NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.22 |
86.52 |
0.30 |
0.3% |
90.70 |
| High |
87.29 |
86.87 |
-0.42 |
-0.5% |
91.75 |
| Low |
85.79 |
85.52 |
-0.27 |
-0.3% |
85.52 |
| Close |
86.60 |
86.80 |
0.20 |
0.2% |
86.80 |
| Range |
1.50 |
1.35 |
-0.15 |
-10.0% |
6.23 |
| ATR |
2.26 |
2.20 |
-0.07 |
-2.9% |
0.00 |
| Volume |
72,156 |
55,475 |
-16,681 |
-23.1% |
291,811 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.45 |
89.97 |
87.54 |
|
| R3 |
89.10 |
88.62 |
87.17 |
|
| R2 |
87.75 |
87.75 |
87.05 |
|
| R1 |
87.27 |
87.27 |
86.92 |
87.51 |
| PP |
86.40 |
86.40 |
86.40 |
86.52 |
| S1 |
85.92 |
85.92 |
86.68 |
86.16 |
| S2 |
85.05 |
85.05 |
86.55 |
|
| S3 |
83.70 |
84.57 |
86.43 |
|
| S4 |
82.35 |
83.22 |
86.06 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.71 |
102.99 |
90.23 |
|
| R3 |
100.48 |
96.76 |
88.51 |
|
| R2 |
94.25 |
94.25 |
87.94 |
|
| R1 |
90.53 |
90.53 |
87.37 |
89.28 |
| PP |
88.02 |
88.02 |
88.02 |
87.40 |
| S1 |
84.30 |
84.30 |
86.23 |
83.05 |
| S2 |
81.79 |
81.79 |
85.66 |
|
| S3 |
75.56 |
78.07 |
85.09 |
|
| S4 |
69.33 |
71.84 |
83.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.75 |
85.52 |
6.23 |
7.2% |
2.30 |
2.6% |
21% |
False |
True |
58,362 |
| 10 |
93.98 |
85.52 |
8.46 |
9.7% |
2.10 |
2.4% |
15% |
False |
True |
50,174 |
| 20 |
94.46 |
85.52 |
8.94 |
10.3% |
2.27 |
2.6% |
14% |
False |
True |
43,623 |
| 40 |
101.19 |
85.52 |
15.67 |
18.1% |
2.24 |
2.6% |
8% |
False |
True |
34,357 |
| 60 |
101.19 |
85.52 |
15.67 |
18.1% |
2.08 |
2.4% |
8% |
False |
True |
28,418 |
| 80 |
101.19 |
85.52 |
15.67 |
18.1% |
2.04 |
2.3% |
8% |
False |
True |
24,006 |
| 100 |
101.19 |
79.69 |
21.50 |
24.8% |
2.14 |
2.5% |
33% |
False |
False |
21,131 |
| 120 |
101.19 |
79.69 |
21.50 |
24.8% |
2.07 |
2.4% |
33% |
False |
False |
18,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.61 |
|
2.618 |
90.40 |
|
1.618 |
89.05 |
|
1.000 |
88.22 |
|
0.618 |
87.70 |
|
HIGH |
86.87 |
|
0.618 |
86.35 |
|
0.500 |
86.20 |
|
0.382 |
86.04 |
|
LOW |
85.52 |
|
0.618 |
84.69 |
|
1.000 |
84.17 |
|
1.618 |
83.34 |
|
2.618 |
81.99 |
|
4.250 |
79.78 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.60 |
86.79 |
| PP |
86.40 |
86.78 |
| S1 |
86.20 |
86.77 |
|