NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
87.14 |
86.22 |
-0.92 |
-1.1% |
92.53 |
High |
88.01 |
87.29 |
-0.72 |
-0.8% |
93.98 |
Low |
85.55 |
85.79 |
0.24 |
0.3% |
90.73 |
Close |
86.29 |
86.60 |
0.31 |
0.4% |
90.97 |
Range |
2.46 |
1.50 |
-0.96 |
-39.0% |
3.25 |
ATR |
2.32 |
2.26 |
-0.06 |
-2.5% |
0.00 |
Volume |
65,653 |
72,156 |
6,503 |
9.9% |
209,935 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.06 |
90.33 |
87.43 |
|
R3 |
89.56 |
88.83 |
87.01 |
|
R2 |
88.06 |
88.06 |
86.88 |
|
R1 |
87.33 |
87.33 |
86.74 |
87.70 |
PP |
86.56 |
86.56 |
86.56 |
86.74 |
S1 |
85.83 |
85.83 |
86.46 |
86.20 |
S2 |
85.06 |
85.06 |
86.33 |
|
S3 |
83.56 |
84.33 |
86.19 |
|
S4 |
82.06 |
82.83 |
85.78 |
|
|
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 |
85.55 |
8.43 |
9.7% |
2.68 |
3.1% |
12% |
False |
False |
54,972 |
10 |
93.98 |
85.55 |
8.43 |
9.7% |
2.11 |
2.4% |
12% |
False |
False |
50,371 |
20 |
94.46 |
85.55 |
8.91 |
10.3% |
2.26 |
2.6% |
12% |
False |
False |
41,944 |
40 |
101.19 |
85.55 |
15.64 |
18.1% |
2.24 |
2.6% |
7% |
False |
False |
33,353 |
60 |
101.19 |
85.55 |
15.64 |
18.1% |
2.09 |
2.4% |
7% |
False |
False |
27,803 |
80 |
101.19 |
85.55 |
15.64 |
18.1% |
2.04 |
2.4% |
7% |
False |
False |
23,478 |
100 |
101.19 |
79.69 |
21.50 |
24.8% |
2.15 |
2.5% |
32% |
False |
False |
20,635 |
120 |
101.19 |
79.69 |
21.50 |
24.8% |
2.08 |
2.4% |
32% |
False |
False |
18,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.67 |
2.618 |
91.22 |
1.618 |
89.72 |
1.000 |
88.79 |
0.618 |
88.22 |
HIGH |
87.29 |
0.618 |
86.72 |
0.500 |
86.54 |
0.382 |
86.36 |
LOW |
85.79 |
0.618 |
84.86 |
1.000 |
84.29 |
1.618 |
83.36 |
2.618 |
81.86 |
4.250 |
79.42 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
86.58 |
87.68 |
PP |
86.56 |
87.32 |
S1 |
86.54 |
86.96 |
|