NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.52 |
92.48 |
-0.04 |
0.0% |
90.26 |
| High |
93.27 |
92.99 |
-0.28 |
-0.3% |
94.02 |
| Low |
91.99 |
91.12 |
-0.87 |
-0.9% |
88.61 |
| Close |
92.59 |
92.53 |
-0.06 |
-0.1% |
92.28 |
| Range |
1.28 |
1.87 |
0.59 |
46.1% |
5.41 |
| ATR |
2.19 |
2.17 |
-0.02 |
-1.1% |
0.00 |
| Volume |
158,428 |
175,857 |
17,429 |
11.0% |
570,187 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.82 |
97.05 |
93.56 |
|
| R3 |
95.95 |
95.18 |
93.04 |
|
| R2 |
94.08 |
94.08 |
92.87 |
|
| R1 |
93.31 |
93.31 |
92.70 |
93.70 |
| PP |
92.21 |
92.21 |
92.21 |
92.41 |
| S1 |
91.44 |
91.44 |
92.36 |
91.83 |
| S2 |
90.34 |
90.34 |
92.19 |
|
| S3 |
88.47 |
89.57 |
92.02 |
|
| S4 |
86.60 |
87.70 |
91.50 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.87 |
105.48 |
95.26 |
|
| R3 |
102.46 |
100.07 |
93.77 |
|
| R2 |
97.05 |
97.05 |
93.27 |
|
| R1 |
94.66 |
94.66 |
92.78 |
95.86 |
| PP |
91.64 |
91.64 |
91.64 |
92.23 |
| S1 |
89.25 |
89.25 |
91.78 |
90.45 |
| S2 |
86.23 |
86.23 |
91.29 |
|
| S3 |
80.82 |
83.84 |
90.79 |
|
| S4 |
75.41 |
78.43 |
89.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.27 |
90.27 |
3.00 |
3.2% |
1.59 |
1.7% |
75% |
False |
False |
140,799 |
| 10 |
94.02 |
88.61 |
5.41 |
5.8% |
2.03 |
2.2% |
72% |
False |
False |
129,230 |
| 20 |
94.15 |
88.09 |
6.06 |
6.5% |
2.18 |
2.4% |
73% |
False |
False |
102,747 |
| 40 |
101.01 |
88.09 |
12.92 |
14.0% |
2.25 |
2.4% |
34% |
False |
False |
86,241 |
| 60 |
101.01 |
88.05 |
12.96 |
14.0% |
2.14 |
2.3% |
35% |
False |
False |
75,050 |
| 80 |
101.01 |
79.12 |
21.89 |
23.7% |
2.26 |
2.4% |
61% |
False |
False |
68,026 |
| 100 |
101.01 |
79.12 |
21.89 |
23.7% |
2.35 |
2.5% |
61% |
False |
False |
64,317 |
| 120 |
107.29 |
79.12 |
28.17 |
30.4% |
2.30 |
2.5% |
48% |
False |
False |
61,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.94 |
|
2.618 |
97.89 |
|
1.618 |
96.02 |
|
1.000 |
94.86 |
|
0.618 |
94.15 |
|
HIGH |
92.99 |
|
0.618 |
92.28 |
|
0.500 |
92.06 |
|
0.382 |
91.83 |
|
LOW |
91.12 |
|
0.618 |
89.96 |
|
1.000 |
89.25 |
|
1.618 |
88.09 |
|
2.618 |
86.22 |
|
4.250 |
83.17 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.37 |
92.42 |
| PP |
92.21 |
92.31 |
| S1 |
92.06 |
92.20 |
|