NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
89.10 |
88.13 |
-0.97 |
-1.1% |
94.22 |
| High |
89.64 |
88.85 |
-0.79 |
-0.9% |
95.26 |
| Low |
87.58 |
87.70 |
0.12 |
0.1% |
92.35 |
| Close |
88.03 |
88.39 |
0.36 |
0.4% |
92.48 |
| Range |
2.06 |
1.15 |
-0.91 |
-44.2% |
2.91 |
| ATR |
1.85 |
1.80 |
-0.05 |
-2.7% |
0.00 |
| Volume |
5,388 |
10,034 |
4,646 |
86.2% |
33,039 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.76 |
91.23 |
89.02 |
|
| R3 |
90.61 |
90.08 |
88.71 |
|
| R2 |
89.46 |
89.46 |
88.60 |
|
| R1 |
88.93 |
88.93 |
88.50 |
89.20 |
| PP |
88.31 |
88.31 |
88.31 |
88.45 |
| S1 |
87.78 |
87.78 |
88.28 |
88.05 |
| S2 |
87.16 |
87.16 |
88.18 |
|
| S3 |
86.01 |
86.63 |
88.07 |
|
| S4 |
84.86 |
85.48 |
87.76 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.09 |
100.20 |
94.08 |
|
| R3 |
99.18 |
97.29 |
93.28 |
|
| R2 |
96.27 |
96.27 |
93.01 |
|
| R1 |
94.38 |
94.38 |
92.75 |
93.87 |
| PP |
93.36 |
93.36 |
93.36 |
93.11 |
| S1 |
91.47 |
91.47 |
92.21 |
90.96 |
| S2 |
90.45 |
90.45 |
91.95 |
|
| S3 |
87.54 |
88.56 |
91.68 |
|
| S4 |
84.63 |
85.65 |
90.88 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.74 |
|
2.618 |
91.86 |
|
1.618 |
90.71 |
|
1.000 |
90.00 |
|
0.618 |
89.56 |
|
HIGH |
88.85 |
|
0.618 |
88.41 |
|
0.500 |
88.28 |
|
0.382 |
88.14 |
|
LOW |
87.70 |
|
0.618 |
86.99 |
|
1.000 |
86.55 |
|
1.618 |
85.84 |
|
2.618 |
84.69 |
|
4.250 |
82.81 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.35 |
89.48 |
| PP |
88.31 |
89.12 |
| S1 |
88.28 |
88.75 |
|