NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
87.35 |
88.06 |
0.71 |
0.8% |
92.59 |
High |
88.17 |
89.16 |
0.99 |
1.1% |
92.76 |
Low |
87.35 |
88.04 |
0.69 |
0.8% |
87.07 |
Close |
87.75 |
88.31 |
0.56 |
0.6% |
88.31 |
Range |
0.82 |
1.12 |
0.30 |
36.6% |
5.69 |
ATR |
1.79 |
1.76 |
-0.03 |
-1.5% |
0.00 |
Volume |
9,761 |
5,960 |
-3,801 |
-38.9% |
40,397 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.86 |
91.21 |
88.93 |
|
R3 |
90.74 |
90.09 |
88.62 |
|
R2 |
89.62 |
89.62 |
88.52 |
|
R1 |
88.97 |
88.97 |
88.41 |
89.30 |
PP |
88.50 |
88.50 |
88.50 |
88.67 |
S1 |
87.85 |
87.85 |
88.21 |
88.18 |
S2 |
87.38 |
87.38 |
88.10 |
|
S3 |
86.26 |
86.73 |
88.00 |
|
S4 |
85.14 |
85.61 |
87.69 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.45 |
103.07 |
91.44 |
|
R3 |
100.76 |
97.38 |
89.87 |
|
R2 |
95.07 |
95.07 |
89.35 |
|
R1 |
91.69 |
91.69 |
88.83 |
90.54 |
PP |
89.38 |
89.38 |
89.38 |
88.80 |
S1 |
86.00 |
86.00 |
87.79 |
84.85 |
S2 |
83.69 |
83.69 |
87.27 |
|
S3 |
78.00 |
80.31 |
86.75 |
|
S4 |
72.31 |
74.62 |
85.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.16 |
86.96 |
2.20 |
2.5% |
1.16 |
1.3% |
61% |
True |
False |
9,744 |
10 |
95.11 |
86.96 |
8.15 |
9.2% |
1.83 |
2.1% |
17% |
False |
False |
9,182 |
20 |
95.40 |
86.96 |
8.44 |
9.6% |
1.80 |
2.0% |
16% |
False |
False |
8,725 |
40 |
101.50 |
86.96 |
14.54 |
16.5% |
1.80 |
2.0% |
9% |
False |
False |
8,476 |
60 |
101.50 |
86.96 |
14.54 |
16.5% |
1.55 |
1.8% |
9% |
False |
False |
7,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.92 |
2.618 |
92.09 |
1.618 |
90.97 |
1.000 |
90.28 |
0.618 |
89.85 |
HIGH |
89.16 |
0.618 |
88.73 |
0.500 |
88.60 |
0.382 |
88.47 |
LOW |
88.04 |
0.618 |
87.35 |
1.000 |
86.92 |
1.618 |
86.23 |
2.618 |
85.11 |
4.250 |
83.28 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
88.60 |
88.23 |
PP |
88.50 |
88.14 |
S1 |
88.41 |
88.06 |
|