NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.31 |
90.66 |
-1.65 |
-1.8% |
92.86 |
| High |
92.41 |
90.66 |
-1.75 |
-1.9% |
94.09 |
| Low |
89.87 |
89.07 |
-0.80 |
-0.9% |
88.54 |
| Close |
90.71 |
90.18 |
-0.53 |
-0.6% |
90.71 |
| Range |
2.54 |
1.59 |
-0.95 |
-37.4% |
5.55 |
| ATR |
2.35 |
2.30 |
-0.05 |
-2.2% |
0.00 |
| Volume |
33,407 |
37,643 |
4,236 |
12.7% |
135,166 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.74 |
94.05 |
91.05 |
|
| R3 |
93.15 |
92.46 |
90.62 |
|
| R2 |
91.56 |
91.56 |
90.47 |
|
| R1 |
90.87 |
90.87 |
90.33 |
90.42 |
| PP |
89.97 |
89.97 |
89.97 |
89.75 |
| S1 |
89.28 |
89.28 |
90.03 |
88.83 |
| S2 |
88.38 |
88.38 |
89.89 |
|
| S3 |
86.79 |
87.69 |
89.74 |
|
| S4 |
85.20 |
86.10 |
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 |
93.70 |
88.54 |
5.16 |
5.7% |
2.63 |
2.9% |
32% |
False |
False |
30,680 |
| 10 |
94.09 |
88.54 |
5.55 |
6.2% |
2.35 |
2.6% |
30% |
False |
False |
27,998 |
| 20 |
101.19 |
88.54 |
12.65 |
14.0% |
2.35 |
2.6% |
13% |
False |
False |
27,451 |
| 40 |
101.19 |
88.54 |
12.65 |
14.0% |
2.07 |
2.3% |
13% |
False |
False |
22,626 |
| 60 |
101.19 |
88.25 |
12.94 |
14.3% |
2.01 |
2.2% |
15% |
False |
False |
19,436 |
| 80 |
101.19 |
79.69 |
21.50 |
23.8% |
2.11 |
2.3% |
49% |
False |
False |
16,986 |
| 100 |
101.19 |
79.69 |
21.50 |
23.8% |
2.09 |
2.3% |
49% |
False |
False |
14,902 |
| 120 |
107.14 |
79.69 |
27.45 |
30.4% |
1.99 |
2.2% |
38% |
False |
False |
13,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.42 |
|
2.618 |
94.82 |
|
1.618 |
93.23 |
|
1.000 |
92.25 |
|
0.618 |
91.64 |
|
HIGH |
90.66 |
|
0.618 |
90.05 |
|
0.500 |
89.87 |
|
0.382 |
89.68 |
|
LOW |
89.07 |
|
0.618 |
88.09 |
|
1.000 |
87.48 |
|
1.618 |
86.50 |
|
2.618 |
84.91 |
|
4.250 |
82.31 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.08 |
90.67 |
| PP |
89.97 |
90.51 |
| S1 |
89.87 |
90.34 |
|