NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
95.03 |
96.66 |
1.63 |
1.7% |
96.68 |
| High |
97.05 |
96.97 |
-0.08 |
-0.1% |
98.00 |
| Low |
94.41 |
95.69 |
1.28 |
1.4% |
94.41 |
| Close |
96.75 |
96.88 |
0.13 |
0.1% |
96.75 |
| Range |
2.64 |
1.28 |
-1.36 |
-51.5% |
3.59 |
| ATR |
2.11 |
2.06 |
-0.06 |
-2.8% |
0.00 |
| Volume |
86,204 |
68,972 |
-17,232 |
-20.0% |
289,825 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.35 |
99.90 |
97.58 |
|
| R3 |
99.07 |
98.62 |
97.23 |
|
| R2 |
97.79 |
97.79 |
97.11 |
|
| R1 |
97.34 |
97.34 |
97.00 |
97.57 |
| PP |
96.51 |
96.51 |
96.51 |
96.63 |
| S1 |
96.06 |
96.06 |
96.76 |
96.29 |
| S2 |
95.23 |
95.23 |
96.65 |
|
| S3 |
93.95 |
94.78 |
96.53 |
|
| S4 |
92.67 |
93.50 |
96.18 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.16 |
105.54 |
98.72 |
|
| R3 |
103.57 |
101.95 |
97.74 |
|
| R2 |
99.98 |
99.98 |
97.41 |
|
| R1 |
98.36 |
98.36 |
97.08 |
99.17 |
| PP |
96.39 |
96.39 |
96.39 |
96.79 |
| S1 |
94.77 |
94.77 |
96.42 |
95.58 |
| S2 |
92.80 |
92.80 |
96.09 |
|
| S3 |
89.21 |
91.18 |
95.76 |
|
| S4 |
85.62 |
87.59 |
94.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.00 |
94.41 |
3.59 |
3.7% |
2.22 |
2.3% |
69% |
False |
False |
71,759 |
| 10 |
98.00 |
94.28 |
3.72 |
3.8% |
2.12 |
2.2% |
70% |
False |
False |
57,243 |
| 20 |
98.60 |
92.65 |
5.95 |
6.1% |
1.91 |
2.0% |
71% |
False |
False |
50,099 |
| 40 |
98.60 |
87.50 |
11.10 |
11.5% |
2.04 |
2.1% |
85% |
False |
False |
42,496 |
| 60 |
98.60 |
78.83 |
19.77 |
20.4% |
2.26 |
2.3% |
91% |
False |
False |
35,493 |
| 80 |
98.60 |
78.83 |
19.77 |
20.4% |
2.25 |
2.3% |
91% |
False |
False |
29,631 |
| 100 |
107.15 |
78.83 |
28.32 |
29.2% |
2.12 |
2.2% |
64% |
False |
False |
25,590 |
| 120 |
109.21 |
78.83 |
30.38 |
31.4% |
2.03 |
2.1% |
59% |
False |
False |
22,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.41 |
|
2.618 |
100.32 |
|
1.618 |
99.04 |
|
1.000 |
98.25 |
|
0.618 |
97.76 |
|
HIGH |
96.97 |
|
0.618 |
96.48 |
|
0.500 |
96.33 |
|
0.382 |
96.18 |
|
LOW |
95.69 |
|
0.618 |
94.90 |
|
1.000 |
94.41 |
|
1.618 |
93.62 |
|
2.618 |
92.34 |
|
4.250 |
90.25 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.70 |
96.66 |
| PP |
96.51 |
96.43 |
| S1 |
96.33 |
96.21 |
|