NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.32 |
97.36 |
0.04 |
0.0% |
97.56 |
| High |
97.76 |
98.33 |
0.57 |
0.6% |
98.52 |
| Low |
96.54 |
97.32 |
0.78 |
0.8% |
95.19 |
| Close |
97.67 |
98.25 |
0.58 |
0.6% |
97.50 |
| Range |
1.22 |
1.01 |
-0.21 |
-17.2% |
3.33 |
| ATR |
1.90 |
1.84 |
-0.06 |
-3.3% |
0.00 |
| Volume |
17,964 |
31,961 |
13,997 |
77.9% |
88,499 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.00 |
100.63 |
98.81 |
|
| R3 |
99.99 |
99.62 |
98.53 |
|
| R2 |
98.98 |
98.98 |
98.44 |
|
| R1 |
98.61 |
98.61 |
98.34 |
98.80 |
| PP |
97.97 |
97.97 |
97.97 |
98.06 |
| S1 |
97.60 |
97.60 |
98.16 |
97.79 |
| S2 |
96.96 |
96.96 |
98.06 |
|
| S3 |
95.95 |
96.59 |
97.97 |
|
| S4 |
94.94 |
95.58 |
97.69 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.06 |
105.61 |
99.33 |
|
| R3 |
103.73 |
102.28 |
98.42 |
|
| R2 |
100.40 |
100.40 |
98.11 |
|
| R1 |
98.95 |
98.95 |
97.81 |
98.01 |
| PP |
97.07 |
97.07 |
97.07 |
96.60 |
| S1 |
95.62 |
95.62 |
97.19 |
94.68 |
| S2 |
93.74 |
93.74 |
96.89 |
|
| S3 |
90.41 |
92.29 |
96.58 |
|
| S4 |
87.08 |
88.96 |
95.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.52 |
95.19 |
3.33 |
3.4% |
1.82 |
1.9% |
92% |
False |
False |
24,602 |
| 10 |
98.52 |
95.13 |
3.39 |
3.5% |
1.77 |
1.8% |
92% |
False |
False |
20,190 |
| 20 |
99.38 |
94.20 |
5.18 |
5.3% |
1.74 |
1.8% |
78% |
False |
False |
18,444 |
| 40 |
99.38 |
88.25 |
11.13 |
11.3% |
1.82 |
1.9% |
90% |
False |
False |
16,018 |
| 60 |
99.38 |
79.69 |
19.69 |
20.0% |
2.03 |
2.1% |
94% |
False |
False |
13,923 |
| 80 |
99.38 |
79.69 |
19.69 |
20.0% |
2.01 |
2.1% |
94% |
False |
False |
12,085 |
| 100 |
107.14 |
79.69 |
27.45 |
27.9% |
1.92 |
2.0% |
68% |
False |
False |
10,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.62 |
|
2.618 |
100.97 |
|
1.618 |
99.96 |
|
1.000 |
99.34 |
|
0.618 |
98.95 |
|
HIGH |
98.33 |
|
0.618 |
97.94 |
|
0.500 |
97.83 |
|
0.382 |
97.71 |
|
LOW |
97.32 |
|
0.618 |
96.70 |
|
1.000 |
96.31 |
|
1.618 |
95.69 |
|
2.618 |
94.68 |
|
4.250 |
93.03 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.11 |
97.75 |
| PP |
97.97 |
97.26 |
| S1 |
97.83 |
96.76 |
|