NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
94.16 |
92.59 |
-1.57 |
-1.7% |
93.28 |
High |
95.11 |
92.76 |
-2.35 |
-2.5% |
95.11 |
Low |
92.00 |
90.50 |
-1.50 |
-1.6% |
92.00 |
Close |
92.22 |
90.56 |
-1.66 |
-1.8% |
92.22 |
Range |
3.11 |
2.26 |
-0.85 |
-27.3% |
3.11 |
ATR |
1.85 |
1.88 |
0.03 |
1.6% |
0.00 |
Volume |
9,921 |
8,567 |
-1,354 |
-13.6% |
41,816 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.05 |
96.57 |
91.80 |
|
R3 |
95.79 |
94.31 |
91.18 |
|
R2 |
93.53 |
93.53 |
90.97 |
|
R1 |
92.05 |
92.05 |
90.77 |
91.66 |
PP |
91.27 |
91.27 |
91.27 |
91.08 |
S1 |
89.79 |
89.79 |
90.35 |
89.40 |
S2 |
89.01 |
89.01 |
90.15 |
|
S3 |
86.75 |
87.53 |
89.94 |
|
S4 |
84.49 |
85.27 |
89.32 |
|
|
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 |
90.50 |
4.61 |
5.1% |
1.68 |
1.9% |
1% |
False |
True |
8,874 |
10 |
95.40 |
90.50 |
4.90 |
5.4% |
1.82 |
2.0% |
1% |
False |
True |
8,753 |
20 |
95.40 |
89.75 |
5.65 |
6.2% |
1.87 |
2.1% |
14% |
False |
False |
7,319 |
40 |
101.50 |
89.75 |
11.75 |
13.0% |
1.75 |
1.9% |
7% |
False |
False |
7,924 |
60 |
101.50 |
89.51 |
11.99 |
13.2% |
1.54 |
1.7% |
9% |
False |
False |
6,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.37 |
2.618 |
98.68 |
1.618 |
96.42 |
1.000 |
95.02 |
0.618 |
94.16 |
HIGH |
92.76 |
0.618 |
91.90 |
0.500 |
91.63 |
0.382 |
91.36 |
LOW |
90.50 |
0.618 |
89.10 |
1.000 |
88.24 |
1.618 |
86.84 |
2.618 |
84.58 |
4.250 |
80.90 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
91.63 |
92.81 |
PP |
91.27 |
92.06 |
S1 |
90.92 |
91.31 |
|