NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
92.70 |
92.56 |
-0.14 |
-0.2% |
93.31 |
| High |
93.06 |
93.68 |
0.62 |
0.7% |
93.51 |
| Low |
91.78 |
91.65 |
-0.13 |
-0.1% |
89.30 |
| Close |
92.56 |
92.85 |
0.29 |
0.3% |
92.56 |
| Range |
1.28 |
2.03 |
0.75 |
58.6% |
4.21 |
| ATR |
2.24 |
2.23 |
-0.02 |
-0.7% |
0.00 |
| Volume |
84,603 |
67,215 |
-17,388 |
-20.6% |
357,446 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.82 |
97.86 |
93.97 |
|
| R3 |
96.79 |
95.83 |
93.41 |
|
| R2 |
94.76 |
94.76 |
93.22 |
|
| R1 |
93.80 |
93.80 |
93.04 |
94.28 |
| PP |
92.73 |
92.73 |
92.73 |
92.97 |
| S1 |
91.77 |
91.77 |
92.66 |
92.25 |
| S2 |
90.70 |
90.70 |
92.48 |
|
| S3 |
88.67 |
89.74 |
92.29 |
|
| S4 |
86.64 |
87.71 |
91.73 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.42 |
102.70 |
94.88 |
|
| R3 |
100.21 |
98.49 |
93.72 |
|
| R2 |
96.00 |
96.00 |
93.33 |
|
| R1 |
94.28 |
94.28 |
92.95 |
93.04 |
| PP |
91.79 |
91.79 |
91.79 |
91.17 |
| S1 |
90.07 |
90.07 |
92.17 |
88.83 |
| S2 |
87.58 |
87.58 |
91.79 |
|
| S3 |
83.37 |
85.86 |
91.40 |
|
| S4 |
79.16 |
81.65 |
90.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.68 |
89.30 |
4.38 |
4.7% |
2.15 |
2.3% |
81% |
True |
False |
72,880 |
| 10 |
97.84 |
89.30 |
8.54 |
9.2% |
2.31 |
2.5% |
42% |
False |
False |
74,620 |
| 20 |
101.01 |
89.30 |
11.71 |
12.6% |
2.31 |
2.5% |
30% |
False |
False |
75,736 |
| 40 |
101.01 |
89.30 |
11.71 |
12.6% |
2.05 |
2.2% |
30% |
False |
False |
66,454 |
| 60 |
101.01 |
85.43 |
15.58 |
16.8% |
2.11 |
2.3% |
48% |
False |
False |
58,812 |
| 80 |
101.01 |
79.12 |
21.89 |
23.6% |
2.31 |
2.5% |
63% |
False |
False |
56,141 |
| 100 |
101.01 |
79.12 |
21.89 |
23.6% |
2.29 |
2.5% |
63% |
False |
False |
53,922 |
| 120 |
107.29 |
79.12 |
28.17 |
30.3% |
2.20 |
2.4% |
49% |
False |
False |
53,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.31 |
|
2.618 |
98.99 |
|
1.618 |
96.96 |
|
1.000 |
95.71 |
|
0.618 |
94.93 |
|
HIGH |
93.68 |
|
0.618 |
92.90 |
|
0.500 |
92.67 |
|
0.382 |
92.43 |
|
LOW |
91.65 |
|
0.618 |
90.40 |
|
1.000 |
89.62 |
|
1.618 |
88.37 |
|
2.618 |
86.34 |
|
4.250 |
83.02 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.79 |
92.56 |
| PP |
92.73 |
92.27 |
| S1 |
92.67 |
91.98 |
|