NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.60 |
92.90 |
-0.70 |
-0.7% |
93.90 |
| High |
94.12 |
92.99 |
-1.13 |
-1.2% |
94.19 |
| Low |
92.94 |
89.01 |
-3.93 |
-4.2% |
90.19 |
| Close |
93.14 |
89.41 |
-3.73 |
-4.0% |
93.42 |
| Range |
1.18 |
3.98 |
2.80 |
237.3% |
4.00 |
| ATR |
1.97 |
2.12 |
0.15 |
7.8% |
0.00 |
| Volume |
16,589 |
16,713 |
124 |
0.7% |
76,442 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.41 |
99.89 |
91.60 |
|
| R3 |
98.43 |
95.91 |
90.50 |
|
| R2 |
94.45 |
94.45 |
90.14 |
|
| R1 |
91.93 |
91.93 |
89.77 |
91.20 |
| PP |
90.47 |
90.47 |
90.47 |
90.11 |
| S1 |
87.95 |
87.95 |
89.05 |
87.22 |
| S2 |
86.49 |
86.49 |
88.68 |
|
| S3 |
82.51 |
83.97 |
88.32 |
|
| S4 |
78.53 |
79.99 |
87.22 |
|
|
| 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 |
89.01 |
5.45 |
6.1% |
2.11 |
2.4% |
7% |
False |
True |
14,951 |
| 10 |
94.84 |
89.01 |
5.83 |
6.5% |
2.01 |
2.3% |
7% |
False |
True |
15,344 |
| 20 |
101.53 |
89.01 |
12.52 |
14.0% |
2.20 |
2.5% |
3% |
False |
True |
16,610 |
| 40 |
101.53 |
89.01 |
12.52 |
14.0% |
1.84 |
2.1% |
3% |
False |
True |
13,173 |
| 60 |
101.53 |
86.74 |
14.79 |
16.5% |
1.82 |
2.0% |
18% |
False |
False |
11,053 |
| 80 |
101.53 |
80.09 |
21.44 |
24.0% |
1.90 |
2.1% |
43% |
False |
False |
9,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.91 |
|
2.618 |
103.41 |
|
1.618 |
99.43 |
|
1.000 |
96.97 |
|
0.618 |
95.45 |
|
HIGH |
92.99 |
|
0.618 |
91.47 |
|
0.500 |
91.00 |
|
0.382 |
90.53 |
|
LOW |
89.01 |
|
0.618 |
86.55 |
|
1.000 |
85.03 |
|
1.618 |
82.57 |
|
2.618 |
78.59 |
|
4.250 |
72.10 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.00 |
91.74 |
| PP |
90.47 |
90.96 |
| S1 |
89.94 |
90.19 |
|