NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.16 |
87.72 |
-2.44 |
-2.7% |
93.05 |
| High |
90.31 |
88.53 |
-1.78 |
-2.0% |
94.42 |
| Low |
86.88 |
86.12 |
-0.76 |
-0.9% |
91.05 |
| Close |
87.77 |
86.84 |
-0.93 |
-1.1% |
91.45 |
| Range |
3.43 |
2.41 |
-1.02 |
-29.7% |
3.37 |
| ATR |
2.25 |
2.26 |
0.01 |
0.5% |
0.00 |
| Volume |
31,095 |
26,648 |
-4,447 |
-14.3% |
83,603 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.39 |
93.03 |
88.17 |
|
| R3 |
91.98 |
90.62 |
87.50 |
|
| R2 |
89.57 |
89.57 |
87.28 |
|
| R1 |
88.21 |
88.21 |
87.06 |
87.69 |
| PP |
87.16 |
87.16 |
87.16 |
86.90 |
| S1 |
85.80 |
85.80 |
86.62 |
85.28 |
| S2 |
84.75 |
84.75 |
86.40 |
|
| S3 |
82.34 |
83.39 |
86.18 |
|
| S4 |
79.93 |
80.98 |
85.51 |
|
|
| 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 |
86.12 |
8.30 |
9.6% |
2.71 |
3.1% |
9% |
False |
True |
20,513 |
| 10 |
94.42 |
86.12 |
8.30 |
9.6% |
2.09 |
2.4% |
9% |
False |
True |
21,735 |
| 20 |
94.87 |
86.12 |
8.75 |
10.1% |
2.25 |
2.6% |
8% |
False |
True |
20,195 |
| 40 |
101.53 |
86.12 |
15.41 |
17.7% |
2.15 |
2.5% |
5% |
False |
True |
17,826 |
| 60 |
101.53 |
86.12 |
15.41 |
17.7% |
1.96 |
2.3% |
5% |
False |
True |
15,055 |
| 80 |
101.53 |
86.12 |
15.41 |
17.7% |
1.94 |
2.2% |
5% |
False |
True |
12,775 |
| 100 |
101.53 |
80.09 |
21.44 |
24.7% |
1.95 |
2.2% |
31% |
False |
False |
11,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.77 |
|
2.618 |
94.84 |
|
1.618 |
92.43 |
|
1.000 |
90.94 |
|
0.618 |
90.02 |
|
HIGH |
88.53 |
|
0.618 |
87.61 |
|
0.500 |
87.33 |
|
0.382 |
87.04 |
|
LOW |
86.12 |
|
0.618 |
84.63 |
|
1.000 |
83.71 |
|
1.618 |
82.22 |
|
2.618 |
79.81 |
|
4.250 |
75.88 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.33 |
89.15 |
| PP |
87.16 |
88.38 |
| S1 |
87.00 |
87.61 |
|