NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.24 |
96.29 |
0.05 |
0.1% |
96.38 |
| High |
96.63 |
97.31 |
0.68 |
0.7% |
97.71 |
| Low |
95.34 |
96.08 |
0.74 |
0.8% |
94.08 |
| Close |
96.54 |
97.17 |
0.63 |
0.7% |
96.42 |
| Range |
1.29 |
1.23 |
-0.06 |
-4.7% |
3.63 |
| ATR |
2.11 |
2.04 |
-0.06 |
-3.0% |
0.00 |
| Volume |
221,996 |
222,006 |
10 |
0.0% |
1,109,299 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.54 |
100.09 |
97.85 |
|
| R3 |
99.31 |
98.86 |
97.51 |
|
| R2 |
98.08 |
98.08 |
97.40 |
|
| R1 |
97.63 |
97.63 |
97.28 |
97.86 |
| PP |
96.85 |
96.85 |
96.85 |
96.97 |
| S1 |
96.40 |
96.40 |
97.06 |
96.63 |
| S2 |
95.62 |
95.62 |
96.94 |
|
| S3 |
94.39 |
95.17 |
96.83 |
|
| S4 |
93.16 |
93.94 |
96.49 |
|
|
| 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 |
3.7% |
2.01 |
2.1% |
85% |
False |
False |
259,430 |
| 10 |
97.71 |
93.95 |
3.76 |
3.9% |
1.95 |
2.0% |
86% |
False |
False |
228,359 |
| 20 |
98.29 |
92.86 |
5.43 |
5.6% |
1.92 |
2.0% |
79% |
False |
False |
195,242 |
| 40 |
98.29 |
87.14 |
11.15 |
11.5% |
2.08 |
2.1% |
90% |
False |
False |
129,100 |
| 60 |
98.29 |
78.16 |
20.13 |
20.7% |
2.32 |
2.4% |
94% |
False |
False |
96,585 |
| 80 |
98.29 |
78.16 |
20.13 |
20.7% |
2.33 |
2.4% |
94% |
False |
False |
77,089 |
| 100 |
107.12 |
78.16 |
28.96 |
29.8% |
2.22 |
2.3% |
66% |
False |
False |
64,329 |
| 120 |
109.50 |
78.16 |
31.34 |
32.3% |
2.14 |
2.2% |
61% |
False |
False |
55,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.54 |
|
2.618 |
100.53 |
|
1.618 |
99.30 |
|
1.000 |
98.54 |
|
0.618 |
98.07 |
|
HIGH |
97.31 |
|
0.618 |
96.84 |
|
0.500 |
96.70 |
|
0.382 |
96.55 |
|
LOW |
96.08 |
|
0.618 |
95.32 |
|
1.000 |
94.85 |
|
1.618 |
94.09 |
|
2.618 |
92.86 |
|
4.250 |
90.85 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.01 |
96.68 |
| PP |
96.85 |
96.19 |
| S1 |
96.70 |
95.70 |
|