NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
94.23 |
93.60 |
-0.63 |
-0.7% |
93.98 |
| High |
95.69 |
95.20 |
-0.49 |
-0.5% |
95.13 |
| Low |
93.47 |
93.60 |
0.13 |
0.1% |
90.00 |
| Close |
93.70 |
94.66 |
0.96 |
1.0% |
92.24 |
| Range |
2.22 |
1.60 |
-0.62 |
-27.9% |
5.13 |
| ATR |
2.23 |
2.19 |
-0.05 |
-2.0% |
0.00 |
| Volume |
37,119 |
33,029 |
-4,090 |
-11.0% |
103,245 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.29 |
98.57 |
95.54 |
|
| R3 |
97.69 |
96.97 |
95.10 |
|
| R2 |
96.09 |
96.09 |
94.95 |
|
| R1 |
95.37 |
95.37 |
94.81 |
95.73 |
| PP |
94.49 |
94.49 |
94.49 |
94.67 |
| S1 |
93.77 |
93.77 |
94.51 |
94.13 |
| S2 |
92.89 |
92.89 |
94.37 |
|
| S3 |
91.29 |
92.17 |
94.22 |
|
| S4 |
89.69 |
90.57 |
93.78 |
|
|
| 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 |
102.00 |
|
2.618 |
99.39 |
|
1.618 |
97.79 |
|
1.000 |
96.80 |
|
0.618 |
96.19 |
|
HIGH |
95.20 |
|
0.618 |
94.59 |
|
0.500 |
94.40 |
|
0.382 |
94.21 |
|
LOW |
93.60 |
|
0.618 |
92.61 |
|
1.000 |
92.00 |
|
1.618 |
91.01 |
|
2.618 |
89.41 |
|
4.250 |
86.80 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.57 |
94.39 |
| PP |
94.49 |
94.12 |
| S1 |
94.40 |
93.85 |
|