NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
85.77 |
86.23 |
0.46 |
0.5% |
90.70 |
| High |
86.73 |
87.68 |
0.95 |
1.1% |
91.75 |
| Low |
85.60 |
86.16 |
0.56 |
0.7% |
85.52 |
| Close |
86.19 |
86.73 |
0.54 |
0.6% |
86.80 |
| Range |
1.13 |
1.52 |
0.39 |
34.5% |
6.23 |
| ATR |
2.09 |
2.05 |
-0.04 |
-1.9% |
0.00 |
| Volume |
48,477 |
39,593 |
-8,884 |
-18.3% |
291,811 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.42 |
90.59 |
87.57 |
|
| R3 |
89.90 |
89.07 |
87.15 |
|
| R2 |
88.38 |
88.38 |
87.01 |
|
| R1 |
87.55 |
87.55 |
86.87 |
87.97 |
| PP |
86.86 |
86.86 |
86.86 |
87.06 |
| S1 |
86.03 |
86.03 |
86.59 |
86.45 |
| S2 |
85.34 |
85.34 |
86.45 |
|
| S3 |
83.82 |
84.51 |
86.31 |
|
| S4 |
82.30 |
82.99 |
85.89 |
|
|
| 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 |
87.68 |
85.18 |
2.50 |
2.9% |
1.45 |
1.7% |
62% |
True |
False |
53,319 |
| 10 |
93.98 |
85.18 |
8.80 |
10.1% |
2.10 |
2.4% |
18% |
False |
False |
50,690 |
| 20 |
94.46 |
85.18 |
9.28 |
10.7% |
2.13 |
2.5% |
17% |
False |
False |
47,240 |
| 40 |
101.19 |
85.18 |
16.01 |
18.5% |
2.20 |
2.5% |
10% |
False |
False |
36,344 |
| 60 |
101.19 |
85.18 |
16.01 |
18.5% |
2.02 |
2.3% |
10% |
False |
False |
30,020 |
| 80 |
101.19 |
85.18 |
16.01 |
18.5% |
2.01 |
2.3% |
10% |
False |
False |
25,433 |
| 100 |
101.19 |
79.69 |
21.50 |
24.8% |
2.09 |
2.4% |
33% |
False |
False |
22,156 |
| 120 |
101.19 |
79.69 |
21.50 |
24.8% |
2.08 |
2.4% |
33% |
False |
False |
19,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.14 |
|
2.618 |
91.66 |
|
1.618 |
90.14 |
|
1.000 |
89.20 |
|
0.618 |
88.62 |
|
HIGH |
87.68 |
|
0.618 |
87.10 |
|
0.500 |
86.92 |
|
0.382 |
86.74 |
|
LOW |
86.16 |
|
0.618 |
85.22 |
|
1.000 |
84.64 |
|
1.618 |
83.70 |
|
2.618 |
82.18 |
|
4.250 |
79.70 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.92 |
86.63 |
| PP |
86.86 |
86.53 |
| S1 |
86.79 |
86.43 |
|