NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
92.92 |
93.02 |
0.10 |
0.1% |
92.53 |
High |
93.47 |
93.98 |
0.51 |
0.5% |
93.98 |
Low |
91.62 |
90.73 |
-0.89 |
-1.0% |
90.73 |
Close |
93.02 |
90.97 |
-2.05 |
-2.2% |
90.97 |
Range |
1.85 |
3.25 |
1.40 |
75.7% |
3.25 |
ATR |
2.10 |
2.18 |
0.08 |
3.9% |
0.00 |
Volume |
37,604 |
38,525 |
921 |
2.4% |
209,935 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.64 |
99.56 |
92.76 |
|
R3 |
98.39 |
96.31 |
91.86 |
|
R2 |
95.14 |
95.14 |
91.57 |
|
R1 |
93.06 |
93.06 |
91.27 |
92.48 |
PP |
91.89 |
91.89 |
91.89 |
91.60 |
S1 |
89.81 |
89.81 |
90.67 |
89.23 |
S2 |
88.64 |
88.64 |
90.37 |
|
S3 |
85.39 |
86.56 |
90.08 |
|
S4 |
82.14 |
83.31 |
89.18 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.64 |
99.56 |
92.76 |
|
R3 |
98.39 |
96.31 |
91.86 |
|
R2 |
95.14 |
95.14 |
91.57 |
|
R1 |
93.06 |
93.06 |
91.27 |
92.48 |
PP |
91.89 |
91.89 |
91.89 |
91.60 |
S1 |
89.81 |
89.81 |
90.67 |
89.23 |
S2 |
88.64 |
88.64 |
90.37 |
|
S3 |
85.39 |
86.56 |
90.08 |
|
S4 |
82.14 |
83.31 |
89.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.98 |
90.73 |
3.25 |
3.6% |
1.91 |
2.1% |
7% |
True |
True |
41,987 |
10 |
94.46 |
89.07 |
5.39 |
5.9% |
2.03 |
2.2% |
35% |
False |
False |
44,548 |
20 |
94.46 |
88.54 |
5.92 |
6.5% |
2.21 |
2.4% |
41% |
False |
False |
35,566 |
40 |
101.19 |
88.54 |
12.65 |
13.9% |
2.18 |
2.4% |
19% |
False |
False |
28,870 |
60 |
101.19 |
88.54 |
12.65 |
13.9% |
2.03 |
2.2% |
19% |
False |
False |
24,494 |
80 |
101.19 |
79.69 |
21.50 |
23.6% |
2.12 |
2.3% |
52% |
False |
False |
21,034 |
100 |
101.19 |
79.69 |
21.50 |
23.6% |
2.14 |
2.4% |
52% |
False |
False |
18,576 |
120 |
106.82 |
79.69 |
27.13 |
29.8% |
2.07 |
2.3% |
42% |
False |
False |
16,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.79 |
2.618 |
102.49 |
1.618 |
99.24 |
1.000 |
97.23 |
0.618 |
95.99 |
HIGH |
93.98 |
0.618 |
92.74 |
0.500 |
92.36 |
0.382 |
91.97 |
LOW |
90.73 |
0.618 |
88.72 |
1.000 |
87.48 |
1.618 |
85.47 |
2.618 |
82.22 |
4.250 |
76.92 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
92.36 |
92.36 |
PP |
91.89 |
91.89 |
S1 |
91.43 |
91.43 |
|