NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
92.11 |
90.82 |
-1.29 |
-1.4% |
99.50 |
| High |
93.20 |
91.34 |
-1.86 |
-2.0% |
99.81 |
| Low |
90.57 |
88.95 |
-1.62 |
-1.8% |
90.96 |
| Close |
91.37 |
89.98 |
-1.39 |
-1.5% |
92.89 |
| Range |
2.63 |
2.39 |
-0.24 |
-9.1% |
8.85 |
| ATR |
2.32 |
2.33 |
0.01 |
0.3% |
0.00 |
| Volume |
239,024 |
272,057 |
33,033 |
13.8% |
1,151,450 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.26 |
96.01 |
91.29 |
|
| R3 |
94.87 |
93.62 |
90.64 |
|
| R2 |
92.48 |
92.48 |
90.42 |
|
| R1 |
91.23 |
91.23 |
90.20 |
90.66 |
| PP |
90.09 |
90.09 |
90.09 |
89.81 |
| S1 |
88.84 |
88.84 |
89.76 |
88.27 |
| S2 |
87.70 |
87.70 |
89.54 |
|
| S3 |
85.31 |
86.45 |
89.32 |
|
| S4 |
82.92 |
84.06 |
88.67 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.10 |
115.85 |
97.76 |
|
| R3 |
112.25 |
107.00 |
95.32 |
|
| R2 |
103.40 |
103.40 |
94.51 |
|
| R1 |
98.15 |
98.15 |
93.70 |
96.35 |
| PP |
94.55 |
94.55 |
94.55 |
93.66 |
| S1 |
89.30 |
89.30 |
92.08 |
87.50 |
| S2 |
85.70 |
85.70 |
91.27 |
|
| S3 |
76.85 |
80.45 |
90.46 |
|
| S4 |
68.00 |
71.60 |
88.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.84 |
88.95 |
4.89 |
5.4% |
2.10 |
2.3% |
21% |
False |
True |
224,997 |
| 10 |
100.73 |
88.95 |
11.78 |
13.1% |
2.69 |
3.0% |
9% |
False |
True |
211,008 |
| 20 |
100.73 |
88.95 |
11.78 |
13.1% |
2.32 |
2.6% |
9% |
False |
True |
136,914 |
| 40 |
100.73 |
87.58 |
13.15 |
14.6% |
2.15 |
2.4% |
18% |
False |
False |
90,960 |
| 60 |
100.73 |
84.87 |
15.86 |
17.6% |
2.19 |
2.4% |
32% |
False |
False |
69,307 |
| 80 |
100.73 |
78.83 |
21.90 |
24.3% |
2.32 |
2.6% |
51% |
False |
False |
56,761 |
| 100 |
100.73 |
78.83 |
21.90 |
24.3% |
2.24 |
2.5% |
51% |
False |
False |
47,246 |
| 120 |
107.15 |
78.83 |
28.32 |
31.5% |
2.11 |
2.3% |
39% |
False |
False |
40,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.50 |
|
2.618 |
97.60 |
|
1.618 |
95.21 |
|
1.000 |
93.73 |
|
0.618 |
92.82 |
|
HIGH |
91.34 |
|
0.618 |
90.43 |
|
0.500 |
90.15 |
|
0.382 |
89.86 |
|
LOW |
88.95 |
|
0.618 |
87.47 |
|
1.000 |
86.56 |
|
1.618 |
85.08 |
|
2.618 |
82.69 |
|
4.250 |
78.79 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.15 |
91.08 |
| PP |
90.09 |
90.71 |
| S1 |
90.04 |
90.35 |
|