NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
90.29 |
89.44 |
-0.85 |
-0.9% |
94.49 |
| High |
90.29 |
89.44 |
-0.85 |
-0.9% |
95.43 |
| Low |
89.00 |
88.20 |
-0.80 |
-0.9% |
92.70 |
| Close |
89.27 |
88.40 |
-0.87 |
-1.0% |
92.74 |
| Range |
1.29 |
1.24 |
-0.05 |
-3.9% |
2.73 |
| ATR |
|
|
|
|
|
| Volume |
2,869 |
3,544 |
675 |
23.5% |
24,011 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.40 |
91.64 |
89.08 |
|
| R3 |
91.16 |
90.40 |
88.74 |
|
| R2 |
89.92 |
89.92 |
88.63 |
|
| R1 |
89.16 |
89.16 |
88.51 |
88.92 |
| PP |
88.68 |
88.68 |
88.68 |
88.56 |
| S1 |
87.92 |
87.92 |
88.29 |
87.68 |
| S2 |
87.44 |
87.44 |
88.17 |
|
| S3 |
86.20 |
86.68 |
88.06 |
|
| S4 |
84.96 |
85.44 |
87.72 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.81 |
100.01 |
94.24 |
|
| R3 |
99.08 |
97.28 |
93.49 |
|
| R2 |
96.35 |
96.35 |
93.24 |
|
| R1 |
94.55 |
94.55 |
92.99 |
94.09 |
| PP |
93.62 |
93.62 |
93.62 |
93.39 |
| S1 |
91.82 |
91.82 |
92.49 |
91.36 |
| S2 |
90.89 |
90.89 |
92.24 |
|
| S3 |
88.16 |
89.09 |
91.99 |
|
| S4 |
85.43 |
86.36 |
91.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.71 |
|
2.618 |
92.69 |
|
1.618 |
91.45 |
|
1.000 |
90.68 |
|
0.618 |
90.21 |
|
HIGH |
89.44 |
|
0.618 |
88.97 |
|
0.500 |
88.82 |
|
0.382 |
88.67 |
|
LOW |
88.20 |
|
0.618 |
87.43 |
|
1.000 |
86.96 |
|
1.618 |
86.19 |
|
2.618 |
84.95 |
|
4.250 |
82.93 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.82 |
90.50 |
| PP |
88.68 |
89.80 |
| S1 |
88.54 |
89.10 |
|