NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
88.84 |
92.31 |
3.47 |
3.9% |
92.86 |
| High |
92.60 |
92.41 |
-0.19 |
-0.2% |
94.09 |
| Low |
88.74 |
89.87 |
1.13 |
1.3% |
88.54 |
| Close |
92.48 |
90.71 |
-1.77 |
-1.9% |
90.71 |
| Range |
3.86 |
2.54 |
-1.32 |
-34.2% |
5.55 |
| ATR |
2.33 |
2.35 |
0.02 |
0.8% |
0.00 |
| Volume |
35,149 |
33,407 |
-1,742 |
-5.0% |
135,166 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.62 |
97.20 |
92.11 |
|
| R3 |
96.08 |
94.66 |
91.41 |
|
| R2 |
93.54 |
93.54 |
91.18 |
|
| R1 |
92.12 |
92.12 |
90.94 |
91.56 |
| PP |
91.00 |
91.00 |
91.00 |
90.72 |
| S1 |
89.58 |
89.58 |
90.48 |
89.02 |
| S2 |
88.46 |
88.46 |
90.24 |
|
| S3 |
85.92 |
87.04 |
90.01 |
|
| S4 |
83.38 |
84.50 |
89.31 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.76 |
104.79 |
93.76 |
|
| R3 |
102.21 |
99.24 |
92.24 |
|
| R2 |
96.66 |
96.66 |
91.73 |
|
| R1 |
93.69 |
93.69 |
91.22 |
92.40 |
| PP |
91.11 |
91.11 |
91.11 |
90.47 |
| S1 |
88.14 |
88.14 |
90.20 |
86.85 |
| S2 |
85.56 |
85.56 |
89.69 |
|
| S3 |
80.01 |
82.59 |
89.18 |
|
| S4 |
74.46 |
77.04 |
87.66 |
|
|
| 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 |
6.1% |
2.70 |
3.0% |
39% |
False |
False |
27,033 |
| 10 |
94.09 |
88.54 |
5.55 |
6.1% |
2.39 |
2.6% |
39% |
False |
False |
26,583 |
| 20 |
101.19 |
88.54 |
12.65 |
13.9% |
2.33 |
2.6% |
17% |
False |
False |
26,467 |
| 40 |
101.19 |
88.54 |
12.65 |
13.9% |
2.07 |
2.3% |
17% |
False |
False |
22,082 |
| 60 |
101.19 |
87.99 |
13.20 |
14.6% |
2.01 |
2.2% |
21% |
False |
False |
18,948 |
| 80 |
101.19 |
79.69 |
21.50 |
23.7% |
2.11 |
2.3% |
51% |
False |
False |
16,583 |
| 100 |
101.19 |
79.69 |
21.50 |
23.7% |
2.10 |
2.3% |
51% |
False |
False |
14,563 |
| 120 |
107.14 |
79.69 |
27.45 |
30.3% |
1.99 |
2.2% |
40% |
False |
False |
12,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.21 |
|
2.618 |
99.06 |
|
1.618 |
96.52 |
|
1.000 |
94.95 |
|
0.618 |
93.98 |
|
HIGH |
92.41 |
|
0.618 |
91.44 |
|
0.500 |
91.14 |
|
0.382 |
90.84 |
|
LOW |
89.87 |
|
0.618 |
88.30 |
|
1.000 |
87.33 |
|
1.618 |
85.76 |
|
2.618 |
83.22 |
|
4.250 |
79.08 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.14 |
90.66 |
| PP |
91.00 |
90.62 |
| S1 |
90.85 |
90.57 |
|