NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.96 |
94.37 |
1.41 |
1.5% |
91.21 |
| High |
94.57 |
94.37 |
-0.20 |
-0.2% |
95.21 |
| Low |
92.95 |
93.00 |
0.05 |
0.1% |
90.00 |
| Close |
93.91 |
93.66 |
-0.25 |
-0.3% |
93.66 |
| Range |
1.62 |
1.37 |
-0.25 |
-15.4% |
5.21 |
| ATR |
2.22 |
2.16 |
-0.06 |
-2.7% |
0.00 |
| Volume |
27,614 |
23,942 |
-3,672 |
-13.3% |
118,904 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.79 |
97.09 |
94.41 |
|
| R3 |
96.42 |
95.72 |
94.04 |
|
| R2 |
95.05 |
95.05 |
93.91 |
|
| R1 |
94.35 |
94.35 |
93.79 |
94.02 |
| PP |
93.68 |
93.68 |
93.68 |
93.51 |
| S1 |
92.98 |
92.98 |
93.53 |
92.65 |
| S2 |
92.31 |
92.31 |
93.41 |
|
| S3 |
90.94 |
91.61 |
93.28 |
|
| S4 |
89.57 |
90.24 |
92.91 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.59 |
106.33 |
96.53 |
|
| R3 |
103.38 |
101.12 |
95.09 |
|
| R2 |
98.17 |
98.17 |
94.62 |
|
| R1 |
95.91 |
95.91 |
94.14 |
97.04 |
| PP |
92.96 |
92.96 |
92.96 |
93.52 |
| S1 |
90.70 |
90.70 |
93.18 |
91.83 |
| S2 |
87.75 |
87.75 |
92.70 |
|
| S3 |
82.54 |
85.49 |
92.23 |
|
| S4 |
77.33 |
80.28 |
90.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.21 |
90.00 |
5.21 |
5.6% |
2.04 |
2.2% |
70% |
False |
False |
23,780 |
| 10 |
95.21 |
89.46 |
5.75 |
6.1% |
2.27 |
2.4% |
73% |
False |
False |
20,746 |
| 20 |
100.77 |
89.46 |
11.31 |
12.1% |
2.31 |
2.5% |
37% |
False |
False |
19,049 |
| 40 |
101.78 |
89.46 |
12.32 |
13.2% |
1.93 |
2.1% |
34% |
False |
False |
16,964 |
| 60 |
101.78 |
88.85 |
12.93 |
13.8% |
1.81 |
1.9% |
37% |
False |
False |
14,585 |
| 80 |
101.78 |
80.62 |
21.16 |
22.6% |
1.86 |
2.0% |
62% |
False |
False |
12,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.19 |
|
2.618 |
97.96 |
|
1.618 |
96.59 |
|
1.000 |
95.74 |
|
0.618 |
95.22 |
|
HIGH |
94.37 |
|
0.618 |
93.85 |
|
0.500 |
93.69 |
|
0.382 |
93.52 |
|
LOW |
93.00 |
|
0.618 |
92.15 |
|
1.000 |
91.63 |
|
1.618 |
90.78 |
|
2.618 |
89.41 |
|
4.250 |
87.18 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.69 |
94.01 |
| PP |
93.68 |
93.89 |
| S1 |
93.67 |
93.78 |
|