NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
90.82 |
90.08 |
-0.74 |
-0.8% |
99.50 |
| High |
91.34 |
92.39 |
1.05 |
1.1% |
99.81 |
| Low |
88.95 |
89.88 |
0.93 |
1.0% |
90.96 |
| Close |
89.98 |
91.85 |
1.87 |
2.1% |
92.89 |
| Range |
2.39 |
2.51 |
0.12 |
5.0% |
8.85 |
| ATR |
2.33 |
2.34 |
0.01 |
0.5% |
0.00 |
| Volume |
272,057 |
237,289 |
-34,768 |
-12.8% |
1,151,450 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.90 |
97.89 |
93.23 |
|
| R3 |
96.39 |
95.38 |
92.54 |
|
| R2 |
93.88 |
93.88 |
92.31 |
|
| R1 |
92.87 |
92.87 |
92.08 |
93.38 |
| PP |
91.37 |
91.37 |
91.37 |
91.63 |
| S1 |
90.36 |
90.36 |
91.62 |
90.87 |
| S2 |
88.86 |
88.86 |
91.39 |
|
| S3 |
86.35 |
87.85 |
91.16 |
|
| S4 |
83.84 |
85.34 |
90.47 |
|
|
| 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 |
5.3% |
2.18 |
2.4% |
59% |
False |
False |
223,544 |
| 10 |
100.73 |
88.95 |
11.78 |
12.8% |
2.74 |
3.0% |
25% |
False |
False |
222,917 |
| 20 |
100.73 |
88.95 |
11.78 |
12.8% |
2.37 |
2.6% |
25% |
False |
False |
146,915 |
| 40 |
100.73 |
87.58 |
13.15 |
14.3% |
2.16 |
2.4% |
32% |
False |
False |
95,868 |
| 60 |
100.73 |
84.91 |
15.82 |
17.2% |
2.16 |
2.3% |
44% |
False |
False |
72,817 |
| 80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.33 |
2.5% |
59% |
False |
False |
59,587 |
| 100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.25 |
2.4% |
59% |
False |
False |
49,438 |
| 120 |
107.15 |
78.83 |
28.32 |
30.8% |
2.11 |
2.3% |
46% |
False |
False |
42,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.06 |
|
2.618 |
98.96 |
|
1.618 |
96.45 |
|
1.000 |
94.90 |
|
0.618 |
93.94 |
|
HIGH |
92.39 |
|
0.618 |
91.43 |
|
0.500 |
91.14 |
|
0.382 |
90.84 |
|
LOW |
89.88 |
|
0.618 |
88.33 |
|
1.000 |
87.37 |
|
1.618 |
85.82 |
|
2.618 |
83.31 |
|
4.250 |
79.21 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.61 |
91.59 |
| PP |
91.37 |
91.33 |
| S1 |
91.14 |
91.08 |
|