NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 05-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
89.70 |
93.02 |
3.32 |
3.7% |
92.89 |
High |
93.30 |
93.02 |
-0.28 |
-0.3% |
94.83 |
Low |
89.54 |
90.82 |
1.28 |
1.4% |
89.46 |
Close |
93.25 |
91.57 |
-1.68 |
-1.8% |
91.57 |
Range |
3.76 |
2.20 |
-1.56 |
-41.5% |
5.37 |
ATR |
2.18 |
2.20 |
0.02 |
0.8% |
0.00 |
Volume |
31,481 |
17,889 |
-13,592 |
-43.2% |
88,559 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.40 |
97.19 |
92.78 |
|
R3 |
96.20 |
94.99 |
92.18 |
|
R2 |
94.00 |
94.00 |
91.97 |
|
R1 |
92.79 |
92.79 |
91.77 |
92.30 |
PP |
91.80 |
91.80 |
91.80 |
91.56 |
S1 |
90.59 |
90.59 |
91.37 |
90.10 |
S2 |
89.60 |
89.60 |
91.17 |
|
S3 |
87.40 |
88.39 |
90.97 |
|
S4 |
85.20 |
86.19 |
90.36 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.06 |
105.19 |
94.52 |
|
R3 |
102.69 |
99.82 |
93.05 |
|
R2 |
97.32 |
97.32 |
92.55 |
|
R1 |
94.45 |
94.45 |
92.06 |
93.20 |
PP |
91.95 |
91.95 |
91.95 |
91.33 |
S1 |
89.08 |
89.08 |
91.08 |
87.83 |
S2 |
86.58 |
86.58 |
90.59 |
|
S3 |
81.21 |
83.71 |
90.09 |
|
S4 |
75.84 |
78.34 |
88.62 |
|
|
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 |
5.9% |
2.51 |
2.7% |
39% |
False |
False |
17,711 |
10 |
94.83 |
89.46 |
5.37 |
5.9% |
2.20 |
2.4% |
39% |
False |
False |
16,546 |
20 |
101.78 |
89.46 |
12.32 |
13.5% |
2.14 |
2.3% |
17% |
False |
False |
17,439 |
40 |
101.78 |
89.46 |
12.32 |
13.5% |
1.85 |
2.0% |
17% |
False |
False |
15,365 |
60 |
101.78 |
88.85 |
12.93 |
14.1% |
1.77 |
1.9% |
21% |
False |
False |
13,008 |
80 |
101.78 |
80.62 |
21.16 |
23.1% |
1.82 |
2.0% |
52% |
False |
False |
11,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.37 |
2.618 |
98.78 |
1.618 |
96.58 |
1.000 |
95.22 |
0.618 |
94.38 |
HIGH |
93.02 |
0.618 |
92.18 |
0.500 |
91.92 |
0.382 |
91.66 |
LOW |
90.82 |
0.618 |
89.46 |
1.000 |
88.62 |
1.618 |
87.26 |
2.618 |
85.06 |
4.250 |
81.47 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
91.92 |
91.51 |
PP |
91.80 |
91.44 |
S1 |
91.69 |
91.38 |
|