NYMEX Light Sweet Crude Oil Future December 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 |
98.63 |
99.80 |
1.17 |
1.2% |
96.90 |
| High |
101.01 |
100.10 |
-0.91 |
-0.9% |
101.01 |
| Low |
98.63 |
95.29 |
-3.34 |
-3.4% |
96.04 |
| Close |
99.63 |
97.25 |
-2.38 |
-2.4% |
99.63 |
| Range |
2.38 |
4.81 |
2.43 |
102.1% |
4.97 |
| ATR |
1.99 |
2.19 |
0.20 |
10.1% |
0.00 |
| Volume |
112,404 |
106,498 |
-5,906 |
-5.3% |
365,476 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.98 |
109.42 |
99.90 |
|
| R3 |
107.17 |
104.61 |
98.57 |
|
| R2 |
102.36 |
102.36 |
98.13 |
|
| R1 |
99.80 |
99.80 |
97.69 |
98.68 |
| PP |
97.55 |
97.55 |
97.55 |
96.98 |
| S1 |
94.99 |
94.99 |
96.81 |
93.87 |
| S2 |
92.74 |
92.74 |
96.37 |
|
| S3 |
87.93 |
90.18 |
95.93 |
|
| S4 |
83.12 |
85.37 |
94.60 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.80 |
111.69 |
102.36 |
|
| R3 |
108.83 |
106.72 |
101.00 |
|
| R2 |
103.86 |
103.86 |
100.54 |
|
| R1 |
101.75 |
101.75 |
100.09 |
102.81 |
| PP |
98.89 |
98.89 |
98.89 |
99.42 |
| S1 |
96.78 |
96.78 |
99.17 |
97.84 |
| S2 |
93.92 |
93.92 |
98.72 |
|
| S3 |
88.95 |
91.81 |
98.26 |
|
| S4 |
83.98 |
86.84 |
96.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.01 |
95.29 |
5.72 |
5.9% |
2.43 |
2.5% |
34% |
False |
True |
80,007 |
| 10 |
101.01 |
94.73 |
6.28 |
6.5% |
2.31 |
2.4% |
40% |
False |
False |
76,852 |
| 20 |
101.01 |
94.63 |
6.38 |
6.6% |
2.08 |
2.1% |
41% |
False |
False |
65,203 |
| 40 |
101.01 |
87.84 |
13.17 |
13.5% |
2.09 |
2.1% |
71% |
False |
False |
58,082 |
| 60 |
101.01 |
79.12 |
21.89 |
22.5% |
2.24 |
2.3% |
83% |
False |
False |
54,619 |
| 80 |
101.01 |
79.12 |
21.89 |
22.5% |
2.33 |
2.4% |
83% |
False |
False |
52,903 |
| 100 |
107.29 |
79.12 |
28.17 |
29.0% |
2.26 |
2.3% |
64% |
False |
False |
51,820 |
| 120 |
108.90 |
79.12 |
29.78 |
30.6% |
2.19 |
2.3% |
61% |
False |
False |
50,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.54 |
|
2.618 |
112.69 |
|
1.618 |
107.88 |
|
1.000 |
104.91 |
|
0.618 |
103.07 |
|
HIGH |
100.10 |
|
0.618 |
98.26 |
|
0.500 |
97.70 |
|
0.382 |
97.13 |
|
LOW |
95.29 |
|
0.618 |
92.32 |
|
1.000 |
90.48 |
|
1.618 |
87.51 |
|
2.618 |
82.70 |
|
4.250 |
74.85 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.70 |
98.15 |
| PP |
97.55 |
97.85 |
| S1 |
97.40 |
97.55 |
|