NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
86.75 |
87.38 |
0.63 |
0.7% |
91.41 |
| High |
87.72 |
88.69 |
0.97 |
1.1% |
92.60 |
| Low |
86.74 |
87.38 |
0.64 |
0.7% |
86.56 |
| Close |
87.28 |
87.83 |
0.55 |
0.6% |
87.87 |
| Range |
0.98 |
1.31 |
0.33 |
33.7% |
6.04 |
| ATR |
1.95 |
1.91 |
-0.04 |
-2.0% |
0.00 |
| Volume |
23,081 |
13,399 |
-9,682 |
-41.9% |
115,917 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.90 |
91.17 |
88.55 |
|
| R3 |
90.59 |
89.86 |
88.19 |
|
| R2 |
89.28 |
89.28 |
88.07 |
|
| R1 |
88.55 |
88.55 |
87.95 |
88.92 |
| PP |
87.97 |
87.97 |
87.97 |
88.15 |
| S1 |
87.24 |
87.24 |
87.71 |
87.61 |
| S2 |
86.66 |
86.66 |
87.59 |
|
| S3 |
85.35 |
85.93 |
87.47 |
|
| S4 |
84.04 |
84.62 |
87.11 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.13 |
103.54 |
91.19 |
|
| R3 |
101.09 |
97.50 |
89.53 |
|
| R2 |
95.05 |
95.05 |
88.98 |
|
| R1 |
91.46 |
91.46 |
88.42 |
90.24 |
| PP |
89.01 |
89.01 |
89.01 |
88.40 |
| S1 |
85.42 |
85.42 |
87.32 |
84.20 |
| S2 |
82.97 |
82.97 |
86.76 |
|
| S3 |
76.93 |
79.38 |
86.21 |
|
| S4 |
70.89 |
73.34 |
84.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.69 |
86.37 |
2.32 |
2.6% |
1.31 |
1.5% |
63% |
True |
False |
22,528 |
| 10 |
94.85 |
86.37 |
8.48 |
9.7% |
1.94 |
2.2% |
17% |
False |
False |
21,175 |
| 20 |
95.21 |
86.37 |
8.84 |
10.1% |
1.98 |
2.3% |
17% |
False |
False |
21,440 |
| 40 |
101.78 |
86.37 |
15.41 |
17.5% |
2.04 |
2.3% |
9% |
False |
False |
19,057 |
| 60 |
101.78 |
86.37 |
15.41 |
17.5% |
1.84 |
2.1% |
9% |
False |
False |
17,036 |
| 80 |
101.78 |
86.37 |
15.41 |
17.5% |
1.79 |
2.0% |
9% |
False |
False |
14,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.26 |
|
2.618 |
92.12 |
|
1.618 |
90.81 |
|
1.000 |
90.00 |
|
0.618 |
89.50 |
|
HIGH |
88.69 |
|
0.618 |
88.19 |
|
0.500 |
88.04 |
|
0.382 |
87.88 |
|
LOW |
87.38 |
|
0.618 |
86.57 |
|
1.000 |
86.07 |
|
1.618 |
85.26 |
|
2.618 |
83.95 |
|
4.250 |
81.81 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.04 |
87.73 |
| PP |
87.97 |
87.63 |
| S1 |
87.90 |
87.53 |
|