NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
94.19 |
94.20 |
0.01 |
0.0% |
91.20 |
High |
94.22 |
94.79 |
0.57 |
0.6% |
95.40 |
Low |
93.64 |
93.99 |
0.35 |
0.4% |
90.50 |
Close |
94.20 |
94.30 |
0.10 |
0.1% |
93.97 |
Range |
0.58 |
0.80 |
0.22 |
37.9% |
4.90 |
ATR |
1.84 |
1.76 |
-0.07 |
-4.0% |
0.00 |
Volume |
7,319 |
7,173 |
-146 |
-2.0% |
47,411 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.76 |
96.33 |
94.74 |
|
R3 |
95.96 |
95.53 |
94.52 |
|
R2 |
95.16 |
95.16 |
94.45 |
|
R1 |
94.73 |
94.73 |
94.37 |
94.95 |
PP |
94.36 |
94.36 |
94.36 |
94.47 |
S1 |
93.93 |
93.93 |
94.23 |
94.15 |
S2 |
93.56 |
93.56 |
94.15 |
|
S3 |
92.76 |
93.13 |
94.08 |
|
S4 |
91.96 |
92.33 |
93.86 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.99 |
105.88 |
96.67 |
|
R3 |
103.09 |
100.98 |
95.32 |
|
R2 |
98.19 |
98.19 |
94.87 |
|
R1 |
96.08 |
96.08 |
94.42 |
97.14 |
PP |
93.29 |
93.29 |
93.29 |
93.82 |
S1 |
91.18 |
91.18 |
93.52 |
92.24 |
S2 |
88.39 |
88.39 |
93.07 |
|
S3 |
83.49 |
86.28 |
92.62 |
|
S4 |
78.59 |
81.38 |
91.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.80 |
92.40 |
2.40 |
2.5% |
1.19 |
1.3% |
79% |
False |
False |
8,279 |
10 |
95.40 |
90.18 |
5.22 |
5.5% |
1.77 |
1.9% |
79% |
False |
False |
8,267 |
20 |
95.40 |
89.75 |
5.65 |
6.0% |
1.71 |
1.8% |
81% |
False |
False |
7,414 |
40 |
101.50 |
89.75 |
11.75 |
12.5% |
1.66 |
1.8% |
39% |
False |
False |
7,729 |
60 |
101.50 |
89.34 |
12.16 |
12.9% |
1.49 |
1.6% |
41% |
False |
False |
6,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.19 |
2.618 |
96.88 |
1.618 |
96.08 |
1.000 |
95.59 |
0.618 |
95.28 |
HIGH |
94.79 |
0.618 |
94.48 |
0.500 |
94.39 |
0.382 |
94.30 |
LOW |
93.99 |
0.618 |
93.50 |
1.000 |
93.19 |
1.618 |
92.70 |
2.618 |
91.90 |
4.250 |
90.59 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
94.39 |
94.07 |
PP |
94.36 |
93.83 |
S1 |
94.33 |
93.60 |
|