NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
90.08 |
92.35 |
2.27 |
2.5% |
93.18 |
| High |
92.39 |
92.71 |
0.32 |
0.3% |
93.20 |
| Low |
89.88 |
91.40 |
1.52 |
1.7% |
88.95 |
| Close |
91.85 |
92.19 |
0.34 |
0.4% |
92.19 |
| Range |
2.51 |
1.31 |
-1.20 |
-47.8% |
4.25 |
| ATR |
2.34 |
2.27 |
-0.07 |
-3.2% |
0.00 |
| Volume |
237,289 |
210,195 |
-27,094 |
-11.4% |
1,146,880 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.03 |
95.42 |
92.91 |
|
| R3 |
94.72 |
94.11 |
92.55 |
|
| R2 |
93.41 |
93.41 |
92.43 |
|
| R1 |
92.80 |
92.80 |
92.31 |
92.45 |
| PP |
92.10 |
92.10 |
92.10 |
91.93 |
| S1 |
91.49 |
91.49 |
92.07 |
91.14 |
| S2 |
90.79 |
90.79 |
91.95 |
|
| S3 |
89.48 |
90.18 |
91.83 |
|
| S4 |
88.17 |
88.87 |
91.47 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.20 |
102.44 |
94.53 |
|
| R3 |
99.95 |
98.19 |
93.36 |
|
| R2 |
95.70 |
95.70 |
92.97 |
|
| R1 |
93.94 |
93.94 |
92.58 |
92.70 |
| PP |
91.45 |
91.45 |
91.45 |
90.82 |
| S1 |
89.69 |
89.69 |
91.80 |
88.45 |
| S2 |
87.20 |
87.20 |
91.41 |
|
| S3 |
82.95 |
85.44 |
91.02 |
|
| S4 |
78.70 |
81.19 |
89.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.20 |
88.95 |
4.25 |
4.6% |
2.19 |
2.4% |
76% |
False |
False |
229,376 |
| 10 |
99.81 |
88.95 |
10.86 |
11.8% |
2.63 |
2.8% |
30% |
False |
False |
229,833 |
| 20 |
100.73 |
88.95 |
11.78 |
12.8% |
2.35 |
2.6% |
28% |
False |
False |
155,951 |
| 40 |
100.73 |
87.93 |
12.80 |
13.9% |
2.13 |
2.3% |
33% |
False |
False |
100,017 |
| 60 |
100.73 |
84.91 |
15.82 |
17.2% |
2.14 |
2.3% |
46% |
False |
False |
75,982 |
| 80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.32 |
2.5% |
61% |
False |
False |
62,121 |
| 100 |
100.73 |
78.83 |
21.90 |
23.8% |
2.24 |
2.4% |
61% |
False |
False |
51,428 |
| 120 |
107.15 |
78.83 |
28.32 |
30.7% |
2.11 |
2.3% |
47% |
False |
False |
44,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.28 |
|
2.618 |
96.14 |
|
1.618 |
94.83 |
|
1.000 |
94.02 |
|
0.618 |
93.52 |
|
HIGH |
92.71 |
|
0.618 |
92.21 |
|
0.500 |
92.06 |
|
0.382 |
91.90 |
|
LOW |
91.40 |
|
0.618 |
90.59 |
|
1.000 |
90.09 |
|
1.618 |
89.28 |
|
2.618 |
87.97 |
|
4.250 |
85.83 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.15 |
91.74 |
| PP |
92.10 |
91.28 |
| S1 |
92.06 |
90.83 |
|