NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.65 |
93.25 |
0.60 |
0.6% |
90.66 |
| High |
93.30 |
93.72 |
0.42 |
0.5% |
94.46 |
| Low |
92.38 |
92.48 |
0.10 |
0.1% |
89.07 |
| Close |
93.04 |
93.08 |
0.04 |
0.0% |
92.76 |
| Range |
0.92 |
1.24 |
0.32 |
34.8% |
5.39 |
| ATR |
2.19 |
2.12 |
-0.07 |
-3.1% |
0.00 |
| Volume |
62,726 |
42,520 |
-20,206 |
-32.2% |
235,552 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.81 |
96.19 |
93.76 |
|
| R3 |
95.57 |
94.95 |
93.42 |
|
| R2 |
94.33 |
94.33 |
93.31 |
|
| R1 |
93.71 |
93.71 |
93.19 |
93.40 |
| PP |
93.09 |
93.09 |
93.09 |
92.94 |
| S1 |
92.47 |
92.47 |
92.97 |
92.16 |
| S2 |
91.85 |
91.85 |
92.85 |
|
| S3 |
90.61 |
91.23 |
92.74 |
|
| S4 |
89.37 |
89.99 |
92.40 |
|
|
| 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 |
93.77 |
90.80 |
2.97 |
3.2% |
1.52 |
1.6% |
77% |
False |
False |
48,732 |
| 10 |
94.46 |
88.74 |
5.72 |
6.1% |
2.16 |
2.3% |
76% |
False |
False |
43,791 |
| 20 |
94.46 |
88.54 |
5.92 |
6.4% |
2.12 |
2.3% |
77% |
False |
False |
34,037 |
| 40 |
101.19 |
88.54 |
12.65 |
13.6% |
2.14 |
2.3% |
36% |
False |
False |
27,991 |
| 60 |
101.19 |
88.25 |
12.94 |
13.9% |
2.02 |
2.2% |
37% |
False |
False |
23,550 |
| 80 |
101.19 |
79.69 |
21.50 |
23.1% |
2.09 |
2.2% |
62% |
False |
False |
20,342 |
| 100 |
101.19 |
79.69 |
21.50 |
23.1% |
2.13 |
2.3% |
62% |
False |
False |
17,891 |
| 120 |
107.14 |
79.69 |
27.45 |
29.5% |
2.05 |
2.2% |
49% |
False |
False |
15,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.99 |
|
2.618 |
96.97 |
|
1.618 |
95.73 |
|
1.000 |
94.96 |
|
0.618 |
94.49 |
|
HIGH |
93.72 |
|
0.618 |
93.25 |
|
0.500 |
93.10 |
|
0.382 |
92.95 |
|
LOW |
92.48 |
|
0.618 |
91.71 |
|
1.000 |
91.24 |
|
1.618 |
90.47 |
|
2.618 |
89.23 |
|
4.250 |
87.21 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.10 |
92.81 |
| PP |
93.09 |
92.53 |
| S1 |
93.09 |
92.26 |
|