NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.50 |
97.51 |
0.01 |
0.0% |
97.07 |
| High |
98.69 |
99.19 |
0.50 |
0.5% |
98.30 |
| Low |
96.97 |
97.14 |
0.17 |
0.2% |
94.73 |
| Close |
97.66 |
98.92 |
1.26 |
1.3% |
97.06 |
| Range |
1.72 |
2.05 |
0.33 |
19.2% |
3.57 |
| ATR |
1.96 |
1.96 |
0.01 |
0.3% |
0.00 |
| Volume |
61,429 |
64,944 |
3,515 |
5.7% |
296,546 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.57 |
103.79 |
100.05 |
|
| R3 |
102.52 |
101.74 |
99.48 |
|
| R2 |
100.47 |
100.47 |
99.30 |
|
| R1 |
99.69 |
99.69 |
99.11 |
100.08 |
| PP |
98.42 |
98.42 |
98.42 |
98.61 |
| S1 |
97.64 |
97.64 |
98.73 |
98.03 |
| S2 |
96.37 |
96.37 |
98.54 |
|
| S3 |
94.32 |
95.59 |
98.36 |
|
| S4 |
92.27 |
93.54 |
97.79 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.41 |
105.80 |
99.02 |
|
| R3 |
103.84 |
102.23 |
98.04 |
|
| R2 |
100.27 |
100.27 |
97.71 |
|
| R1 |
98.66 |
98.66 |
97.39 |
97.68 |
| PP |
96.70 |
96.70 |
96.70 |
96.21 |
| S1 |
95.09 |
95.09 |
96.73 |
94.11 |
| S2 |
93.13 |
93.13 |
96.41 |
|
| S3 |
89.56 |
91.52 |
96.08 |
|
| S4 |
85.99 |
87.95 |
95.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.19 |
94.73 |
4.46 |
4.5% |
1.76 |
1.8% |
94% |
True |
False |
70,140 |
| 10 |
99.19 |
94.63 |
4.56 |
4.6% |
1.98 |
2.0% |
94% |
True |
False |
64,398 |
| 20 |
99.19 |
94.63 |
4.56 |
4.6% |
1.87 |
1.9% |
94% |
True |
False |
62,210 |
| 40 |
99.19 |
87.84 |
11.35 |
11.5% |
2.02 |
2.0% |
98% |
True |
False |
55,786 |
| 60 |
99.19 |
79.12 |
20.07 |
20.3% |
2.23 |
2.3% |
99% |
True |
False |
53,032 |
| 80 |
99.19 |
79.12 |
20.07 |
20.3% |
2.29 |
2.3% |
99% |
True |
False |
51,143 |
| 100 |
107.29 |
79.12 |
28.17 |
28.5% |
2.21 |
2.2% |
70% |
False |
False |
50,312 |
| 120 |
109.39 |
79.12 |
30.27 |
30.6% |
2.15 |
2.2% |
65% |
False |
False |
48,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.90 |
|
2.618 |
104.56 |
|
1.618 |
102.51 |
|
1.000 |
101.24 |
|
0.618 |
100.46 |
|
HIGH |
99.19 |
|
0.618 |
98.41 |
|
0.500 |
98.17 |
|
0.382 |
97.92 |
|
LOW |
97.14 |
|
0.618 |
95.87 |
|
1.000 |
95.09 |
|
1.618 |
93.82 |
|
2.618 |
91.77 |
|
4.250 |
88.43 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.67 |
98.61 |
| PP |
98.42 |
98.29 |
| S1 |
98.17 |
97.98 |
|