NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
95.89 |
96.31 |
0.42 |
0.4% |
96.90 |
| High |
96.33 |
98.00 |
1.67 |
1.7% |
97.98 |
| Low |
94.60 |
94.92 |
0.32 |
0.3% |
94.28 |
| Close |
95.69 |
95.85 |
0.16 |
0.2% |
96.76 |
| Range |
1.73 |
3.08 |
1.35 |
78.0% |
3.70 |
| ATR |
2.00 |
2.07 |
0.08 |
3.9% |
0.00 |
| Volume |
73,509 |
68,463 |
-5,046 |
-6.9% |
213,634 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.50 |
103.75 |
97.54 |
|
| R3 |
102.42 |
100.67 |
96.70 |
|
| R2 |
99.34 |
99.34 |
96.41 |
|
| R1 |
97.59 |
97.59 |
96.13 |
96.93 |
| PP |
96.26 |
96.26 |
96.26 |
95.92 |
| S1 |
94.51 |
94.51 |
95.57 |
93.85 |
| S2 |
93.18 |
93.18 |
95.29 |
|
| S3 |
90.10 |
91.43 |
95.00 |
|
| S4 |
87.02 |
88.35 |
94.16 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.44 |
105.80 |
98.80 |
|
| R3 |
103.74 |
102.10 |
97.78 |
|
| R2 |
100.04 |
100.04 |
97.44 |
|
| R1 |
98.40 |
98.40 |
97.10 |
97.37 |
| PP |
96.34 |
96.34 |
96.34 |
95.83 |
| S1 |
94.70 |
94.70 |
96.42 |
93.67 |
| S2 |
92.64 |
92.64 |
96.08 |
|
| S3 |
88.94 |
91.00 |
95.74 |
|
| S4 |
85.24 |
87.30 |
94.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.00 |
94.28 |
3.72 |
3.9% |
2.23 |
2.3% |
42% |
True |
False |
55,840 |
| 10 |
98.60 |
94.28 |
4.32 |
4.5% |
2.15 |
2.2% |
36% |
False |
False |
50,786 |
| 20 |
98.60 |
92.27 |
6.33 |
6.6% |
1.87 |
1.9% |
57% |
False |
False |
46,470 |
| 40 |
98.60 |
85.43 |
13.17 |
13.7% |
2.04 |
2.1% |
79% |
False |
False |
39,684 |
| 60 |
98.60 |
78.83 |
19.77 |
20.6% |
2.25 |
2.3% |
86% |
False |
False |
33,604 |
| 80 |
98.60 |
78.83 |
19.77 |
20.6% |
2.26 |
2.4% |
86% |
False |
False |
27,906 |
| 100 |
107.15 |
78.83 |
28.32 |
29.5% |
2.11 |
2.2% |
60% |
False |
False |
24,246 |
| 120 |
109.80 |
78.83 |
30.97 |
32.3% |
2.02 |
2.1% |
55% |
False |
False |
21,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.09 |
|
2.618 |
106.06 |
|
1.618 |
102.98 |
|
1.000 |
101.08 |
|
0.618 |
99.90 |
|
HIGH |
98.00 |
|
0.618 |
96.82 |
|
0.500 |
96.46 |
|
0.382 |
96.10 |
|
LOW |
94.92 |
|
0.618 |
93.02 |
|
1.000 |
91.84 |
|
1.618 |
89.94 |
|
2.618 |
86.86 |
|
4.250 |
81.83 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.46 |
96.30 |
| PP |
96.26 |
96.15 |
| S1 |
96.05 |
96.00 |
|