NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
93.70 |
90.40 |
-3.30 |
-3.5% |
93.71 |
| High |
93.70 |
93.71 |
0.01 |
0.0% |
94.59 |
| Low |
90.00 |
90.24 |
0.24 |
0.3% |
90.89 |
| Close |
90.40 |
93.64 |
3.24 |
3.6% |
94.12 |
| Range |
3.70 |
3.47 |
-0.23 |
-6.2% |
3.70 |
| ATR |
2.09 |
2.19 |
0.10 |
4.7% |
0.00 |
| Volume |
16,841 |
36,320 |
19,479 |
115.7% |
111,610 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.94 |
101.76 |
95.55 |
|
| R3 |
99.47 |
98.29 |
94.59 |
|
| R2 |
96.00 |
96.00 |
94.28 |
|
| R1 |
94.82 |
94.82 |
93.96 |
95.41 |
| PP |
92.53 |
92.53 |
92.53 |
92.83 |
| S1 |
91.35 |
91.35 |
93.32 |
91.94 |
| S2 |
89.06 |
89.06 |
93.00 |
|
| S3 |
85.59 |
87.88 |
92.69 |
|
| S4 |
82.12 |
84.41 |
91.73 |
|
|
| 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 |
108.46 |
|
2.618 |
102.79 |
|
1.618 |
99.32 |
|
1.000 |
97.18 |
|
0.618 |
95.85 |
|
HIGH |
93.71 |
|
0.618 |
92.38 |
|
0.500 |
91.98 |
|
0.382 |
91.57 |
|
LOW |
90.24 |
|
0.618 |
88.10 |
|
1.000 |
86.77 |
|
1.618 |
84.63 |
|
2.618 |
81.16 |
|
4.250 |
75.49 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.09 |
93.24 |
| PP |
92.53 |
92.85 |
| S1 |
91.98 |
92.45 |
|