NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
98.13 |
98.07 |
-0.06 |
-0.1% |
97.56 |
| High |
99.07 |
99.56 |
0.49 |
0.5% |
98.52 |
| Low |
97.40 |
97.58 |
0.18 |
0.2% |
95.19 |
| Close |
98.08 |
99.27 |
1.19 |
1.2% |
97.50 |
| Range |
1.67 |
1.98 |
0.31 |
18.6% |
3.33 |
| ATR |
1.83 |
1.84 |
0.01 |
0.6% |
0.00 |
| Volume |
19,901 |
20,950 |
1,049 |
5.3% |
88,499 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.74 |
103.99 |
100.36 |
|
| R3 |
102.76 |
102.01 |
99.81 |
|
| R2 |
100.78 |
100.78 |
99.63 |
|
| R1 |
100.03 |
100.03 |
99.45 |
100.41 |
| PP |
98.80 |
98.80 |
98.80 |
98.99 |
| S1 |
98.05 |
98.05 |
99.09 |
98.43 |
| S2 |
96.82 |
96.82 |
98.91 |
|
| S3 |
94.84 |
96.07 |
98.73 |
|
| S4 |
92.86 |
94.09 |
98.18 |
|
|
| 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 |
99.56 |
95.19 |
4.37 |
4.4% |
1.68 |
1.7% |
93% |
True |
False |
23,196 |
| 10 |
99.56 |
95.13 |
4.43 |
4.5% |
1.85 |
1.9% |
93% |
True |
False |
21,373 |
| 20 |
99.56 |
95.13 |
4.43 |
4.5% |
1.76 |
1.8% |
93% |
True |
False |
18,970 |
| 40 |
99.56 |
88.25 |
11.31 |
11.4% |
1.84 |
1.9% |
97% |
True |
False |
16,399 |
| 60 |
99.56 |
79.69 |
19.87 |
20.0% |
2.01 |
2.0% |
99% |
True |
False |
14,436 |
| 80 |
99.56 |
79.69 |
19.87 |
20.0% |
2.03 |
2.0% |
99% |
True |
False |
12,506 |
| 100 |
107.14 |
79.69 |
27.45 |
27.7% |
1.93 |
1.9% |
71% |
False |
False |
11,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.98 |
|
2.618 |
104.74 |
|
1.618 |
102.76 |
|
1.000 |
101.54 |
|
0.618 |
100.78 |
|
HIGH |
99.56 |
|
0.618 |
98.80 |
|
0.500 |
98.57 |
|
0.382 |
98.34 |
|
LOW |
97.58 |
|
0.618 |
96.36 |
|
1.000 |
95.60 |
|
1.618 |
94.38 |
|
2.618 |
92.40 |
|
4.250 |
89.17 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.04 |
98.99 |
| PP |
98.80 |
98.72 |
| S1 |
98.57 |
98.44 |
|