NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.86 |
93.60 |
0.74 |
0.8% |
93.90 |
| High |
94.46 |
94.12 |
-0.34 |
-0.4% |
94.19 |
| Low |
92.59 |
92.94 |
0.35 |
0.4% |
90.19 |
| Close |
93.70 |
93.14 |
-0.56 |
-0.6% |
93.42 |
| Range |
1.87 |
1.18 |
-0.69 |
-36.9% |
4.00 |
| ATR |
2.03 |
1.97 |
-0.06 |
-3.0% |
0.00 |
| Volume |
9,783 |
16,589 |
6,806 |
69.6% |
76,442 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.94 |
96.22 |
93.79 |
|
| R3 |
95.76 |
95.04 |
93.46 |
|
| R2 |
94.58 |
94.58 |
93.36 |
|
| R1 |
93.86 |
93.86 |
93.25 |
93.63 |
| PP |
93.40 |
93.40 |
93.40 |
93.29 |
| S1 |
92.68 |
92.68 |
93.03 |
92.45 |
| S2 |
92.22 |
92.22 |
92.92 |
|
| S3 |
91.04 |
91.50 |
92.82 |
|
| S4 |
89.86 |
90.32 |
92.49 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.60 |
103.01 |
95.62 |
|
| R3 |
100.60 |
99.01 |
94.52 |
|
| R2 |
96.60 |
96.60 |
94.15 |
|
| R1 |
95.01 |
95.01 |
93.79 |
93.81 |
| PP |
92.60 |
92.60 |
92.60 |
92.00 |
| S1 |
91.01 |
91.01 |
93.05 |
89.81 |
| S2 |
88.60 |
88.60 |
92.69 |
|
| S3 |
84.60 |
87.01 |
92.32 |
|
| S4 |
80.60 |
83.01 |
91.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.46 |
90.19 |
4.27 |
4.6% |
1.72 |
1.9% |
69% |
False |
False |
13,954 |
| 10 |
97.23 |
90.19 |
7.04 |
7.6% |
2.09 |
2.2% |
42% |
False |
False |
14,649 |
| 20 |
101.53 |
90.19 |
11.34 |
12.2% |
2.06 |
2.2% |
26% |
False |
False |
16,324 |
| 40 |
101.53 |
90.19 |
11.34 |
12.2% |
1.79 |
1.9% |
26% |
False |
False |
12,913 |
| 60 |
101.53 |
86.36 |
15.17 |
16.3% |
1.78 |
1.9% |
45% |
False |
False |
10,856 |
| 80 |
101.53 |
80.09 |
21.44 |
23.0% |
1.88 |
2.0% |
61% |
False |
False |
9,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.14 |
|
2.618 |
97.21 |
|
1.618 |
96.03 |
|
1.000 |
95.30 |
|
0.618 |
94.85 |
|
HIGH |
94.12 |
|
0.618 |
93.67 |
|
0.500 |
93.53 |
|
0.382 |
93.39 |
|
LOW |
92.94 |
|
0.618 |
92.21 |
|
1.000 |
91.76 |
|
1.618 |
91.03 |
|
2.618 |
89.85 |
|
4.250 |
87.93 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.53 |
93.53 |
| PP |
93.40 |
93.40 |
| S1 |
93.27 |
93.27 |
|