NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.26 |
93.31 |
0.05 |
0.1% |
99.80 |
| High |
94.15 |
93.31 |
-0.84 |
-0.9% |
100.10 |
| Low |
92.90 |
91.38 |
-1.52 |
-1.6% |
91.26 |
| Close |
93.21 |
92.25 |
-0.96 |
-1.0% |
93.21 |
| Range |
1.25 |
1.93 |
0.68 |
54.4% |
8.84 |
| ATR |
2.30 |
2.27 |
-0.03 |
-1.1% |
0.00 |
| Volume |
73,713 |
60,259 |
-13,454 |
-18.3% |
428,037 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.10 |
97.11 |
93.31 |
|
| R3 |
96.17 |
95.18 |
92.78 |
|
| R2 |
94.24 |
94.24 |
92.60 |
|
| R1 |
93.25 |
93.25 |
92.43 |
92.78 |
| PP |
92.31 |
92.31 |
92.31 |
92.08 |
| S1 |
91.32 |
91.32 |
92.07 |
90.85 |
| S2 |
90.38 |
90.38 |
91.90 |
|
| S3 |
88.45 |
89.39 |
91.72 |
|
| S4 |
86.52 |
87.46 |
91.19 |
|
|
| 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 |
97.84 |
91.26 |
6.58 |
7.1% |
2.47 |
2.7% |
15% |
False |
False |
76,359 |
| 10 |
101.01 |
91.26 |
9.75 |
10.6% |
2.45 |
2.7% |
10% |
False |
False |
78,183 |
| 20 |
101.01 |
91.26 |
9.75 |
10.6% |
2.27 |
2.5% |
10% |
False |
False |
70,780 |
| 40 |
101.01 |
88.05 |
12.96 |
14.0% |
2.11 |
2.3% |
32% |
False |
False |
62,963 |
| 60 |
101.01 |
80.16 |
20.85 |
22.6% |
2.26 |
2.4% |
58% |
False |
False |
57,388 |
| 80 |
101.01 |
79.12 |
21.89 |
23.7% |
2.36 |
2.6% |
60% |
False |
False |
55,290 |
| 100 |
106.25 |
79.12 |
27.13 |
29.4% |
2.33 |
2.5% |
48% |
False |
False |
53,500 |
| 120 |
107.29 |
79.12 |
28.17 |
30.5% |
2.20 |
2.4% |
47% |
False |
False |
51,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.51 |
|
2.618 |
98.36 |
|
1.618 |
96.43 |
|
1.000 |
95.24 |
|
0.618 |
94.50 |
|
HIGH |
93.31 |
|
0.618 |
92.57 |
|
0.500 |
92.35 |
|
0.382 |
92.12 |
|
LOW |
91.38 |
|
0.618 |
90.19 |
|
1.000 |
89.45 |
|
1.618 |
88.26 |
|
2.618 |
86.33 |
|
4.250 |
83.18 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.35 |
92.71 |
| PP |
92.31 |
92.55 |
| S1 |
92.28 |
92.40 |
|