NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.46 |
96.92 |
0.46 |
0.5% |
97.86 |
| High |
97.03 |
98.52 |
1.49 |
1.5% |
98.64 |
| Low |
95.45 |
95.75 |
0.30 |
0.3% |
95.13 |
| Close |
96.49 |
96.59 |
0.10 |
0.1% |
97.49 |
| Range |
1.58 |
2.77 |
1.19 |
75.3% |
3.51 |
| ATR |
1.85 |
1.91 |
0.07 |
3.6% |
0.00 |
| Volume |
24,946 |
22,935 |
-2,011 |
-8.1% |
77,386 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.26 |
103.70 |
98.11 |
|
| R3 |
102.49 |
100.93 |
97.35 |
|
| R2 |
99.72 |
99.72 |
97.10 |
|
| R1 |
98.16 |
98.16 |
96.84 |
97.56 |
| PP |
96.95 |
96.95 |
96.95 |
96.65 |
| S1 |
95.39 |
95.39 |
96.34 |
94.79 |
| S2 |
94.18 |
94.18 |
96.08 |
|
| S3 |
91.41 |
92.62 |
95.83 |
|
| S4 |
88.64 |
89.85 |
95.07 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.62 |
106.06 |
99.42 |
|
| R3 |
104.11 |
102.55 |
98.46 |
|
| R2 |
100.60 |
100.60 |
98.13 |
|
| R1 |
99.04 |
99.04 |
97.81 |
98.07 |
| PP |
97.09 |
97.09 |
97.09 |
96.60 |
| S1 |
95.53 |
95.53 |
97.17 |
94.56 |
| S2 |
93.58 |
93.58 |
96.85 |
|
| S3 |
90.07 |
92.02 |
96.52 |
|
| S4 |
86.56 |
88.51 |
95.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.52 |
95.13 |
3.39 |
3.5% |
2.03 |
2.1% |
43% |
True |
False |
19,551 |
| 10 |
99.38 |
95.13 |
4.25 |
4.4% |
2.00 |
2.1% |
34% |
False |
False |
17,283 |
| 20 |
99.38 |
93.13 |
6.25 |
6.5% |
1.73 |
1.8% |
55% |
False |
False |
17,230 |
| 40 |
99.38 |
86.38 |
13.00 |
13.5% |
1.84 |
1.9% |
79% |
False |
False |
14,809 |
| 60 |
99.38 |
79.69 |
19.69 |
20.4% |
2.02 |
2.1% |
86% |
False |
False |
12,968 |
| 80 |
99.38 |
79.69 |
19.69 |
20.4% |
2.03 |
2.1% |
86% |
False |
False |
11,323 |
| 100 |
107.14 |
79.69 |
27.45 |
28.4% |
1.91 |
2.0% |
62% |
False |
False |
10,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.29 |
|
2.618 |
105.77 |
|
1.618 |
103.00 |
|
1.000 |
101.29 |
|
0.618 |
100.23 |
|
HIGH |
98.52 |
|
0.618 |
97.46 |
|
0.500 |
97.14 |
|
0.382 |
96.81 |
|
LOW |
95.75 |
|
0.618 |
94.04 |
|
1.000 |
92.98 |
|
1.618 |
91.27 |
|
2.618 |
88.50 |
|
4.250 |
83.98 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.14 |
96.99 |
| PP |
96.95 |
96.85 |
| S1 |
96.77 |
96.72 |
|