NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.59 |
93.04 |
2.45 |
2.7% |
92.86 |
| High |
93.72 |
94.46 |
0.74 |
0.8% |
94.09 |
| Low |
90.19 |
91.94 |
1.75 |
1.9% |
88.54 |
| Close |
93.25 |
92.11 |
-1.14 |
-1.2% |
90.71 |
| Range |
3.53 |
2.52 |
-1.01 |
-28.6% |
5.55 |
| ATR |
2.39 |
2.40 |
0.01 |
0.4% |
0.00 |
| Volume |
33,851 |
54,202 |
20,351 |
60.1% |
135,166 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.40 |
98.77 |
93.50 |
|
| R3 |
97.88 |
96.25 |
92.80 |
|
| R2 |
95.36 |
95.36 |
92.57 |
|
| R1 |
93.73 |
93.73 |
92.34 |
93.29 |
| PP |
92.84 |
92.84 |
92.84 |
92.61 |
| S1 |
91.21 |
91.21 |
91.88 |
90.77 |
| S2 |
90.32 |
90.32 |
91.65 |
|
| S3 |
87.80 |
88.69 |
91.42 |
|
| S4 |
85.28 |
86.17 |
90.72 |
|
|
| 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 |
94.46 |
88.74 |
5.72 |
6.2% |
2.81 |
3.0% |
59% |
True |
False |
38,850 |
| 10 |
94.46 |
88.54 |
5.92 |
6.4% |
2.48 |
2.7% |
60% |
True |
False |
32,281 |
| 20 |
101.19 |
88.54 |
12.65 |
13.7% |
2.52 |
2.7% |
28% |
False |
False |
29,261 |
| 40 |
101.19 |
88.54 |
12.65 |
13.7% |
2.14 |
2.3% |
28% |
False |
False |
23,916 |
| 60 |
101.19 |
88.25 |
12.94 |
14.0% |
2.05 |
2.2% |
30% |
False |
False |
20,592 |
| 80 |
101.19 |
79.69 |
21.50 |
23.3% |
2.14 |
2.3% |
58% |
False |
False |
17,949 |
| 100 |
101.19 |
79.69 |
21.50 |
23.3% |
2.12 |
2.3% |
58% |
False |
False |
15,681 |
| 120 |
107.14 |
79.69 |
27.45 |
29.8% |
2.03 |
2.2% |
45% |
False |
False |
13,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.17 |
|
2.618 |
101.06 |
|
1.618 |
98.54 |
|
1.000 |
96.98 |
|
0.618 |
96.02 |
|
HIGH |
94.46 |
|
0.618 |
93.50 |
|
0.500 |
93.20 |
|
0.382 |
92.90 |
|
LOW |
91.94 |
|
0.618 |
90.38 |
|
1.000 |
89.42 |
|
1.618 |
87.86 |
|
2.618 |
85.34 |
|
4.250 |
81.23 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.20 |
92.00 |
| PP |
92.84 |
91.88 |
| S1 |
92.47 |
91.77 |
|