NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
92.07 |
92.93 |
0.86 |
0.9% |
99.50 |
| High |
93.09 |
93.84 |
0.75 |
0.8% |
99.81 |
| Low |
90.96 |
92.59 |
1.63 |
1.8% |
90.96 |
| Close |
92.42 |
92.89 |
0.47 |
0.5% |
92.89 |
| Range |
2.13 |
1.25 |
-0.88 |
-41.3% |
8.85 |
| ATR |
2.38 |
2.32 |
-0.07 |
-2.9% |
0.00 |
| Volume |
244,553 |
181,036 |
-63,517 |
-26.0% |
1,151,450 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.86 |
96.12 |
93.58 |
|
| R3 |
95.61 |
94.87 |
93.23 |
|
| R2 |
94.36 |
94.36 |
93.12 |
|
| R1 |
93.62 |
93.62 |
93.00 |
93.37 |
| PP |
93.11 |
93.11 |
93.11 |
92.98 |
| S1 |
92.37 |
92.37 |
92.78 |
92.12 |
| S2 |
91.86 |
91.86 |
92.66 |
|
| S3 |
90.61 |
91.12 |
92.55 |
|
| S4 |
89.36 |
89.87 |
92.20 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.10 |
115.85 |
97.76 |
|
| R3 |
112.25 |
107.00 |
95.32 |
|
| R2 |
103.40 |
103.40 |
94.51 |
|
| R1 |
98.15 |
98.15 |
93.70 |
96.35 |
| PP |
94.55 |
94.55 |
94.55 |
93.66 |
| S1 |
89.30 |
89.30 |
92.08 |
87.50 |
| S2 |
85.70 |
85.70 |
91.27 |
|
| S3 |
76.85 |
80.45 |
90.46 |
|
| S4 |
68.00 |
71.60 |
88.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.81 |
90.96 |
8.85 |
9.5% |
3.06 |
3.3% |
22% |
False |
False |
230,290 |
| 10 |
100.73 |
90.96 |
9.77 |
10.5% |
2.40 |
2.6% |
20% |
False |
False |
163,621 |
| 20 |
100.73 |
90.96 |
9.77 |
10.5% |
2.28 |
2.5% |
20% |
False |
False |
109,484 |
| 40 |
100.73 |
87.58 |
13.15 |
14.2% |
2.11 |
2.3% |
40% |
False |
False |
75,765 |
| 60 |
100.73 |
78.83 |
21.90 |
23.6% |
2.28 |
2.5% |
64% |
False |
False |
58,826 |
| 80 |
100.73 |
78.83 |
21.90 |
23.6% |
2.34 |
2.5% |
64% |
False |
False |
48,358 |
| 100 |
106.76 |
78.83 |
27.93 |
30.1% |
2.24 |
2.4% |
50% |
False |
False |
40,583 |
| 120 |
107.35 |
78.83 |
28.52 |
30.7% |
2.09 |
2.3% |
49% |
False |
False |
35,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.15 |
|
2.618 |
97.11 |
|
1.618 |
95.86 |
|
1.000 |
95.09 |
|
0.618 |
94.61 |
|
HIGH |
93.84 |
|
0.618 |
93.36 |
|
0.500 |
93.22 |
|
0.382 |
93.07 |
|
LOW |
92.59 |
|
0.618 |
91.82 |
|
1.000 |
91.34 |
|
1.618 |
90.57 |
|
2.618 |
89.32 |
|
4.250 |
87.28 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.22 |
93.73 |
| PP |
93.11 |
93.45 |
| S1 |
93.00 |
93.17 |
|