NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
94.20 |
94.31 |
0.11 |
0.1% |
91.20 |
High |
94.79 |
94.53 |
-0.26 |
-0.3% |
95.40 |
Low |
93.99 |
92.90 |
-1.09 |
-1.2% |
90.50 |
Close |
94.30 |
94.21 |
-0.09 |
-0.1% |
93.97 |
Range |
0.80 |
1.63 |
0.83 |
103.8% |
4.90 |
ATR |
1.76 |
1.76 |
-0.01 |
-0.5% |
0.00 |
Volume |
7,173 |
11,391 |
4,218 |
58.8% |
47,411 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.77 |
98.12 |
95.11 |
|
R3 |
97.14 |
96.49 |
94.66 |
|
R2 |
95.51 |
95.51 |
94.51 |
|
R1 |
94.86 |
94.86 |
94.36 |
94.37 |
PP |
93.88 |
93.88 |
93.88 |
93.64 |
S1 |
93.23 |
93.23 |
94.06 |
92.74 |
S2 |
92.25 |
92.25 |
93.91 |
|
S3 |
90.62 |
91.60 |
93.76 |
|
S4 |
88.99 |
89.97 |
93.31 |
|
|
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 |
94.79 |
92.40 |
2.39 |
2.5% |
1.22 |
1.3% |
76% |
False |
False |
8,087 |
10 |
95.40 |
90.50 |
4.90 |
5.2% |
1.60 |
1.7% |
76% |
False |
False |
8,533 |
20 |
95.40 |
89.75 |
5.65 |
6.0% |
1.69 |
1.8% |
79% |
False |
False |
7,480 |
40 |
101.50 |
89.75 |
11.75 |
12.5% |
1.68 |
1.8% |
38% |
False |
False |
7,855 |
60 |
101.50 |
89.51 |
11.99 |
12.7% |
1.49 |
1.6% |
39% |
False |
False |
6,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.46 |
2.618 |
98.80 |
1.618 |
97.17 |
1.000 |
96.16 |
0.618 |
95.54 |
HIGH |
94.53 |
0.618 |
93.91 |
0.500 |
93.72 |
0.382 |
93.52 |
LOW |
92.90 |
0.618 |
91.89 |
1.000 |
91.27 |
1.618 |
90.26 |
2.618 |
88.63 |
4.250 |
85.97 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
94.05 |
94.09 |
PP |
93.88 |
93.97 |
S1 |
93.72 |
93.85 |
|