NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.42 |
90.96 |
-2.46 |
-2.6% |
93.05 |
| High |
94.42 |
92.17 |
-2.25 |
-2.4% |
94.42 |
| Low |
91.05 |
89.65 |
-1.40 |
-1.5% |
91.05 |
| Close |
91.45 |
89.70 |
-1.75 |
-1.9% |
91.45 |
| Range |
3.37 |
2.52 |
-0.85 |
-25.2% |
3.37 |
| ATR |
2.13 |
2.16 |
0.03 |
1.3% |
0.00 |
| Volume |
15,531 |
17,046 |
1,515 |
9.8% |
83,603 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.07 |
96.40 |
91.09 |
|
| R3 |
95.55 |
93.88 |
90.39 |
|
| R2 |
93.03 |
93.03 |
90.16 |
|
| R1 |
91.36 |
91.36 |
89.93 |
90.94 |
| PP |
90.51 |
90.51 |
90.51 |
90.29 |
| S1 |
88.84 |
88.84 |
89.47 |
88.42 |
| S2 |
87.99 |
87.99 |
89.24 |
|
| S3 |
85.47 |
86.32 |
89.01 |
|
| S4 |
82.95 |
83.80 |
88.31 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.42 |
100.30 |
93.30 |
|
| R3 |
99.05 |
96.93 |
92.38 |
|
| R2 |
95.68 |
95.68 |
92.07 |
|
| R1 |
93.56 |
93.56 |
91.76 |
92.94 |
| PP |
92.31 |
92.31 |
92.31 |
91.99 |
| S1 |
90.19 |
90.19 |
91.14 |
89.57 |
| S2 |
88.94 |
88.94 |
90.83 |
|
| S3 |
85.57 |
86.82 |
90.52 |
|
| S4 |
82.20 |
83.45 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.42 |
89.65 |
4.77 |
5.3% |
1.94 |
2.2% |
1% |
False |
True |
16,876 |
| 10 |
94.87 |
89.65 |
5.22 |
5.8% |
2.10 |
2.3% |
1% |
False |
True |
20,103 |
| 20 |
94.87 |
89.01 |
5.86 |
6.5% |
2.19 |
2.4% |
12% |
False |
False |
18,631 |
| 40 |
101.53 |
89.01 |
12.52 |
14.0% |
2.11 |
2.3% |
6% |
False |
False |
16,787 |
| 60 |
101.53 |
89.01 |
12.52 |
14.0% |
1.93 |
2.1% |
6% |
False |
False |
14,319 |
| 80 |
101.53 |
81.97 |
19.56 |
21.8% |
1.97 |
2.2% |
40% |
False |
False |
12,217 |
| 100 |
101.53 |
80.09 |
21.44 |
23.9% |
1.93 |
2.1% |
45% |
False |
False |
10,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.88 |
|
2.618 |
98.77 |
|
1.618 |
96.25 |
|
1.000 |
94.69 |
|
0.618 |
93.73 |
|
HIGH |
92.17 |
|
0.618 |
91.21 |
|
0.500 |
90.91 |
|
0.382 |
90.61 |
|
LOW |
89.65 |
|
0.618 |
88.09 |
|
1.000 |
87.13 |
|
1.618 |
85.57 |
|
2.618 |
83.05 |
|
4.250 |
78.94 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.91 |
92.04 |
| PP |
90.51 |
91.26 |
| S1 |
90.10 |
90.48 |
|