NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.10 |
93.73 |
1.63 |
1.8% |
93.26 |
| High |
94.54 |
95.40 |
0.86 |
0.9% |
95.00 |
| Low |
91.42 |
93.30 |
1.88 |
2.1% |
89.75 |
| Close |
94.39 |
93.30 |
-1.09 |
-1.2% |
91.86 |
| Range |
3.12 |
2.10 |
-1.02 |
-32.7% |
5.25 |
| ATR |
2.03 |
2.04 |
0.00 |
0.2% |
0.00 |
| Volume |
5,465 |
10,797 |
5,332 |
97.6% |
25,062 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.30 |
98.90 |
94.46 |
|
| R3 |
98.20 |
96.80 |
93.88 |
|
| R2 |
96.10 |
96.10 |
93.69 |
|
| R1 |
94.70 |
94.70 |
93.49 |
94.35 |
| PP |
94.00 |
94.00 |
94.00 |
93.83 |
| S1 |
92.60 |
92.60 |
93.11 |
92.25 |
| S2 |
91.90 |
91.90 |
92.92 |
|
| S3 |
89.80 |
90.50 |
92.72 |
|
| S4 |
87.70 |
88.40 |
92.15 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.95 |
105.16 |
94.75 |
|
| R3 |
102.70 |
99.91 |
93.30 |
|
| R2 |
97.45 |
97.45 |
92.82 |
|
| R1 |
94.66 |
94.66 |
92.34 |
93.43 |
| PP |
92.20 |
92.20 |
92.20 |
91.59 |
| S1 |
89.41 |
89.41 |
91.38 |
88.18 |
| S2 |
86.95 |
86.95 |
90.90 |
|
| S3 |
81.70 |
84.16 |
90.42 |
|
| S4 |
76.45 |
78.91 |
88.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.40 |
90.18 |
5.22 |
5.6% |
2.35 |
2.5% |
60% |
True |
False |
8,256 |
| 10 |
95.40 |
89.75 |
5.65 |
6.1% |
2.12 |
2.3% |
63% |
True |
False |
6,236 |
| 20 |
101.50 |
89.75 |
11.75 |
12.6% |
2.03 |
2.2% |
30% |
False |
False |
8,122 |
| 40 |
101.50 |
89.75 |
11.75 |
12.6% |
1.60 |
1.7% |
30% |
False |
False |
7,152 |
| 60 |
101.50 |
89.34 |
12.16 |
13.0% |
1.45 |
1.6% |
33% |
False |
False |
6,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.33 |
|
2.618 |
100.90 |
|
1.618 |
98.80 |
|
1.000 |
97.50 |
|
0.618 |
96.70 |
|
HIGH |
95.40 |
|
0.618 |
94.60 |
|
0.500 |
94.35 |
|
0.382 |
94.10 |
|
LOW |
93.30 |
|
0.618 |
92.00 |
|
1.000 |
91.20 |
|
1.618 |
89.90 |
|
2.618 |
87.80 |
|
4.250 |
84.38 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.35 |
93.18 |
| PP |
94.00 |
93.07 |
| S1 |
93.65 |
92.95 |
|