NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
94.31 |
94.16 |
-0.15 |
-0.2% |
93.28 |
High |
94.53 |
95.11 |
0.58 |
0.6% |
95.11 |
Low |
92.90 |
92.00 |
-0.90 |
-1.0% |
92.00 |
Close |
94.21 |
92.22 |
-1.99 |
-2.1% |
92.22 |
Range |
1.63 |
3.11 |
1.48 |
90.8% |
3.11 |
ATR |
1.76 |
1.85 |
0.10 |
5.5% |
0.00 |
Volume |
11,391 |
9,921 |
-1,470 |
-12.9% |
41,816 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.44 |
100.44 |
93.93 |
|
R3 |
99.33 |
97.33 |
93.08 |
|
R2 |
96.22 |
96.22 |
92.79 |
|
R1 |
94.22 |
94.22 |
92.51 |
93.67 |
PP |
93.11 |
93.11 |
93.11 |
92.83 |
S1 |
91.11 |
91.11 |
91.93 |
90.56 |
S2 |
90.00 |
90.00 |
91.65 |
|
S3 |
86.89 |
88.00 |
91.36 |
|
S4 |
83.78 |
84.89 |
90.51 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.44 |
100.44 |
93.93 |
|
R3 |
99.33 |
97.33 |
93.08 |
|
R2 |
96.22 |
96.22 |
92.79 |
|
R1 |
94.22 |
94.22 |
92.51 |
93.67 |
PP |
93.11 |
93.11 |
93.11 |
92.83 |
S1 |
91.11 |
91.11 |
91.93 |
90.56 |
S2 |
90.00 |
90.00 |
91.65 |
|
S3 |
86.89 |
88.00 |
91.36 |
|
S4 |
83.78 |
84.89 |
90.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.11 |
92.00 |
3.11 |
3.4% |
1.60 |
1.7% |
7% |
True |
True |
8,363 |
10 |
95.40 |
90.50 |
4.90 |
5.3% |
1.70 |
1.8% |
35% |
False |
False |
8,922 |
20 |
95.40 |
89.75 |
5.65 |
6.1% |
1.81 |
2.0% |
44% |
False |
False |
7,649 |
40 |
101.50 |
89.75 |
11.75 |
12.7% |
1.72 |
1.9% |
21% |
False |
False |
7,946 |
60 |
101.50 |
89.51 |
11.99 |
13.0% |
1.52 |
1.6% |
23% |
False |
False |
6,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.33 |
2.618 |
103.25 |
1.618 |
100.14 |
1.000 |
98.22 |
0.618 |
97.03 |
HIGH |
95.11 |
0.618 |
93.92 |
0.500 |
93.56 |
0.382 |
93.19 |
LOW |
92.00 |
0.618 |
90.08 |
1.000 |
88.89 |
1.618 |
86.97 |
2.618 |
83.86 |
4.250 |
78.78 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
93.56 |
93.56 |
PP |
93.11 |
93.11 |
S1 |
92.67 |
92.67 |
|