NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
98.04 |
99.15 |
1.11 |
1.1% |
96.24 |
| High |
100.42 |
99.52 |
-0.90 |
-0.9% |
100.42 |
| Low |
97.99 |
94.65 |
-3.34 |
-3.4% |
95.34 |
| Close |
99.00 |
96.62 |
-2.38 |
-2.4% |
99.00 |
| Range |
2.43 |
4.87 |
2.44 |
100.4% |
5.08 |
| ATR |
2.05 |
2.26 |
0.20 |
9.8% |
0.00 |
| Volume |
271,794 |
308,274 |
36,480 |
13.4% |
1,230,379 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.54 |
108.95 |
99.30 |
|
| R3 |
106.67 |
104.08 |
97.96 |
|
| R2 |
101.80 |
101.80 |
97.51 |
|
| R1 |
99.21 |
99.21 |
97.07 |
98.07 |
| PP |
96.93 |
96.93 |
96.93 |
96.36 |
| S1 |
94.34 |
94.34 |
96.17 |
93.20 |
| S2 |
92.06 |
92.06 |
95.73 |
|
| S3 |
87.19 |
89.47 |
95.28 |
|
| S4 |
82.32 |
84.60 |
93.94 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
111.33 |
101.79 |
|
| R3 |
108.41 |
106.25 |
100.40 |
|
| R2 |
103.33 |
103.33 |
99.93 |
|
| R1 |
101.17 |
101.17 |
99.47 |
102.25 |
| PP |
98.25 |
98.25 |
98.25 |
98.80 |
| S1 |
96.09 |
96.09 |
98.53 |
97.17 |
| S2 |
93.17 |
93.17 |
98.07 |
|
| S3 |
88.09 |
91.01 |
97.60 |
|
| S4 |
83.01 |
85.93 |
96.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.42 |
94.65 |
5.77 |
6.0% |
2.47 |
2.6% |
34% |
False |
True |
263,331 |
| 10 |
100.42 |
94.08 |
6.34 |
6.6% |
2.36 |
2.4% |
40% |
False |
False |
264,795 |
| 20 |
100.42 |
93.95 |
6.47 |
6.7% |
2.14 |
2.2% |
41% |
False |
False |
230,487 |
| 40 |
100.42 |
87.14 |
13.28 |
13.7% |
2.15 |
2.2% |
71% |
False |
False |
152,220 |
| 60 |
100.42 |
78.16 |
22.26 |
23.0% |
2.31 |
2.4% |
83% |
False |
False |
113,128 |
| 80 |
100.42 |
78.16 |
22.26 |
23.0% |
2.37 |
2.5% |
83% |
False |
False |
90,101 |
| 100 |
107.12 |
78.16 |
28.96 |
30.0% |
2.28 |
2.4% |
64% |
False |
False |
74,949 |
| 120 |
108.60 |
78.16 |
30.44 |
31.5% |
2.18 |
2.3% |
61% |
False |
False |
64,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.22 |
|
2.618 |
112.27 |
|
1.618 |
107.40 |
|
1.000 |
104.39 |
|
0.618 |
102.53 |
|
HIGH |
99.52 |
|
0.618 |
97.66 |
|
0.500 |
97.09 |
|
0.382 |
96.51 |
|
LOW |
94.65 |
|
0.618 |
91.64 |
|
1.000 |
89.78 |
|
1.618 |
86.77 |
|
2.618 |
81.90 |
|
4.250 |
73.95 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.09 |
97.54 |
| PP |
96.93 |
97.23 |
| S1 |
96.78 |
96.93 |
|