90.27 |
| Range |
3.61 |
2.60 |
-1.01 |
-28.0% |
5.59 |
| ATR |
2.47 |
2.48 |
0.01 |
0.4% |
0.00 |
| Volume |
89,837 |
131,742 |
41,905 |
46.6% |
431,387 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.16 |
98.50 |
93.07 |
|
| R3 |
97.56 |
95.90 |
92.36 |
|
| R2 |
94.96 |
94.96 |
92.12 |
|
| R1 |
93.30 |
93.30 |
91.88 |
92.83 |
| PP |
92.36 |
92.36 |
92.36 |
92.13 |
| S1 |
90.70 |
90.70 |
91.40 |
90.23 |
| S2 |
89.76 |
89.76 |
91.16 |
|
| S3 |
87.16 |
88.10 |
90.93 |
|
| S4 |
84.56 |
85.50 |
90.21 |
|
|
| 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 |
94.02 |
88.29 |
5.73 |
6.3% |
2.89 |
3.1% |
58% |
True |
False |
109,007 |
| 10 |
94.02 |
88.09 |
5.93 |
6.5% |
2.56 |
2.8% |
60% |
True |
False |
94,805 |
| 20 |
101.01 |
88.09 |
12.92 |
14.1% |
2.61 |
2.8% |
27% |
False |
False |
86,318 |
| 40 |
101.01 |
88.09 |
12.92 |
14.1% |
2.24 |
2.4% |
27% |
False |
False |
74,030 |
| 60 |
101.01 |
87.84 |
13.17 |
14.4% |
2.20 |
2.4% |
29% |
False |
False |
65,736 |
| 80 |
101.01 |
79.12 |
21.89 |
23.9% |
2.33 |
2.5% |
57% |
False |
False |
60,969 |
| 100 |
101.01 |
79.12 |
21.89 |
23.9% |
2.36 |
2.6% |
57% |
False |
False |
57,908 |
| 120 |
107.29 |
79.12 |
28.17 |
30.7% |
2.28 |
2.5% |
44% |
False |
False |
56,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.07 |
|
2.618 |
100.83 |
|
1.618 |
98.23 |
|
1.000 |
96.62 |
|
0.618 |
95.63 |
|
HIGH |
94.02 |
|
0.618 |
93.03 |
|
0.500 |
92.72 |
|
0.382 |
92.41 |
|
LOW |
91.42 |
|
0.618 |
89.81 |
|
1.000 |
88.82 |
|
1.618 |
87.21 |
|
2.618 |
84.61 |
|
4.250 |
80.37 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.72 |
91.53 |
| PP |
92.36 |
91.42 |
| S1 |
92.00 |
91.32 |
|