NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.12 |
92.33 |
-3.79 |
-3.9% |
96.90 |
| High |
96.77 |
93.40 |
-3.37 |
-3.5% |
101.01 |
| Low |
91.84 |
91.26 |
-0.58 |
-0.6% |
96.04 |
| Close |
92.59 |
92.74 |
0.15 |
0.2% |
99.63 |
| Range |
4.93 |
2.14 |
-2.79 |
-56.6% |
4.97 |
| ATR |
2.38 |
2.37 |
-0.02 |
-0.7% |
0.00 |
| Volume |
65,521 |
97,317 |
31,796 |
48.5% |
365,476 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.89 |
97.95 |
93.92 |
|
| R3 |
96.75 |
95.81 |
93.33 |
|
| R2 |
94.61 |
94.61 |
93.13 |
|
| R1 |
93.67 |
93.67 |
92.94 |
94.14 |
| PP |
92.47 |
92.47 |
92.47 |
92.70 |
| S1 |
91.53 |
91.53 |
92.54 |
92.00 |
| S2 |
90.33 |
90.33 |
92.35 |
|
| S3 |
88.19 |
89.39 |
92.15 |
|
| S4 |
86.05 |
87.25 |
91.56 |
|
|
| 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 |
91.26 |
9.75 |
10.5% |
3.27 |
3.5% |
15% |
False |
True |
93,345 |
| 10 |
101.01 |
91.26 |
9.75 |
10.5% |
2.52 |
2.7% |
15% |
False |
True |
81,742 |
| 20 |
101.01 |
91.26 |
9.75 |
10.5% |
2.32 |
2.5% |
15% |
False |
True |
69,735 |
| 40 |
101.01 |
88.05 |
12.96 |
14.0% |
2.12 |
2.3% |
36% |
False |
False |
61,201 |
| 60 |
101.01 |
79.12 |
21.89 |
23.6% |
2.29 |
2.5% |
62% |
False |
False |
56,452 |
| 80 |
101.01 |
79.12 |
21.89 |
23.6% |
2.39 |
2.6% |
62% |
False |
False |
54,710 |
| 100 |
107.29 |
79.12 |
28.17 |
30.4% |
2.32 |
2.5% |
48% |
False |
False |
53,138 |
| 120 |
107.68 |
79.12 |
28.56 |
30.8% |
2.21 |
2.4% |
48% |
False |
False |
51,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.50 |
|
2.618 |
99.00 |
|
1.618 |
96.86 |
|
1.000 |
95.54 |
|
0.618 |
94.72 |
|
HIGH |
93.40 |
|
0.618 |
92.58 |
|
0.500 |
92.33 |
|
0.382 |
92.08 |
|
LOW |
91.26 |
|
0.618 |
89.94 |
|
1.000 |
89.12 |
|
1.618 |
87.80 |
|
2.618 |
85.66 |
|
4.250 |
82.17 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.60 |
94.55 |
| PP |
92.47 |
93.95 |
| S1 |
92.33 |
93.34 |
|