NYMEX Light Sweet Crude Oil Future March 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 |
94.10 |
93.06 |
-1.04 |
-1.1% |
94.22 |
High |
94.31 |
93.07 |
-1.24 |
-1.3% |
94.39 |
Low |
93.28 |
89.46 |
-3.82 |
-4.1% |
90.58 |
Close |
93.49 |
89.80 |
-3.69 |
-3.9% |
93.76 |
Range |
1.03 |
3.61 |
2.58 |
250.5% |
3.81 |
ATR |
1.91 |
2.06 |
0.15 |
8.0% |
0.00 |
Volume |
12,998 |
13,231 |
233 |
1.8% |
76,902 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.61 |
99.31 |
91.79 |
|
R3 |
98.00 |
95.70 |
90.79 |
|
R2 |
94.39 |
94.39 |
90.46 |
|
R1 |
92.09 |
92.09 |
90.13 |
91.44 |
PP |
90.78 |
90.78 |
90.78 |
90.45 |
S1 |
88.48 |
88.48 |
89.47 |
87.83 |
S2 |
87.17 |
87.17 |
89.14 |
|
S3 |
83.56 |
84.87 |
88.81 |
|
S4 |
79.95 |
81.26 |
87.81 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.34 |
102.86 |
95.86 |
|
R3 |
100.53 |
99.05 |
94.81 |
|
R2 |
96.72 |
96.72 |
94.46 |
|
R1 |
95.24 |
95.24 |
94.11 |
94.08 |
PP |
92.91 |
92.91 |
92.91 |
92.33 |
S1 |
91.43 |
91.43 |
93.41 |
90.27 |
S2 |
89.10 |
89.10 |
93.06 |
|
S3 |
85.29 |
87.62 |
92.71 |
|
S4 |
81.48 |
83.81 |
91.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.83 |
89.46 |
5.37 |
6.0% |
1.97 |
2.2% |
6% |
False |
True |
13,578 |
10 |
94.97 |
89.46 |
5.51 |
6.1% |
1.89 |
2.1% |
6% |
False |
True |
15,502 |
20 |
101.78 |
89.46 |
12.32 |
13.7% |
2.09 |
2.3% |
3% |
False |
True |
16,675 |
40 |
101.78 |
89.46 |
12.32 |
13.7% |
1.76 |
2.0% |
3% |
False |
True |
14,834 |
60 |
101.78 |
87.03 |
14.75 |
16.4% |
1.72 |
1.9% |
19% |
False |
False |
12,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.41 |
2.618 |
102.52 |
1.618 |
98.91 |
1.000 |
96.68 |
0.618 |
95.30 |
HIGH |
93.07 |
0.618 |
91.69 |
0.500 |
91.27 |
0.382 |
90.84 |
LOW |
89.46 |
0.618 |
87.23 |
1.000 |
85.85 |
1.618 |
83.62 |
2.618 |
80.01 |
4.250 |
74.12 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
91.27 |
92.15 |
PP |
90.78 |
91.36 |
S1 |
90.29 |
90.58 |
|