NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
89.14 |
86.60 |
-2.54 |
-2.8% |
91.99 |
| High |
89.29 |
87.47 |
-1.82 |
-2.0% |
93.49 |
| Low |
85.69 |
84.94 |
-0.75 |
-0.9% |
90.19 |
| Close |
86.67 |
85.73 |
-0.94 |
-1.1% |
90.44 |
| Range |
3.60 |
2.53 |
-1.07 |
-29.7% |
3.30 |
| ATR |
2.38 |
2.39 |
0.01 |
0.5% |
0.00 |
| Volume |
309,492 |
298,160 |
-11,332 |
-3.7% |
952,033 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.64 |
92.21 |
87.12 |
|
| R3 |
91.11 |
89.68 |
86.43 |
|
| R2 |
88.58 |
88.58 |
86.19 |
|
| R1 |
87.15 |
87.15 |
85.96 |
86.60 |
| PP |
86.05 |
86.05 |
86.05 |
85.77 |
| S1 |
84.62 |
84.62 |
85.50 |
84.07 |
| S2 |
83.52 |
83.52 |
85.27 |
|
| S3 |
80.99 |
82.09 |
85.03 |
|
| S4 |
78.46 |
79.56 |
84.34 |
|
|
| 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 |
84.94 |
8.55 |
10.0% |
2.80 |
3.3% |
9% |
False |
True |
277,808 |
| 10 |
93.49 |
84.94 |
8.55 |
10.0% |
2.19 |
2.6% |
9% |
False |
True |
207,343 |
| 20 |
94.02 |
84.94 |
9.08 |
10.6% |
2.38 |
2.8% |
9% |
False |
True |
151,074 |
| 40 |
101.01 |
84.94 |
16.07 |
18.7% |
2.33 |
2.7% |
5% |
False |
True |
110,698 |
| 60 |
101.01 |
84.94 |
16.07 |
18.7% |
2.21 |
2.6% |
5% |
False |
True |
93,068 |
| 80 |
101.01 |
84.94 |
16.07 |
18.7% |
2.23 |
2.6% |
5% |
False |
True |
80,664 |
| 100 |
101.01 |
79.12 |
21.89 |
25.5% |
2.34 |
2.7% |
30% |
False |
False |
74,304 |
| 120 |
101.01 |
79.12 |
21.89 |
25.5% |
2.31 |
2.7% |
30% |
False |
False |
69,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.22 |
|
2.618 |
94.09 |
|
1.618 |
91.56 |
|
1.000 |
90.00 |
|
0.618 |
89.03 |
|
HIGH |
87.47 |
|
0.618 |
86.50 |
|
0.500 |
86.21 |
|
0.382 |
85.91 |
|
LOW |
84.94 |
|
0.618 |
83.38 |
|
1.000 |
82.41 |
|
1.618 |
80.85 |
|
2.618 |
78.32 |
|
4.250 |
74.19 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.21 |
88.11 |
| PP |
86.05 |
87.31 |
| S1 |
85.89 |
86.52 |
|