NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.85 |
96.93 |
0.08 |
0.1% |
96.38 |
| High |
98.06 |
98.58 |
0.52 |
0.5% |
97.71 |
| Low |
96.31 |
96.51 |
0.20 |
0.2% |
94.08 |
| Close |
97.01 |
98.31 |
1.30 |
1.3% |
96.42 |
| Range |
1.75 |
2.07 |
0.32 |
18.3% |
3.63 |
| ATR |
2.02 |
2.03 |
0.00 |
0.2% |
0.00 |
| Volume |
223,528 |
291,055 |
67,527 |
30.2% |
1,109,299 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.01 |
103.23 |
99.45 |
|
| R3 |
101.94 |
101.16 |
98.88 |
|
| R2 |
99.87 |
99.87 |
98.69 |
|
| R1 |
99.09 |
99.09 |
98.50 |
99.48 |
| PP |
97.80 |
97.80 |
97.80 |
98.00 |
| S1 |
97.02 |
97.02 |
98.12 |
97.41 |
| S2 |
95.73 |
95.73 |
97.93 |
|
| S3 |
93.66 |
94.95 |
97.74 |
|
| S4 |
91.59 |
92.88 |
97.17 |
|
|
| 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 |
98.58 |
94.08 |
4.50 |
4.6% |
1.80 |
1.8% |
94% |
True |
False |
250,322 |
| 10 |
98.58 |
93.95 |
4.63 |
4.7% |
2.04 |
2.1% |
94% |
True |
False |
243,551 |
| 20 |
98.58 |
93.95 |
4.63 |
4.7% |
1.94 |
2.0% |
94% |
True |
False |
212,239 |
| 40 |
98.58 |
87.14 |
11.44 |
11.6% |
2.09 |
2.1% |
98% |
True |
False |
140,144 |
| 60 |
98.58 |
78.16 |
20.42 |
20.8% |
2.30 |
2.3% |
99% |
True |
False |
104,462 |
| 80 |
98.58 |
78.16 |
20.42 |
20.8% |
2.33 |
2.4% |
99% |
True |
False |
83,104 |
| 100 |
107.12 |
78.16 |
28.96 |
29.5% |
2.23 |
2.3% |
70% |
False |
False |
69,301 |
| 120 |
109.15 |
78.16 |
30.99 |
31.5% |
2.14 |
2.2% |
65% |
False |
False |
59,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.38 |
|
2.618 |
104.00 |
|
1.618 |
101.93 |
|
1.000 |
100.65 |
|
0.618 |
99.86 |
|
HIGH |
98.58 |
|
0.618 |
97.79 |
|
0.500 |
97.55 |
|
0.382 |
97.30 |
|
LOW |
96.51 |
|
0.618 |
95.23 |
|
1.000 |
94.44 |
|
1.618 |
93.16 |
|
2.618 |
91.09 |
|
4.250 |
87.71 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.06 |
97.98 |
| PP |
97.80 |
97.66 |
| S1 |
97.55 |
97.33 |
|