NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
93.02 |
90.70 |
-2.32 |
-2.5% |
92.53 |
High |
93.98 |
91.75 |
-2.23 |
-2.4% |
93.98 |
Low |
90.73 |
89.10 |
-1.63 |
-1.8% |
90.73 |
Close |
90.97 |
89.18 |
-1.79 |
-2.0% |
90.97 |
Range |
3.25 |
2.65 |
-0.60 |
-18.5% |
3.25 |
ATR |
2.18 |
2.22 |
0.03 |
1.5% |
0.00 |
Volume |
38,525 |
49,971 |
11,446 |
29.7% |
209,935 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.96 |
96.22 |
90.64 |
|
R3 |
95.31 |
93.57 |
89.91 |
|
R2 |
92.66 |
92.66 |
89.67 |
|
R1 |
90.92 |
90.92 |
89.42 |
90.47 |
PP |
90.01 |
90.01 |
90.01 |
89.78 |
S1 |
88.27 |
88.27 |
88.94 |
87.82 |
S2 |
87.36 |
87.36 |
88.69 |
|
S3 |
84.71 |
85.62 |
88.45 |
|
S4 |
82.06 |
82.97 |
87.72 |
|
|
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 |
89.10 |
4.88 |
5.5% |
1.98 |
2.2% |
2% |
False |
True |
46,269 |
10 |
94.46 |
89.10 |
5.36 |
6.0% |
2.14 |
2.4% |
1% |
False |
True |
45,781 |
20 |
94.46 |
88.54 |
5.92 |
6.6% |
2.25 |
2.5% |
11% |
False |
False |
36,890 |
40 |
101.19 |
88.54 |
12.65 |
14.2% |
2.20 |
2.5% |
5% |
False |
False |
29,767 |
60 |
101.19 |
88.54 |
12.65 |
14.2% |
2.06 |
2.3% |
5% |
False |
False |
25,217 |
80 |
101.19 |
80.68 |
20.51 |
23.0% |
2.11 |
2.4% |
41% |
False |
False |
21,556 |
100 |
101.19 |
79.69 |
21.50 |
24.1% |
2.15 |
2.4% |
44% |
False |
False |
19,029 |
120 |
106.17 |
79.69 |
26.48 |
29.7% |
2.09 |
2.3% |
36% |
False |
False |
16,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.01 |
2.618 |
98.69 |
1.618 |
96.04 |
1.000 |
94.40 |
0.618 |
93.39 |
HIGH |
91.75 |
0.618 |
90.74 |
0.500 |
90.43 |
0.382 |
90.11 |
LOW |
89.10 |
0.618 |
87.46 |
1.000 |
86.45 |
1.618 |
84.81 |
2.618 |
82.16 |
4.250 |
77.84 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
90.43 |
91.54 |
PP |
90.01 |
90.75 |
S1 |
89.60 |
89.97 |
|