NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
88.13 |
88.02 |
-0.11 |
-0.1% |
92.50 |
| High |
88.85 |
88.68 |
-0.17 |
-0.2% |
93.21 |
| Low |
87.70 |
87.31 |
-0.39 |
-0.4% |
87.31 |
| Close |
88.39 |
88.68 |
0.29 |
0.3% |
88.68 |
| Range |
1.15 |
1.37 |
0.22 |
19.1% |
5.90 |
| ATR |
1.80 |
1.77 |
-0.03 |
-1.7% |
0.00 |
| Volume |
10,034 |
6,333 |
-3,701 |
-36.9% |
35,028 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.33 |
91.88 |
89.43 |
|
| R3 |
90.96 |
90.51 |
89.06 |
|
| R2 |
89.59 |
89.59 |
88.93 |
|
| R1 |
89.14 |
89.14 |
88.81 |
89.37 |
| PP |
88.22 |
88.22 |
88.22 |
88.34 |
| S1 |
87.77 |
87.77 |
88.55 |
88.00 |
| S2 |
86.85 |
86.85 |
88.43 |
|
| S3 |
85.48 |
86.40 |
88.30 |
|
| S4 |
84.11 |
85.03 |
87.93 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.43 |
103.96 |
91.93 |
|
| R3 |
101.53 |
98.06 |
90.30 |
|
| R2 |
95.63 |
95.63 |
89.76 |
|
| R1 |
92.16 |
92.16 |
89.22 |
90.95 |
| PP |
89.73 |
89.73 |
89.73 |
89.13 |
| S1 |
86.26 |
86.26 |
88.14 |
85.05 |
| S2 |
83.83 |
83.83 |
87.60 |
|
| S3 |
77.93 |
80.36 |
87.06 |
|
| S4 |
72.03 |
74.46 |
85.44 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.50 |
|
2.618 |
92.27 |
|
1.618 |
90.90 |
|
1.000 |
90.05 |
|
0.618 |
89.53 |
|
HIGH |
88.68 |
|
0.618 |
88.16 |
|
0.500 |
88.00 |
|
0.382 |
87.83 |
|
LOW |
87.31 |
|
0.618 |
86.46 |
|
1.000 |
85.94 |
|
1.618 |
85.09 |
|
2.618 |
83.72 |
|
4.250 |
81.49 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.45 |
88.61 |
| PP |
88.22 |
88.54 |
| S1 |
88.00 |
88.48 |
|