NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
94.39 |
93.70 |
-0.69 |
-0.7% |
93.71 |
| High |
94.90 |
93.70 |
-1.20 |
-1.3% |
94.59 |
| Low |
93.80 |
90.00 |
-3.80 |
-4.1% |
90.89 |
| Close |
93.99 |
90.40 |
-3.59 |
-3.8% |
94.12 |
| Range |
1.10 |
3.70 |
2.60 |
236.4% |
3.70 |
| ATR |
1.94 |
2.09 |
0.15 |
7.5% |
0.00 |
| Volume |
11,801 |
16,841 |
5,040 |
42.7% |
111,610 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.47 |
100.13 |
92.44 |
|
| R3 |
98.77 |
96.43 |
91.42 |
|
| R2 |
95.07 |
95.07 |
91.08 |
|
| R1 |
92.73 |
92.73 |
90.74 |
92.05 |
| PP |
91.37 |
91.37 |
91.37 |
91.03 |
| S1 |
89.03 |
89.03 |
90.06 |
88.35 |
| S2 |
87.67 |
87.67 |
89.72 |
|
| S3 |
83.97 |
85.33 |
89.38 |
|
| S4 |
80.27 |
81.63 |
88.37 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.30 |
102.91 |
96.16 |
|
| R3 |
100.60 |
99.21 |
95.14 |
|
| R2 |
96.90 |
96.90 |
94.80 |
|
| R1 |
95.51 |
95.51 |
94.46 |
96.21 |
| PP |
93.20 |
93.20 |
93.20 |
93.55 |
| S1 |
91.81 |
91.81 |
93.78 |
92.51 |
| S2 |
89.50 |
89.50 |
93.44 |
|
| S3 |
85.80 |
88.11 |
93.10 |
|
| S4 |
82.10 |
84.41 |
92.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.43 |
|
2.618 |
103.39 |
|
1.618 |
99.69 |
|
1.000 |
97.40 |
|
0.618 |
95.99 |
|
HIGH |
93.70 |
|
0.618 |
92.29 |
|
0.500 |
91.85 |
|
0.382 |
91.41 |
|
LOW |
90.00 |
|
0.618 |
87.71 |
|
1.000 |
86.30 |
|
1.618 |
84.01 |
|
2.618 |
80.31 |
|
4.250 |
74.28 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.85 |
92.57 |
| PP |
91.37 |
91.84 |
| S1 |
90.88 |
91.12 |
|