NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.88 |
85.77 |
-1.11 |
-1.3% |
90.70 |
| High |
86.92 |
86.73 |
-0.19 |
-0.2% |
91.75 |
| Low |
85.18 |
85.60 |
0.42 |
0.5% |
85.52 |
| Close |
86.05 |
86.19 |
0.14 |
0.2% |
86.80 |
| Range |
1.74 |
1.13 |
-0.61 |
-35.1% |
6.23 |
| ATR |
2.16 |
2.09 |
-0.07 |
-3.4% |
0.00 |
| Volume |
50,894 |
48,477 |
-2,417 |
-4.7% |
291,811 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.56 |
89.01 |
86.81 |
|
| R3 |
88.43 |
87.88 |
86.50 |
|
| R2 |
87.30 |
87.30 |
86.40 |
|
| R1 |
86.75 |
86.75 |
86.29 |
87.03 |
| PP |
86.17 |
86.17 |
86.17 |
86.31 |
| S1 |
85.62 |
85.62 |
86.09 |
85.90 |
| S2 |
85.04 |
85.04 |
85.98 |
|
| S3 |
83.91 |
84.49 |
85.88 |
|
| S4 |
82.78 |
83.36 |
85.57 |
|
|
| 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 |
88.01 |
85.18 |
2.83 |
3.3% |
1.64 |
1.9% |
36% |
False |
False |
58,531 |
| 10 |
93.98 |
85.18 |
8.80 |
10.2% |
2.07 |
2.4% |
11% |
False |
False |
50,983 |
| 20 |
94.46 |
85.18 |
9.28 |
10.8% |
2.25 |
2.6% |
11% |
False |
False |
46,363 |
| 40 |
101.19 |
85.18 |
16.01 |
18.6% |
2.21 |
2.6% |
6% |
False |
False |
35,977 |
| 60 |
101.19 |
85.18 |
16.01 |
18.6% |
2.04 |
2.4% |
6% |
False |
False |
29,532 |
| 80 |
101.19 |
85.18 |
16.01 |
18.6% |
2.02 |
2.3% |
6% |
False |
False |
25,021 |
| 100 |
101.19 |
79.69 |
21.50 |
24.9% |
2.12 |
2.5% |
30% |
False |
False |
21,918 |
| 120 |
101.19 |
79.69 |
21.50 |
24.9% |
2.07 |
2.4% |
30% |
False |
False |
19,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.53 |
|
2.618 |
89.69 |
|
1.618 |
88.56 |
|
1.000 |
87.86 |
|
0.618 |
87.43 |
|
HIGH |
86.73 |
|
0.618 |
86.30 |
|
0.500 |
86.17 |
|
0.382 |
86.03 |
|
LOW |
85.60 |
|
0.618 |
84.90 |
|
1.000 |
84.47 |
|
1.618 |
83.77 |
|
2.618 |
82.64 |
|
4.250 |
80.80 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.18 |
86.14 |
| PP |
86.17 |
86.10 |
| S1 |
86.17 |
86.05 |
|