NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.75 |
88.12 |
-2.63 |
-2.9% |
92.98 |
| High |
90.75 |
88.97 |
-1.78 |
-2.0% |
94.85 |
| Low |
87.40 |
86.59 |
-0.81 |
-0.9% |
91.81 |
| Close |
88.27 |
87.34 |
-0.93 |
-1.1% |
91.89 |
| Range |
3.35 |
2.38 |
-0.97 |
-29.0% |
3.04 |
| ATR |
2.16 |
2.18 |
0.02 |
0.7% |
0.00 |
| Volume |
23,156 |
25,011 |
1,855 |
8.0% |
83,940 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.77 |
93.44 |
88.65 |
|
| R3 |
92.39 |
91.06 |
87.99 |
|
| R2 |
90.01 |
90.01 |
87.78 |
|
| R1 |
88.68 |
88.68 |
87.56 |
88.16 |
| PP |
87.63 |
87.63 |
87.63 |
87.37 |
| S1 |
86.30 |
86.30 |
87.12 |
85.78 |
| S2 |
85.25 |
85.25 |
86.90 |
|
| S3 |
82.87 |
83.92 |
86.69 |
|
| S4 |
80.49 |
81.54 |
86.03 |
|
|
| 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 |
86.59 |
8.26 |
9.5% |
2.57 |
2.9% |
9% |
False |
True |
19,823 |
| 10 |
94.85 |
86.59 |
8.26 |
9.5% |
1.99 |
2.3% |
9% |
False |
True |
19,945 |
| 20 |
95.21 |
86.59 |
8.62 |
9.9% |
2.15 |
2.5% |
9% |
False |
True |
19,203 |
| 40 |
101.78 |
86.59 |
15.19 |
17.4% |
2.07 |
2.4% |
5% |
False |
True |
17,884 |
| 60 |
101.78 |
86.59 |
15.19 |
17.4% |
1.89 |
2.2% |
5% |
False |
True |
16,149 |
| 80 |
101.78 |
86.59 |
15.19 |
17.4% |
1.84 |
2.1% |
5% |
False |
True |
13,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.09 |
|
2.618 |
95.20 |
|
1.618 |
92.82 |
|
1.000 |
91.35 |
|
0.618 |
90.44 |
|
HIGH |
88.97 |
|
0.618 |
88.06 |
|
0.500 |
87.78 |
|
0.382 |
87.50 |
|
LOW |
86.59 |
|
0.618 |
85.12 |
|
1.000 |
84.21 |
|
1.618 |
82.74 |
|
2.618 |
80.36 |
|
4.250 |
76.48 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.78 |
89.60 |
| PP |
87.63 |
88.84 |
| S1 |
87.49 |
88.09 |
|