NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
92.33 |
93.26 |
0.93 |
1.0% |
99.80 |
| High |
93.40 |
94.15 |
0.75 |
0.8% |
100.10 |
| Low |
91.26 |
92.90 |
1.64 |
1.8% |
91.26 |
| Close |
92.74 |
93.21 |
0.47 |
0.5% |
93.21 |
| Range |
2.14 |
1.25 |
-0.89 |
-41.6% |
8.84 |
| ATR |
2.37 |
2.30 |
-0.07 |
-2.9% |
0.00 |
| Volume |
97,317 |
73,713 |
-23,604 |
-24.3% |
428,037 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.17 |
96.44 |
93.90 |
|
| R3 |
95.92 |
95.19 |
93.55 |
|
| R2 |
94.67 |
94.67 |
93.44 |
|
| R1 |
93.94 |
93.94 |
93.32 |
93.68 |
| PP |
93.42 |
93.42 |
93.42 |
93.29 |
| S1 |
92.69 |
92.69 |
93.10 |
92.43 |
| S2 |
92.17 |
92.17 |
92.98 |
|
| S3 |
90.92 |
91.44 |
92.87 |
|
| S4 |
89.67 |
90.19 |
92.52 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.38 |
116.13 |
98.07 |
|
| R3 |
112.54 |
107.29 |
95.64 |
|
| R2 |
103.70 |
103.70 |
94.83 |
|
| R1 |
98.45 |
98.45 |
94.02 |
96.66 |
| PP |
94.86 |
94.86 |
94.86 |
93.96 |
| S1 |
89.61 |
89.61 |
92.40 |
87.82 |
| S2 |
86.02 |
86.02 |
91.59 |
|
| S3 |
77.18 |
80.77 |
90.78 |
|
| S4 |
68.34 |
71.93 |
88.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.10 |
91.26 |
8.84 |
9.5% |
3.05 |
3.3% |
22% |
False |
False |
85,607 |
| 10 |
101.01 |
91.26 |
9.75 |
10.5% |
2.38 |
2.6% |
20% |
False |
False |
79,351 |
| 20 |
101.01 |
91.26 |
9.75 |
10.5% |
2.26 |
2.4% |
20% |
False |
False |
70,725 |
| 40 |
101.01 |
88.05 |
12.96 |
13.9% |
2.09 |
2.2% |
40% |
False |
False |
62,119 |
| 60 |
101.01 |
79.12 |
21.89 |
23.5% |
2.28 |
2.4% |
64% |
False |
False |
57,054 |
| 80 |
101.01 |
79.12 |
21.89 |
23.5% |
2.36 |
2.5% |
64% |
False |
False |
55,137 |
| 100 |
106.92 |
79.12 |
27.80 |
29.8% |
2.32 |
2.5% |
51% |
False |
False |
53,507 |
| 120 |
107.53 |
79.12 |
28.41 |
30.5% |
2.19 |
2.4% |
50% |
False |
False |
51,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.46 |
|
2.618 |
97.42 |
|
1.618 |
96.17 |
|
1.000 |
95.40 |
|
0.618 |
94.92 |
|
HIGH |
94.15 |
|
0.618 |
93.67 |
|
0.500 |
93.53 |
|
0.382 |
93.38 |
|
LOW |
92.90 |
|
0.618 |
92.13 |
|
1.000 |
91.65 |
|
1.618 |
90.88 |
|
2.618 |
89.63 |
|
4.250 |
87.59 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.53 |
94.02 |
| PP |
93.42 |
93.75 |
| S1 |
93.32 |
93.48 |
|