NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
94.70 |
96.24 |
1.54 |
1.6% |
96.38 |
| High |
96.74 |
96.63 |
-0.11 |
-0.1% |
97.71 |
| Low |
94.08 |
95.34 |
1.26 |
1.3% |
94.08 |
| Close |
96.42 |
96.54 |
0.12 |
0.1% |
96.42 |
| Range |
2.66 |
1.29 |
-1.37 |
-51.5% |
3.63 |
| ATR |
2.17 |
2.11 |
-0.06 |
-2.9% |
0.00 |
| Volume |
293,026 |
221,996 |
-71,030 |
-24.2% |
1,109,299 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.04 |
99.58 |
97.25 |
|
| R3 |
98.75 |
98.29 |
96.89 |
|
| R2 |
97.46 |
97.46 |
96.78 |
|
| R1 |
97.00 |
97.00 |
96.66 |
97.23 |
| PP |
96.17 |
96.17 |
96.17 |
96.29 |
| S1 |
95.71 |
95.71 |
96.42 |
95.94 |
| S2 |
94.88 |
94.88 |
96.30 |
|
| S3 |
93.59 |
94.42 |
96.19 |
|
| S4 |
92.30 |
93.13 |
95.83 |
|
|
| 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% |
2.25 |
2.3% |
68% |
False |
False |
266,259 |
| 10 |
97.72 |
93.95 |
3.77 |
3.9% |
2.16 |
2.2% |
69% |
False |
False |
228,276 |
| 20 |
98.29 |
92.34 |
5.95 |
6.2% |
1.97 |
2.0% |
71% |
False |
False |
188,169 |
| 40 |
98.29 |
87.14 |
11.15 |
11.5% |
2.10 |
2.2% |
84% |
False |
False |
124,342 |
| 60 |
98.29 |
78.16 |
20.13 |
20.9% |
2.32 |
2.4% |
91% |
False |
False |
93,368 |
| 80 |
98.29 |
78.16 |
20.13 |
20.9% |
2.34 |
2.4% |
91% |
False |
False |
74,505 |
| 100 |
107.12 |
78.16 |
28.96 |
30.0% |
2.22 |
2.3% |
63% |
False |
False |
62,218 |
| 120 |
109.50 |
78.16 |
31.34 |
32.5% |
2.14 |
2.2% |
59% |
False |
False |
53,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.11 |
|
2.618 |
100.01 |
|
1.618 |
98.72 |
|
1.000 |
97.92 |
|
0.618 |
97.43 |
|
HIGH |
96.63 |
|
0.618 |
96.14 |
|
0.500 |
95.99 |
|
0.382 |
95.83 |
|
LOW |
95.34 |
|
0.618 |
94.54 |
|
1.000 |
94.05 |
|
1.618 |
93.25 |
|
2.618 |
91.96 |
|
4.250 |
89.86 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.36 |
96.33 |
| PP |
96.17 |
96.11 |
| S1 |
95.99 |
95.90 |
|