NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.66 |
96.62 |
-0.04 |
0.0% |
96.68 |
| High |
96.97 |
97.63 |
0.66 |
0.7% |
98.00 |
| Low |
95.69 |
96.43 |
0.74 |
0.8% |
94.41 |
| Close |
96.88 |
97.50 |
0.62 |
0.6% |
96.75 |
| Range |
1.28 |
1.20 |
-0.08 |
-6.3% |
3.59 |
| ATR |
2.06 |
1.99 |
-0.06 |
-3.0% |
0.00 |
| Volume |
68,972 |
85,440 |
16,468 |
23.9% |
289,825 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.79 |
100.34 |
98.16 |
|
| R3 |
99.59 |
99.14 |
97.83 |
|
| R2 |
98.39 |
98.39 |
97.72 |
|
| R1 |
97.94 |
97.94 |
97.61 |
98.17 |
| PP |
97.19 |
97.19 |
97.19 |
97.30 |
| S1 |
96.74 |
96.74 |
97.39 |
96.97 |
| S2 |
95.99 |
95.99 |
97.28 |
|
| S3 |
94.79 |
95.54 |
97.17 |
|
| S4 |
93.59 |
94.34 |
96.84 |
|
|
| 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% |
1.99 |
2.0% |
86% |
False |
False |
76,517 |
| 10 |
98.00 |
94.28 |
3.72 |
3.8% |
1.91 |
2.0% |
87% |
False |
False |
61,798 |
| 20 |
98.60 |
93.25 |
5.35 |
5.5% |
1.87 |
1.9% |
79% |
False |
False |
52,439 |
| 40 |
98.60 |
87.50 |
11.10 |
11.4% |
2.02 |
2.1% |
90% |
False |
False |
44,121 |
| 60 |
98.60 |
78.83 |
19.77 |
20.3% |
2.26 |
2.3% |
94% |
False |
False |
36,639 |
| 80 |
98.60 |
78.83 |
19.77 |
20.3% |
2.25 |
2.3% |
94% |
False |
False |
30,582 |
| 100 |
107.15 |
78.83 |
28.32 |
29.0% |
2.12 |
2.2% |
66% |
False |
False |
26,322 |
| 120 |
109.21 |
78.83 |
30.38 |
31.2% |
2.03 |
2.1% |
61% |
False |
False |
23,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.73 |
|
2.618 |
100.77 |
|
1.618 |
99.57 |
|
1.000 |
98.83 |
|
0.618 |
98.37 |
|
HIGH |
97.63 |
|
0.618 |
97.17 |
|
0.500 |
97.03 |
|
0.382 |
96.89 |
|
LOW |
96.43 |
|
0.618 |
95.69 |
|
1.000 |
95.23 |
|
1.618 |
94.49 |
|
2.618 |
93.29 |
|
4.250 |
91.33 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.34 |
97.01 |
| PP |
97.19 |
96.51 |
| S1 |
97.03 |
96.02 |
|