NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
98.29 |
99.50 |
1.21 |
1.2% |
96.66 |
| High |
100.73 |
99.81 |
-0.92 |
-0.9% |
100.73 |
| Low |
98.29 |
94.98 |
-3.31 |
-3.4% |
95.69 |
| Close |
99.33 |
96.95 |
-2.38 |
-2.4% |
99.33 |
| Range |
2.44 |
4.83 |
2.39 |
98.0% |
5.04 |
| ATR |
2.01 |
2.21 |
0.20 |
10.0% |
0.00 |
| Volume |
141,037 |
171,494 |
30,457 |
21.6% |
484,761 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.74 |
109.17 |
99.61 |
|
| R3 |
106.91 |
104.34 |
98.28 |
|
| R2 |
102.08 |
102.08 |
97.84 |
|
| R1 |
99.51 |
99.51 |
97.39 |
98.38 |
| PP |
97.25 |
97.25 |
97.25 |
96.68 |
| S1 |
94.68 |
94.68 |
96.51 |
93.55 |
| S2 |
92.42 |
92.42 |
96.06 |
|
| S3 |
87.59 |
89.85 |
95.62 |
|
| S4 |
82.76 |
85.02 |
94.29 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.70 |
111.56 |
102.10 |
|
| R3 |
108.66 |
106.52 |
100.72 |
|
| R2 |
103.62 |
103.62 |
100.25 |
|
| R1 |
101.48 |
101.48 |
99.79 |
102.55 |
| PP |
98.58 |
98.58 |
98.58 |
99.12 |
| S1 |
96.44 |
96.44 |
98.87 |
97.51 |
| S2 |
93.54 |
93.54 |
98.41 |
|
| S3 |
88.50 |
91.40 |
97.94 |
|
| S4 |
83.46 |
86.36 |
96.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.73 |
94.98 |
5.75 |
5.9% |
2.45 |
2.5% |
34% |
False |
True |
117,456 |
| 10 |
100.73 |
94.41 |
6.32 |
6.5% |
2.33 |
2.4% |
40% |
False |
False |
94,608 |
| 20 |
100.73 |
94.28 |
6.45 |
6.7% |
2.11 |
2.2% |
41% |
False |
False |
67,957 |
| 40 |
100.73 |
87.50 |
13.23 |
13.6% |
2.10 |
2.2% |
71% |
False |
False |
53,925 |
| 60 |
100.73 |
78.83 |
21.90 |
22.6% |
2.24 |
2.3% |
83% |
False |
False |
43,845 |
| 80 |
100.73 |
78.83 |
21.90 |
22.6% |
2.30 |
2.4% |
83% |
False |
False |
36,488 |
| 100 |
107.15 |
78.83 |
28.32 |
29.2% |
2.18 |
2.3% |
64% |
False |
False |
31,073 |
| 120 |
108.69 |
78.83 |
29.86 |
30.8% |
2.08 |
2.1% |
61% |
False |
False |
27,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.34 |
|
2.618 |
112.45 |
|
1.618 |
107.62 |
|
1.000 |
104.64 |
|
0.618 |
102.79 |
|
HIGH |
99.81 |
|
0.618 |
97.96 |
|
0.500 |
97.40 |
|
0.382 |
96.83 |
|
LOW |
94.98 |
|
0.618 |
92.00 |
|
1.000 |
90.15 |
|
1.618 |
87.17 |
|
2.618 |
82.34 |
|
4.250 |
74.45 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.40 |
97.86 |
| PP |
97.25 |
97.55 |
| S1 |
97.10 |
97.25 |
|