NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.48 |
90.05 |
-2.43 |
-2.6% |
91.99 |
| High |
93.49 |
91.27 |
-2.22 |
-2.4% |
93.49 |
| Low |
90.19 |
88.57 |
-1.62 |
-1.8% |
90.19 |
| Close |
90.44 |
88.65 |
-1.79 |
-2.0% |
90.44 |
| Range |
3.30 |
2.70 |
-0.60 |
-18.2% |
3.30 |
| ATR |
2.25 |
2.28 |
0.03 |
1.4% |
0.00 |
| Volume |
329,814 |
275,720 |
-54,094 |
-16.4% |
952,033 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.60 |
95.82 |
90.14 |
|
| R3 |
94.90 |
93.12 |
89.39 |
|
| R2 |
92.20 |
92.20 |
89.15 |
|
| R1 |
90.42 |
90.42 |
88.90 |
89.96 |
| PP |
89.50 |
89.50 |
89.50 |
89.27 |
| S1 |
87.72 |
87.72 |
88.40 |
87.26 |
| S2 |
86.80 |
86.80 |
88.16 |
|
| S3 |
84.10 |
85.02 |
87.91 |
|
| S4 |
81.40 |
82.32 |
87.17 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.27 |
99.16 |
92.26 |
|
| R3 |
97.97 |
95.86 |
91.35 |
|
| R2 |
94.67 |
94.67 |
91.05 |
|
| R1 |
92.56 |
92.56 |
90.74 |
91.97 |
| PP |
91.37 |
91.37 |
91.37 |
91.08 |
| S1 |
89.26 |
89.26 |
90.14 |
88.67 |
| S2 |
88.07 |
88.07 |
89.84 |
|
| S3 |
84.77 |
85.96 |
89.53 |
|
| S4 |
81.47 |
82.66 |
88.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.49 |
88.57 |
4.92 |
5.5% |
2.02 |
2.3% |
2% |
False |
True |
216,686 |
| 10 |
94.02 |
88.57 |
5.45 |
6.1% |
2.20 |
2.5% |
1% |
False |
True |
168,736 |
| 20 |
94.02 |
88.09 |
5.93 |
6.7% |
2.32 |
2.6% |
9% |
False |
False |
126,325 |
| 40 |
101.01 |
88.09 |
12.92 |
14.6% |
2.29 |
2.6% |
4% |
False |
False |
98,553 |
| 60 |
101.01 |
88.05 |
12.96 |
14.6% |
2.18 |
2.5% |
5% |
False |
False |
84,084 |
| 80 |
101.01 |
80.16 |
20.85 |
23.5% |
2.27 |
2.6% |
41% |
False |
False |
74,622 |
| 100 |
101.01 |
79.12 |
21.89 |
24.7% |
2.35 |
2.7% |
44% |
False |
False |
69,497 |
| 120 |
106.25 |
79.12 |
27.13 |
30.6% |
2.32 |
2.6% |
35% |
False |
False |
65,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.75 |
|
2.618 |
98.34 |
|
1.618 |
95.64 |
|
1.000 |
93.97 |
|
0.618 |
92.94 |
|
HIGH |
91.27 |
|
0.618 |
90.24 |
|
0.500 |
89.92 |
|
0.382 |
89.60 |
|
LOW |
88.57 |
|
0.618 |
86.90 |
|
1.000 |
85.87 |
|
1.618 |
84.20 |
|
2.618 |
81.50 |
|
4.250 |
77.10 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.92 |
91.03 |
| PP |
89.50 |
90.24 |
| S1 |
89.07 |
89.44 |
|