NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.52 |
86.88 |
0.36 |
0.4% |
90.70 |
| High |
86.87 |
86.92 |
0.05 |
0.1% |
91.75 |
| Low |
85.52 |
85.18 |
-0.34 |
-0.4% |
85.52 |
| Close |
86.80 |
86.05 |
-0.75 |
-0.9% |
86.80 |
| Range |
1.35 |
1.74 |
0.39 |
28.9% |
6.23 |
| ATR |
2.20 |
2.16 |
-0.03 |
-1.5% |
0.00 |
| Volume |
55,475 |
50,894 |
-4,581 |
-8.3% |
291,811 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.27 |
90.40 |
87.01 |
|
| R3 |
89.53 |
88.66 |
86.53 |
|
| R2 |
87.79 |
87.79 |
86.37 |
|
| R1 |
86.92 |
86.92 |
86.21 |
86.49 |
| PP |
86.05 |
86.05 |
86.05 |
85.83 |
| S1 |
85.18 |
85.18 |
85.89 |
84.75 |
| S2 |
84.31 |
84.31 |
85.73 |
|
| S3 |
82.57 |
83.44 |
85.57 |
|
| S4 |
80.83 |
81.70 |
85.09 |
|
|
| 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 |
89.80 |
85.18 |
4.62 |
5.4% |
2.11 |
2.5% |
19% |
False |
True |
58,546 |
| 10 |
93.98 |
85.18 |
8.80 |
10.2% |
2.05 |
2.4% |
10% |
False |
True |
52,408 |
| 20 |
94.46 |
85.18 |
9.28 |
10.8% |
2.25 |
2.6% |
9% |
False |
True |
45,197 |
| 40 |
101.19 |
85.18 |
16.01 |
18.6% |
2.23 |
2.6% |
5% |
False |
True |
35,151 |
| 60 |
101.19 |
85.18 |
16.01 |
18.6% |
2.04 |
2.4% |
5% |
False |
True |
28,994 |
| 80 |
101.19 |
85.18 |
16.01 |
18.6% |
2.03 |
2.4% |
5% |
False |
True |
24,526 |
| 100 |
101.19 |
79.69 |
21.50 |
25.0% |
2.13 |
2.5% |
30% |
False |
False |
21,518 |
| 120 |
101.19 |
79.69 |
21.50 |
25.0% |
2.07 |
2.4% |
30% |
False |
False |
18,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.32 |
|
2.618 |
91.48 |
|
1.618 |
89.74 |
|
1.000 |
88.66 |
|
0.618 |
88.00 |
|
HIGH |
86.92 |
|
0.618 |
86.26 |
|
0.500 |
86.05 |
|
0.382 |
85.84 |
|
LOW |
85.18 |
|
0.618 |
84.10 |
|
1.000 |
83.44 |
|
1.618 |
82.36 |
|
2.618 |
80.62 |
|
4.250 |
77.79 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.05 |
86.24 |
| PP |
86.05 |
86.17 |
| S1 |
86.05 |
86.11 |
|