NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.53 |
92.65 |
0.12 |
0.1% |
90.66 |
| High |
93.08 |
93.30 |
0.22 |
0.2% |
94.46 |
| Low |
90.80 |
92.38 |
1.58 |
1.7% |
89.07 |
| Close |
92.83 |
93.04 |
0.21 |
0.2% |
92.76 |
| Range |
2.28 |
0.92 |
-1.36 |
-59.6% |
5.39 |
| ATR |
2.28 |
2.19 |
-0.10 |
-4.3% |
0.00 |
| Volume |
28,560 |
62,726 |
34,166 |
119.6% |
235,552 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.67 |
95.27 |
93.55 |
|
| R3 |
94.75 |
94.35 |
93.29 |
|
| R2 |
93.83 |
93.83 |
93.21 |
|
| R1 |
93.43 |
93.43 |
93.12 |
93.63 |
| PP |
92.91 |
92.91 |
92.91 |
93.01 |
| S1 |
92.51 |
92.51 |
92.96 |
92.71 |
| S2 |
91.99 |
91.99 |
92.87 |
|
| S3 |
91.07 |
91.59 |
92.79 |
|
| S4 |
90.15 |
90.67 |
92.53 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.27 |
105.90 |
95.72 |
|
| R3 |
102.88 |
100.51 |
94.24 |
|
| R2 |
97.49 |
97.49 |
93.75 |
|
| R1 |
95.12 |
95.12 |
93.25 |
96.31 |
| PP |
92.10 |
92.10 |
92.10 |
92.69 |
| S1 |
89.73 |
89.73 |
92.27 |
90.92 |
| S2 |
86.71 |
86.71 |
91.77 |
|
| S3 |
81.32 |
84.34 |
91.28 |
|
| S4 |
75.93 |
78.95 |
89.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.46 |
90.80 |
3.66 |
3.9% |
1.77 |
1.9% |
61% |
False |
False |
51,068 |
| 10 |
94.46 |
88.54 |
5.92 |
6.4% |
2.43 |
2.6% |
76% |
False |
False |
41,744 |
| 20 |
97.05 |
88.54 |
8.51 |
9.1% |
2.30 |
2.5% |
53% |
False |
False |
32,813 |
| 40 |
101.19 |
88.54 |
12.65 |
13.6% |
2.15 |
2.3% |
36% |
False |
False |
27,245 |
| 60 |
101.19 |
88.25 |
12.94 |
13.9% |
2.02 |
2.2% |
37% |
False |
False |
22,992 |
| 80 |
101.19 |
79.69 |
21.50 |
23.1% |
2.09 |
2.2% |
62% |
False |
False |
19,933 |
| 100 |
101.19 |
79.69 |
21.50 |
23.1% |
2.13 |
2.3% |
62% |
False |
False |
17,513 |
| 120 |
107.14 |
79.69 |
27.45 |
29.5% |
2.05 |
2.2% |
49% |
False |
False |
15,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.21 |
|
2.618 |
95.71 |
|
1.618 |
94.79 |
|
1.000 |
94.22 |
|
0.618 |
93.87 |
|
HIGH |
93.30 |
|
0.618 |
92.95 |
|
0.500 |
92.84 |
|
0.382 |
92.73 |
|
LOW |
92.38 |
|
0.618 |
91.81 |
|
1.000 |
91.46 |
|
1.618 |
90.89 |
|
2.618 |
89.97 |
|
4.250 |
88.47 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.97 |
92.75 |
| PP |
92.91 |
92.46 |
| S1 |
92.84 |
92.17 |
|