NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 04-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
93.06 |
89.70 |
-3.36 |
-3.6% |
94.22 |
High |
93.07 |
93.30 |
0.23 |
0.2% |
94.39 |
Low |
89.46 |
89.54 |
0.08 |
0.1% |
90.58 |
Close |
89.80 |
93.25 |
3.45 |
3.8% |
93.76 |
Range |
3.61 |
3.76 |
0.15 |
4.2% |
3.81 |
ATR |
2.06 |
2.18 |
0.12 |
5.9% |
0.00 |
Volume |
13,231 |
31,481 |
18,250 |
137.9% |
76,902 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.31 |
102.04 |
95.32 |
|
R3 |
99.55 |
98.28 |
94.28 |
|
R2 |
95.79 |
95.79 |
93.94 |
|
R1 |
94.52 |
94.52 |
93.59 |
95.16 |
PP |
92.03 |
92.03 |
92.03 |
92.35 |
S1 |
90.76 |
90.76 |
92.91 |
91.40 |
S2 |
88.27 |
88.27 |
92.56 |
|
S3 |
84.51 |
87.00 |
92.22 |
|
S4 |
80.75 |
83.24 |
91.18 |
|
|
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 |
5.8% |
2.28 |
2.4% |
71% |
False |
False |
16,584 |
10 |
94.97 |
89.46 |
5.51 |
5.9% |
2.08 |
2.2% |
69% |
False |
False |
16,519 |
20 |
101.78 |
89.46 |
12.32 |
13.2% |
2.14 |
2.3% |
31% |
False |
False |
17,578 |
40 |
101.78 |
89.46 |
12.32 |
13.2% |
1.82 |
1.9% |
31% |
False |
False |
15,272 |
60 |
101.78 |
87.03 |
14.75 |
15.8% |
1.76 |
1.9% |
42% |
False |
False |
12,832 |
80 |
101.78 |
80.62 |
21.16 |
22.7% |
1.81 |
1.9% |
60% |
False |
False |
11,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.28 |
2.618 |
103.14 |
1.618 |
99.38 |
1.000 |
97.06 |
0.618 |
95.62 |
HIGH |
93.30 |
0.618 |
91.86 |
0.500 |
91.42 |
0.382 |
90.98 |
LOW |
89.54 |
0.618 |
87.22 |
1.000 |
85.78 |
1.618 |
83.46 |
2.618 |
79.70 |
4.250 |
73.56 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
92.64 |
92.80 |
PP |
92.03 |
92.34 |
S1 |
91.42 |
91.89 |
|