NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.00 |
94.70 |
-1.30 |
-1.4% |
96.38 |
| High |
97.71 |
96.74 |
-0.97 |
-1.0% |
97.71 |
| Low |
94.59 |
94.08 |
-0.51 |
-0.5% |
94.08 |
| Close |
95.53 |
96.42 |
0.89 |
0.9% |
96.42 |
| Range |
3.12 |
2.66 |
-0.46 |
-14.7% |
3.63 |
| ATR |
2.13 |
2.17 |
0.04 |
1.8% |
0.00 |
| Volume |
327,082 |
293,026 |
-34,056 |
-10.4% |
1,109,299 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.73 |
102.73 |
97.88 |
|
| R3 |
101.07 |
100.07 |
97.15 |
|
| R2 |
98.41 |
98.41 |
96.91 |
|
| R1 |
97.41 |
97.41 |
96.66 |
97.91 |
| PP |
95.75 |
95.75 |
95.75 |
96.00 |
| S1 |
94.75 |
94.75 |
96.18 |
95.25 |
| S2 |
93.09 |
93.09 |
95.93 |
|
| S3 |
90.43 |
92.09 |
95.69 |
|
| S4 |
87.77 |
89.43 |
94.96 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.96 |
105.32 |
98.42 |
|
| R3 |
103.33 |
101.69 |
97.42 |
|
| R2 |
99.70 |
99.70 |
97.09 |
|
| R1 |
98.06 |
98.06 |
96.75 |
98.88 |
| PP |
96.07 |
96.07 |
96.07 |
96.48 |
| S1 |
94.43 |
94.43 |
96.09 |
95.25 |
| S2 |
92.44 |
92.44 |
95.75 |
|
| S3 |
88.81 |
90.80 |
95.42 |
|
| S4 |
85.18 |
87.17 |
94.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.71 |
94.08 |
3.63 |
3.8% |
2.47 |
2.6% |
64% |
False |
True |
271,672 |
| 10 |
97.72 |
93.95 |
3.77 |
3.9% |
2.21 |
2.3% |
66% |
False |
False |
225,103 |
| 20 |
98.29 |
91.97 |
6.32 |
6.6% |
2.01 |
2.1% |
70% |
False |
False |
182,149 |
| 40 |
98.29 |
86.39 |
11.90 |
12.3% |
2.11 |
2.2% |
84% |
False |
False |
119,326 |
| 60 |
98.29 |
78.16 |
20.13 |
20.9% |
2.34 |
2.4% |
91% |
False |
False |
90,147 |
| 80 |
98.29 |
78.16 |
20.13 |
20.9% |
2.35 |
2.4% |
91% |
False |
False |
71,897 |
| 100 |
107.12 |
78.16 |
28.96 |
30.0% |
2.23 |
2.3% |
63% |
False |
False |
60,135 |
| 120 |
109.50 |
78.16 |
31.34 |
32.5% |
2.15 |
2.2% |
58% |
False |
False |
51,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.05 |
|
2.618 |
103.70 |
|
1.618 |
101.04 |
|
1.000 |
99.40 |
|
0.618 |
98.38 |
|
HIGH |
96.74 |
|
0.618 |
95.72 |
|
0.500 |
95.41 |
|
0.382 |
95.10 |
|
LOW |
94.08 |
|
0.618 |
92.44 |
|
1.000 |
91.42 |
|
1.618 |
89.78 |
|
2.618 |
87.12 |
|
4.250 |
82.78 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.08 |
96.25 |
| PP |
95.75 |
96.07 |
| S1 |
95.41 |
95.90 |
|