NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.62 |
97.27 |
0.65 |
0.7% |
96.68 |
| High |
97.63 |
98.38 |
0.75 |
0.8% |
98.00 |
| Low |
96.43 |
96.69 |
0.26 |
0.3% |
94.41 |
| Close |
97.50 |
97.34 |
-0.16 |
-0.2% |
96.75 |
| Range |
1.20 |
1.69 |
0.49 |
40.8% |
3.59 |
| ATR |
1.99 |
1.97 |
-0.02 |
-1.1% |
0.00 |
| Volume |
85,440 |
71,106 |
-14,334 |
-16.8% |
289,825 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.54 |
101.63 |
98.27 |
|
| R3 |
100.85 |
99.94 |
97.80 |
|
| R2 |
99.16 |
99.16 |
97.65 |
|
| R1 |
98.25 |
98.25 |
97.49 |
98.71 |
| PP |
97.47 |
97.47 |
97.47 |
97.70 |
| S1 |
96.56 |
96.56 |
97.19 |
97.02 |
| S2 |
95.78 |
95.78 |
97.03 |
|
| S3 |
94.09 |
94.87 |
96.88 |
|
| S4 |
92.40 |
93.18 |
96.41 |
|
|
| 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 |
98.38 |
94.41 |
3.97 |
4.1% |
1.98 |
2.0% |
74% |
True |
False |
76,037 |
| 10 |
98.38 |
94.28 |
4.10 |
4.2% |
1.95 |
2.0% |
75% |
True |
False |
62,819 |
| 20 |
98.60 |
93.47 |
5.13 |
5.3% |
1.89 |
1.9% |
75% |
False |
False |
53,878 |
| 40 |
98.60 |
87.50 |
11.10 |
11.4% |
2.02 |
2.1% |
89% |
False |
False |
45,454 |
| 60 |
98.60 |
78.83 |
19.77 |
20.3% |
2.23 |
2.3% |
94% |
False |
False |
37,691 |
| 80 |
98.60 |
78.83 |
19.77 |
20.3% |
2.25 |
2.3% |
94% |
False |
False |
31,351 |
| 100 |
107.15 |
78.83 |
28.32 |
29.1% |
2.12 |
2.2% |
65% |
False |
False |
26,968 |
| 120 |
109.21 |
78.83 |
30.38 |
31.2% |
2.03 |
2.1% |
61% |
False |
False |
23,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.56 |
|
2.618 |
102.80 |
|
1.618 |
101.11 |
|
1.000 |
100.07 |
|
0.618 |
99.42 |
|
HIGH |
98.38 |
|
0.618 |
97.73 |
|
0.500 |
97.54 |
|
0.382 |
97.34 |
|
LOW |
96.69 |
|
0.618 |
95.65 |
|
1.000 |
95.00 |
|
1.618 |
93.96 |
|
2.618 |
92.27 |
|
4.250 |
89.51 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.54 |
97.24 |
| PP |
97.47 |
97.14 |
| S1 |
97.41 |
97.04 |
|