NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.04 |
92.10 |
-0.94 |
-1.0% |
92.86 |
| High |
94.46 |
93.77 |
-0.69 |
-0.7% |
94.09 |
| Low |
91.94 |
92.07 |
0.13 |
0.1% |
88.54 |
| Close |
92.11 |
92.99 |
0.88 |
1.0% |
90.71 |
| Range |
2.52 |
1.70 |
-0.82 |
-32.5% |
5.55 |
| ATR |
2.40 |
2.35 |
-0.05 |
-2.1% |
0.00 |
| Volume |
54,202 |
52,417 |
-1,785 |
-3.3% |
135,166 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.04 |
97.22 |
93.93 |
|
| R3 |
96.34 |
95.52 |
93.46 |
|
| R2 |
94.64 |
94.64 |
93.30 |
|
| R1 |
93.82 |
93.82 |
93.15 |
94.23 |
| PP |
92.94 |
92.94 |
92.94 |
93.15 |
| S1 |
92.12 |
92.12 |
92.83 |
92.53 |
| S2 |
91.24 |
91.24 |
92.68 |
|
| S3 |
89.54 |
90.42 |
92.52 |
|
| S4 |
87.84 |
88.72 |
92.06 |
|
|
| 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 |
89.07 |
5.39 |
5.8% |
2.38 |
2.6% |
73% |
False |
False |
42,304 |
| 10 |
94.46 |
88.54 |
5.92 |
6.4% |
2.41 |
2.6% |
75% |
False |
False |
33,517 |
| 20 |
101.19 |
88.54 |
12.65 |
13.6% |
2.51 |
2.7% |
35% |
False |
False |
30,834 |
| 40 |
101.19 |
88.54 |
12.65 |
13.6% |
2.14 |
2.3% |
35% |
False |
False |
24,902 |
| 60 |
101.19 |
88.25 |
12.94 |
13.9% |
2.06 |
2.2% |
37% |
False |
False |
21,211 |
| 80 |
101.19 |
79.69 |
21.50 |
23.1% |
2.14 |
2.3% |
62% |
False |
False |
18,536 |
| 100 |
101.19 |
79.69 |
21.50 |
23.1% |
2.12 |
2.3% |
62% |
False |
False |
16,172 |
| 120 |
107.14 |
79.69 |
27.45 |
29.5% |
2.03 |
2.2% |
48% |
False |
False |
14,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.00 |
|
2.618 |
98.22 |
|
1.618 |
96.52 |
|
1.000 |
95.47 |
|
0.618 |
94.82 |
|
HIGH |
93.77 |
|
0.618 |
93.12 |
|
0.500 |
92.92 |
|
0.382 |
92.72 |
|
LOW |
92.07 |
|
0.618 |
91.02 |
|
1.000 |
90.37 |
|
1.618 |
89.32 |
|
2.618 |
87.62 |
|
4.250 |
84.85 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.97 |
92.77 |
| PP |
92.94 |
92.55 |
| S1 |
92.92 |
92.33 |
|