NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
95.49 |
91.77 |
-3.72 |
-3.9% |
96.24 |
| High |
96.17 |
92.37 |
-3.80 |
-4.0% |
100.42 |
| Low |
91.25 |
90.66 |
-0.59 |
-0.6% |
95.34 |
| Close |
91.98 |
91.87 |
-0.11 |
-0.1% |
99.00 |
| Range |
4.92 |
1.71 |
-3.21 |
-65.2% |
5.08 |
| ATR |
2.44 |
2.39 |
-0.05 |
-2.1% |
0.00 |
| Volume |
133,035 |
21,733 |
-111,302 |
-83.7% |
1,230,379 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.76 |
96.03 |
92.81 |
|
| R3 |
95.05 |
94.32 |
92.34 |
|
| R2 |
93.34 |
93.34 |
92.18 |
|
| R1 |
92.61 |
92.61 |
92.03 |
92.98 |
| PP |
91.63 |
91.63 |
91.63 |
91.82 |
| S1 |
90.90 |
90.90 |
91.71 |
91.27 |
| S2 |
89.92 |
89.92 |
91.56 |
|
| S3 |
88.21 |
89.19 |
91.40 |
|
| S4 |
86.50 |
87.48 |
90.93 |
|
|
| 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 |
90.66 |
9.76 |
10.6% |
3.21 |
3.5% |
12% |
False |
True |
186,209 |
| 10 |
100.42 |
90.66 |
9.76 |
10.6% |
2.51 |
2.7% |
12% |
False |
True |
218,265 |
| 20 |
100.42 |
90.66 |
9.76 |
10.6% |
2.35 |
2.6% |
12% |
False |
True |
217,848 |
| 40 |
100.42 |
87.20 |
13.22 |
14.4% |
2.18 |
2.4% |
35% |
False |
False |
157,699 |
| 60 |
100.42 |
78.16 |
22.26 |
24.2% |
2.34 |
2.5% |
62% |
False |
False |
117,388 |
| 80 |
100.42 |
78.16 |
22.26 |
24.2% |
2.43 |
2.6% |
62% |
False |
False |
94,099 |
| 100 |
107.12 |
78.16 |
28.96 |
31.5% |
2.34 |
2.5% |
47% |
False |
False |
78,226 |
| 120 |
107.38 |
78.16 |
29.22 |
31.8% |
2.20 |
2.4% |
47% |
False |
False |
66,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.64 |
|
2.618 |
96.85 |
|
1.618 |
95.14 |
|
1.000 |
94.08 |
|
0.618 |
93.43 |
|
HIGH |
92.37 |
|
0.618 |
91.72 |
|
0.500 |
91.52 |
|
0.382 |
91.31 |
|
LOW |
90.66 |
|
0.618 |
89.60 |
|
1.000 |
88.95 |
|
1.618 |
87.89 |
|
2.618 |
86.18 |
|
4.250 |
83.39 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.75 |
93.95 |
| PP |
91.63 |
93.25 |
| S1 |
91.52 |
92.56 |
|