NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 08-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
93.02 |
91.21 |
-1.81 |
-1.9% |
92.89 |
High |
93.02 |
91.48 |
-1.54 |
-1.7% |
94.83 |
Low |
90.82 |
90.00 |
-0.82 |
-0.9% |
89.46 |
Close |
91.57 |
91.04 |
-0.53 |
-0.6% |
91.57 |
Range |
2.20 |
1.48 |
-0.72 |
-32.7% |
5.37 |
ATR |
2.20 |
2.15 |
-0.04 |
-2.0% |
0.00 |
Volume |
17,889 |
25,579 |
7,690 |
43.0% |
88,559 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.28 |
94.64 |
91.85 |
|
R3 |
93.80 |
93.16 |
91.45 |
|
R2 |
92.32 |
92.32 |
91.31 |
|
R1 |
91.68 |
91.68 |
91.18 |
91.26 |
PP |
90.84 |
90.84 |
90.84 |
90.63 |
S1 |
90.20 |
90.20 |
90.90 |
89.78 |
S2 |
89.36 |
89.36 |
90.77 |
|
S3 |
87.88 |
88.72 |
90.63 |
|
S4 |
86.40 |
87.24 |
90.23 |
|
|
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 |
94.31 |
89.46 |
4.85 |
5.3% |
2.42 |
2.7% |
33% |
False |
False |
20,235 |
10 |
94.83 |
89.46 |
5.37 |
5.9% |
2.17 |
2.4% |
29% |
False |
False |
16,646 |
20 |
101.78 |
89.46 |
12.32 |
13.5% |
2.16 |
2.4% |
13% |
False |
False |
18,145 |
40 |
101.78 |
89.46 |
12.32 |
13.5% |
1.85 |
2.0% |
13% |
False |
False |
15,798 |
60 |
101.78 |
88.85 |
12.93 |
14.2% |
1.77 |
1.9% |
17% |
False |
False |
13,337 |
80 |
101.78 |
80.62 |
21.16 |
23.2% |
1.82 |
2.0% |
49% |
False |
False |
11,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.77 |
2.618 |
95.35 |
1.618 |
93.87 |
1.000 |
92.96 |
0.618 |
92.39 |
HIGH |
91.48 |
0.618 |
90.91 |
0.500 |
90.74 |
0.382 |
90.57 |
LOW |
90.00 |
0.618 |
89.09 |
1.000 |
88.52 |
1.618 |
87.61 |
2.618 |
86.13 |
4.250 |
83.71 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
90.94 |
91.42 |
PP |
90.84 |
91.29 |
S1 |
90.74 |
91.17 |
|