NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.98 |
93.65 |
0.67 |
0.7% |
91.21 |
| High |
93.97 |
94.16 |
0.19 |
0.2% |
95.21 |
| Low |
91.81 |
93.40 |
1.59 |
1.7% |
90.00 |
| Close |
93.74 |
93.89 |
0.15 |
0.2% |
93.66 |
| Range |
2.16 |
0.76 |
-1.40 |
-64.8% |
5.21 |
| ATR |
2.16 |
2.06 |
-0.10 |
-4.6% |
0.00 |
| Volume |
14,718 |
19,739 |
5,021 |
34.1% |
118,904 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.10 |
95.75 |
94.31 |
|
| R3 |
95.34 |
94.99 |
94.10 |
|
| R2 |
94.58 |
94.58 |
94.03 |
|
| R1 |
94.23 |
94.23 |
93.96 |
94.41 |
| PP |
93.82 |
93.82 |
93.82 |
93.90 |
| S1 |
93.47 |
93.47 |
93.82 |
93.65 |
| S2 |
93.06 |
93.06 |
93.75 |
|
| S3 |
92.30 |
92.71 |
93.68 |
|
| S4 |
91.54 |
91.95 |
93.47 |
|
|
| 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 |
91.81 |
3.40 |
3.6% |
1.66 |
1.8% |
61% |
False |
False |
22,652 |
| 10 |
95.21 |
89.46 |
5.75 |
6.1% |
2.27 |
2.4% |
77% |
False |
False |
21,596 |
| 20 |
97.58 |
89.46 |
8.12 |
8.6% |
2.14 |
2.3% |
55% |
False |
False |
18,313 |
| 40 |
101.78 |
89.46 |
12.32 |
13.1% |
1.95 |
2.1% |
36% |
False |
False |
17,131 |
| 60 |
101.78 |
88.85 |
12.93 |
13.8% |
1.81 |
1.9% |
39% |
False |
False |
14,842 |
| 80 |
101.78 |
80.62 |
21.16 |
22.5% |
1.85 |
2.0% |
63% |
False |
False |
12,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.39 |
|
2.618 |
96.15 |
|
1.618 |
95.39 |
|
1.000 |
94.92 |
|
0.618 |
94.63 |
|
HIGH |
94.16 |
|
0.618 |
93.87 |
|
0.500 |
93.78 |
|
0.382 |
93.69 |
|
LOW |
93.40 |
|
0.618 |
92.93 |
|
1.000 |
92.64 |
|
1.618 |
92.17 |
|
2.618 |
91.41 |
|
4.250 |
90.17 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.85 |
93.62 |
| PP |
93.82 |
93.36 |
| S1 |
93.78 |
93.09 |
|