NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
94.00 |
93.93 |
-0.07 |
-0.1% |
92.98 |
High |
94.29 |
94.85 |
0.56 |
0.6% |
94.85 |
Low |
92.68 |
91.81 |
-0.87 |
-0.9% |
91.81 |
Close |
93.90 |
91.89 |
-2.01 |
-2.1% |
91.89 |
Range |
1.61 |
3.04 |
1.43 |
88.8% |
3.04 |
ATR |
1.96 |
2.04 |
0.08 |
3.9% |
0.00 |
Volume |
14,736 |
20,422 |
5,686 |
38.6% |
83,940 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.97 |
99.97 |
93.56 |
|
R3 |
98.93 |
96.93 |
92.73 |
|
R2 |
95.89 |
95.89 |
92.45 |
|
R1 |
93.89 |
93.89 |
92.17 |
93.37 |
PP |
92.85 |
92.85 |
92.85 |
92.59 |
S1 |
90.85 |
90.85 |
91.61 |
90.33 |
S2 |
89.81 |
89.81 |
91.33 |
|
S3 |
86.77 |
87.81 |
91.05 |
|
S4 |
83.73 |
84.77 |
90.22 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.97 |
99.97 |
93.56 |
|
R3 |
98.93 |
96.93 |
92.73 |
|
R2 |
95.89 |
95.89 |
92.45 |
|
R1 |
93.89 |
93.89 |
92.17 |
93.37 |
PP |
92.85 |
92.85 |
92.85 |
92.59 |
S1 |
90.85 |
90.85 |
91.61 |
90.33 |
S2 |
89.81 |
89.81 |
91.33 |
|
S3 |
86.77 |
87.81 |
91.05 |
|
S4 |
83.73 |
84.77 |
90.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.85 |
91.81 |
3.04 |
3.3% |
1.74 |
1.9% |
3% |
True |
True |
16,788 |
10 |
95.21 |
90.00 |
5.21 |
5.7% |
1.89 |
2.1% |
36% |
False |
False |
20,284 |
20 |
95.21 |
89.46 |
5.75 |
6.3% |
2.05 |
2.2% |
42% |
False |
False |
18,415 |
40 |
101.78 |
89.46 |
12.32 |
13.4% |
2.00 |
2.2% |
20% |
False |
False |
17,380 |
60 |
101.78 |
89.39 |
12.39 |
13.5% |
1.82 |
2.0% |
20% |
False |
False |
15,401 |
80 |
101.78 |
80.62 |
21.16 |
23.0% |
1.89 |
2.1% |
53% |
False |
False |
13,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.77 |
2.618 |
102.81 |
1.618 |
99.77 |
1.000 |
97.89 |
0.618 |
96.73 |
HIGH |
94.85 |
0.618 |
93.69 |
0.500 |
93.33 |
0.382 |
92.97 |
LOW |
91.81 |
0.618 |
89.93 |
1.000 |
88.77 |
1.618 |
86.89 |
2.618 |
83.85 |
4.250 |
78.89 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
93.33 |
93.33 |
PP |
92.85 |
92.85 |
S1 |
92.37 |
92.37 |
|