NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
94.37 |
92.98 |
-1.39 |
-1.5% |
91.21 |
| High |
94.37 |
93.97 |
-0.40 |
-0.4% |
95.21 |
| Low |
93.00 |
91.81 |
-1.19 |
-1.3% |
90.00 |
| Close |
93.66 |
93.74 |
0.08 |
0.1% |
93.66 |
| Range |
1.37 |
2.16 |
0.79 |
57.7% |
5.21 |
| ATR |
2.16 |
2.16 |
0.00 |
0.0% |
0.00 |
| Volume |
23,942 |
14,718 |
-9,224 |
-38.5% |
118,904 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.65 |
98.86 |
94.93 |
|
| R3 |
97.49 |
96.70 |
94.33 |
|
| R2 |
95.33 |
95.33 |
94.14 |
|
| R1 |
94.54 |
94.54 |
93.94 |
94.94 |
| PP |
93.17 |
93.17 |
93.17 |
93.37 |
| S1 |
92.38 |
92.38 |
93.54 |
92.78 |
| S2 |
91.01 |
91.01 |
93.34 |
|
| S3 |
88.85 |
90.22 |
93.15 |
|
| S4 |
86.69 |
88.06 |
92.55 |
|
|
| 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 |
91.24 |
3.97 |
4.2% |
2.18 |
2.3% |
63% |
False |
False |
21,608 |
| 10 |
95.21 |
89.46 |
5.75 |
6.1% |
2.30 |
2.4% |
74% |
False |
False |
20,922 |
| 20 |
98.34 |
89.46 |
8.88 |
9.5% |
2.19 |
2.3% |
48% |
False |
False |
17,961 |
| 40 |
101.78 |
89.46 |
12.32 |
13.1% |
1.96 |
2.1% |
35% |
False |
False |
16,948 |
| 60 |
101.78 |
88.85 |
12.93 |
13.8% |
1.83 |
2.0% |
38% |
False |
False |
14,643 |
| 80 |
101.78 |
80.62 |
21.16 |
22.6% |
1.85 |
2.0% |
62% |
False |
False |
12,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.15 |
|
2.618 |
99.62 |
|
1.618 |
97.46 |
|
1.000 |
96.13 |
|
0.618 |
95.30 |
|
HIGH |
93.97 |
|
0.618 |
93.14 |
|
0.500 |
92.89 |
|
0.382 |
92.64 |
|
LOW |
91.81 |
|
0.618 |
90.48 |
|
1.000 |
89.65 |
|
1.618 |
88.32 |
|
2.618 |
86.16 |
|
4.250 |
82.63 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.46 |
93.56 |
| PP |
93.17 |
93.37 |
| S1 |
92.89 |
93.19 |
|