NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
91.94 |
94.16 |
2.22 |
2.4% |
93.85 |
High |
94.80 |
95.57 |
0.77 |
0.8% |
94.78 |
Low |
91.94 |
93.44 |
1.50 |
1.6% |
90.23 |
Close |
94.57 |
93.54 |
-1.03 |
-1.1% |
92.09 |
Range |
2.86 |
2.13 |
-0.73 |
-25.5% |
4.55 |
ATR |
1.82 |
1.84 |
0.02 |
1.2% |
0.00 |
Volume |
5,389 |
10,119 |
4,730 |
87.8% |
18,524 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.57 |
99.19 |
94.71 |
|
R3 |
98.44 |
97.06 |
94.13 |
|
R2 |
96.31 |
96.31 |
93.93 |
|
R1 |
94.93 |
94.93 |
93.74 |
94.56 |
PP |
94.18 |
94.18 |
94.18 |
94.00 |
S1 |
92.80 |
92.80 |
93.34 |
92.43 |
S2 |
92.05 |
92.05 |
93.15 |
|
S3 |
89.92 |
90.67 |
92.95 |
|
S4 |
87.79 |
88.54 |
92.37 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.02 |
103.60 |
94.59 |
|
R3 |
101.47 |
99.05 |
93.34 |
|
R2 |
96.92 |
96.92 |
92.92 |
|
R1 |
94.50 |
94.50 |
92.51 |
93.44 |
PP |
92.37 |
92.37 |
92.37 |
91.83 |
S1 |
89.95 |
89.95 |
91.67 |
88.89 |
S2 |
87.82 |
87.82 |
91.26 |
|
S3 |
83.27 |
85.40 |
90.84 |
|
S4 |
78.72 |
80.85 |
89.59 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.62 |
2.618 |
101.15 |
1.618 |
99.02 |
1.000 |
97.70 |
0.618 |
96.89 |
HIGH |
95.57 |
0.618 |
94.76 |
0.500 |
94.51 |
0.382 |
94.25 |
LOW |
93.44 |
0.618 |
92.12 |
1.000 |
91.31 |
1.618 |
89.99 |
2.618 |
87.86 |
4.250 |
84.39 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
94.51 |
93.42 |
PP |
94.18 |
93.30 |
S1 |
93.86 |
93.18 |
|