NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
91.95 |
92.52 |
0.57 |
0.6% |
93.98 |
| High |
92.15 |
95.06 |
2.91 |
3.2% |
95.13 |
| Low |
90.76 |
92.01 |
1.25 |
1.4% |
90.00 |
| Close |
91.72 |
94.68 |
2.96 |
3.2% |
92.24 |
| Range |
1.39 |
3.05 |
1.66 |
119.4% |
5.13 |
| ATR |
2.15 |
2.23 |
0.09 |
4.0% |
0.00 |
| Volume |
29,397 |
16,960 |
-12,437 |
-42.3% |
103,245 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.07 |
101.92 |
96.36 |
|
| R3 |
100.02 |
98.87 |
95.52 |
|
| R2 |
96.97 |
96.97 |
95.24 |
|
| R1 |
95.82 |
95.82 |
94.96 |
96.40 |
| PP |
93.92 |
93.92 |
93.92 |
94.20 |
| S1 |
92.77 |
92.77 |
94.40 |
93.35 |
| S2 |
90.87 |
90.87 |
94.12 |
|
| S3 |
87.82 |
89.72 |
93.84 |
|
| S4 |
84.77 |
86.67 |
93.00 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.85 |
105.17 |
95.06 |
|
| R3 |
102.72 |
100.04 |
93.65 |
|
| R2 |
97.59 |
97.59 |
93.18 |
|
| R1 |
94.91 |
94.91 |
92.71 |
93.69 |
| PP |
92.46 |
92.46 |
92.46 |
91.84 |
| S1 |
89.78 |
89.78 |
91.77 |
88.56 |
| S2 |
87.33 |
87.33 |
91.30 |
|
| S3 |
82.20 |
84.65 |
90.83 |
|
| S4 |
77.07 |
79.52 |
89.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.02 |
|
2.618 |
103.04 |
|
1.618 |
99.99 |
|
1.000 |
98.11 |
|
0.618 |
96.94 |
|
HIGH |
95.06 |
|
0.618 |
93.89 |
|
0.500 |
93.54 |
|
0.382 |
93.18 |
|
LOW |
92.01 |
|
0.618 |
90.13 |
|
1.000 |
88.96 |
|
1.618 |
87.08 |
|
2.618 |
84.03 |
|
4.250 |
79.05 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.30 |
94.09 |
| PP |
93.92 |
93.50 |
| S1 |
93.54 |
92.91 |
|