NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
89.44 |
88.38 |
-1.06 |
-1.2% |
94.49 |
| High |
89.44 |
89.22 |
-0.22 |
-0.2% |
95.43 |
| Low |
88.20 |
88.15 |
-0.05 |
-0.1% |
92.70 |
| Close |
88.40 |
88.80 |
0.40 |
0.5% |
92.74 |
| Range |
1.24 |
1.07 |
-0.17 |
-13.7% |
2.73 |
| ATR |
|
|
|
|
|
| Volume |
3,544 |
4,325 |
781 |
22.0% |
24,011 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.93 |
91.44 |
89.39 |
|
| R3 |
90.86 |
90.37 |
89.09 |
|
| R2 |
89.79 |
89.79 |
89.00 |
|
| R1 |
89.30 |
89.30 |
88.90 |
89.55 |
| PP |
88.72 |
88.72 |
88.72 |
88.85 |
| S1 |
88.23 |
88.23 |
88.70 |
88.48 |
| S2 |
87.65 |
87.65 |
88.60 |
|
| S3 |
86.58 |
87.16 |
88.51 |
|
| S4 |
85.51 |
86.09 |
88.21 |
|
|
| 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 |
93.77 |
|
2.618 |
92.02 |
|
1.618 |
90.95 |
|
1.000 |
90.29 |
|
0.618 |
89.88 |
|
HIGH |
89.22 |
|
0.618 |
88.81 |
|
0.500 |
88.69 |
|
0.382 |
88.56 |
|
LOW |
88.15 |
|
0.618 |
87.49 |
|
1.000 |
87.08 |
|
1.618 |
86.42 |
|
2.618 |
85.35 |
|
4.250 |
83.60 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.76 |
89.22 |
| PP |
88.72 |
89.08 |
| S1 |
88.69 |
88.94 |
|