NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.47 |
88.84 |
-3.63 |
-3.9% |
93.68 |
| High |
92.47 |
92.60 |
0.13 |
0.1% |
93.82 |
| Low |
88.54 |
88.74 |
0.20 |
0.2% |
89.72 |
| Close |
88.97 |
92.48 |
3.51 |
3.9% |
93.00 |
| Range |
3.93 |
3.86 |
-0.07 |
-1.8% |
4.10 |
| ATR |
2.22 |
2.33 |
0.12 |
5.3% |
0.00 |
| Volume |
22,052 |
35,149 |
13,097 |
59.4% |
130,672 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.85 |
101.53 |
94.60 |
|
| R3 |
98.99 |
97.67 |
93.54 |
|
| R2 |
95.13 |
95.13 |
93.19 |
|
| R1 |
93.81 |
93.81 |
92.83 |
94.47 |
| PP |
91.27 |
91.27 |
91.27 |
91.61 |
| S1 |
89.95 |
89.95 |
92.13 |
90.61 |
| S2 |
87.41 |
87.41 |
91.77 |
|
| S3 |
83.55 |
86.09 |
91.42 |
|
| S4 |
79.69 |
82.23 |
90.36 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.48 |
102.84 |
95.26 |
|
| R3 |
100.38 |
98.74 |
94.13 |
|
| R2 |
96.28 |
96.28 |
93.75 |
|
| R1 |
94.64 |
94.64 |
93.38 |
93.41 |
| PP |
92.18 |
92.18 |
92.18 |
91.57 |
| S1 |
90.54 |
90.54 |
92.62 |
89.31 |
| S2 |
88.08 |
88.08 |
92.25 |
|
| S3 |
83.98 |
86.44 |
91.87 |
|
| S4 |
79.88 |
82.34 |
90.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.09 |
88.54 |
5.55 |
6.0% |
2.44 |
2.6% |
71% |
False |
False |
24,730 |
| 10 |
94.45 |
88.54 |
5.91 |
6.4% |
2.25 |
2.4% |
67% |
False |
False |
25,595 |
| 20 |
101.19 |
88.54 |
12.65 |
13.7% |
2.33 |
2.5% |
31% |
False |
False |
26,057 |
| 40 |
101.19 |
88.54 |
12.65 |
13.7% |
2.03 |
2.2% |
31% |
False |
False |
21,644 |
| 60 |
101.19 |
86.38 |
14.81 |
16.0% |
2.01 |
2.2% |
41% |
False |
False |
18,558 |
| 80 |
101.19 |
79.69 |
21.50 |
23.2% |
2.10 |
2.3% |
59% |
False |
False |
16,240 |
| 100 |
101.19 |
79.69 |
21.50 |
23.2% |
2.09 |
2.3% |
59% |
False |
False |
14,270 |
| 120 |
107.14 |
79.69 |
27.45 |
29.7% |
1.98 |
2.1% |
47% |
False |
False |
12,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.01 |
|
2.618 |
102.71 |
|
1.618 |
98.85 |
|
1.000 |
96.46 |
|
0.618 |
94.99 |
|
HIGH |
92.60 |
|
0.618 |
91.13 |
|
0.500 |
90.67 |
|
0.382 |
90.21 |
|
LOW |
88.74 |
|
0.618 |
86.35 |
|
1.000 |
84.88 |
|
1.618 |
82.49 |
|
2.618 |
78.63 |
|
4.250 |
72.34 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.88 |
92.03 |
| PP |
91.27 |
91.57 |
| S1 |
90.67 |
91.12 |
|