NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
95.61 |
96.00 |
0.39 |
0.4% |
96.67 |
| High |
96.03 |
97.71 |
1.68 |
1.7% |
97.72 |
| Low |
94.26 |
94.59 |
0.33 |
0.4% |
93.95 |
| Close |
95.36 |
95.53 |
0.17 |
0.2% |
96.47 |
| Range |
1.77 |
3.12 |
1.35 |
76.3% |
3.77 |
| ATR |
2.05 |
2.13 |
0.08 |
3.7% |
0.00 |
| Volume |
233,044 |
327,082 |
94,038 |
40.4% |
951,471 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.30 |
103.54 |
97.25 |
|
| R3 |
102.18 |
100.42 |
96.39 |
|
| R2 |
99.06 |
99.06 |
96.10 |
|
| R1 |
97.30 |
97.30 |
95.82 |
96.62 |
| PP |
95.94 |
95.94 |
95.94 |
95.61 |
| S1 |
94.18 |
94.18 |
95.24 |
93.50 |
| S2 |
92.82 |
92.82 |
94.96 |
|
| S3 |
89.70 |
91.06 |
94.67 |
|
| S4 |
86.58 |
87.94 |
93.81 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.36 |
105.68 |
98.54 |
|
| R3 |
103.59 |
101.91 |
97.51 |
|
| R2 |
99.82 |
99.82 |
97.16 |
|
| R1 |
98.14 |
98.14 |
96.82 |
97.10 |
| PP |
96.05 |
96.05 |
96.05 |
95.52 |
| S1 |
94.37 |
94.37 |
96.12 |
93.33 |
| S2 |
92.28 |
92.28 |
95.78 |
|
| S3 |
88.51 |
90.60 |
95.43 |
|
| S4 |
84.74 |
86.83 |
94.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.71 |
93.95 |
3.76 |
3.9% |
2.27 |
2.4% |
42% |
True |
False |
236,780 |
| 10 |
98.29 |
93.95 |
4.34 |
4.5% |
2.20 |
2.3% |
36% |
False |
False |
217,431 |
| 20 |
98.29 |
91.97 |
6.32 |
6.6% |
1.93 |
2.0% |
56% |
False |
False |
171,933 |
| 40 |
98.29 |
84.99 |
13.30 |
13.9% |
2.10 |
2.2% |
79% |
False |
False |
112,605 |
| 60 |
98.29 |
78.16 |
20.13 |
21.1% |
2.32 |
2.4% |
86% |
False |
False |
85,585 |
| 80 |
98.29 |
78.16 |
20.13 |
21.1% |
2.34 |
2.5% |
86% |
False |
False |
68,416 |
| 100 |
107.12 |
78.16 |
28.96 |
30.3% |
2.22 |
2.3% |
60% |
False |
False |
57,368 |
| 120 |
109.80 |
78.16 |
31.64 |
33.1% |
2.13 |
2.2% |
55% |
False |
False |
49,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.97 |
|
2.618 |
105.88 |
|
1.618 |
102.76 |
|
1.000 |
100.83 |
|
0.618 |
99.64 |
|
HIGH |
97.71 |
|
0.618 |
96.52 |
|
0.500 |
96.15 |
|
0.382 |
95.78 |
|
LOW |
94.59 |
|
0.618 |
92.66 |
|
1.000 |
91.47 |
|
1.618 |
89.54 |
|
2.618 |
86.42 |
|
4.250 |
81.33 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.15 |
95.99 |
| PP |
95.94 |
95.83 |
| S1 |
95.74 |
95.68 |
|