NYMEX Light Sweet Crude Oil Future June 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 |
88.26 |
88.51 |
0.25 |
0.3% |
92.47 |
High |
89.14 |
88.98 |
-0.16 |
-0.2% |
93.42 |
Low |
87.80 |
87.60 |
-0.20 |
-0.2% |
87.60 |
Close |
88.63 |
88.96 |
0.33 |
0.4% |
88.96 |
Range |
1.34 |
1.38 |
0.04 |
3.0% |
5.82 |
ATR |
2.05 |
2.01 |
-0.05 |
-2.3% |
0.00 |
Volume |
29,056 |
19,879 |
-9,177 |
-31.6% |
114,639 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.65 |
92.19 |
89.72 |
|
R3 |
91.27 |
90.81 |
89.34 |
|
R2 |
89.89 |
89.89 |
89.21 |
|
R1 |
89.43 |
89.43 |
89.09 |
89.66 |
PP |
88.51 |
88.51 |
88.51 |
88.63 |
S1 |
88.05 |
88.05 |
88.83 |
88.28 |
S2 |
87.13 |
87.13 |
88.71 |
|
S3 |
85.75 |
86.67 |
88.58 |
|
S4 |
84.37 |
85.29 |
88.20 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.45 |
104.03 |
92.16 |
|
R3 |
101.63 |
98.21 |
90.56 |
|
R2 |
95.81 |
95.81 |
90.03 |
|
R1 |
92.39 |
92.39 |
89.49 |
91.19 |
PP |
89.99 |
89.99 |
89.99 |
89.40 |
S1 |
86.57 |
86.57 |
88.43 |
85.37 |
S2 |
84.17 |
84.17 |
87.89 |
|
S3 |
78.35 |
80.75 |
87.36 |
|
S4 |
72.53 |
74.93 |
85.76 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.85 |
2.618 |
92.59 |
1.618 |
91.21 |
1.000 |
90.36 |
0.618 |
89.83 |
HIGH |
88.98 |
0.618 |
88.45 |
0.500 |
88.29 |
0.382 |
88.13 |
LOW |
87.60 |
0.618 |
86.75 |
1.000 |
86.22 |
1.618 |
85.37 |
2.618 |
83.99 |
4.250 |
81.74 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
88.74 |
88.90 |
PP |
88.51 |
88.83 |
S1 |
88.29 |
88.77 |
|