NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
98.07 |
99.16 |
1.09 |
1.1% |
97.32 |
| High |
99.56 |
101.19 |
1.63 |
1.6% |
101.19 |
| Low |
97.58 |
99.13 |
1.55 |
1.6% |
96.54 |
| Close |
99.27 |
99.95 |
0.68 |
0.7% |
99.95 |
| Range |
1.98 |
2.06 |
0.08 |
4.0% |
4.65 |
| ATR |
1.84 |
1.85 |
0.02 |
0.9% |
0.00 |
| Volume |
20,950 |
39,129 |
18,179 |
86.8% |
129,905 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.27 |
105.17 |
101.08 |
|
| R3 |
104.21 |
103.11 |
100.52 |
|
| R2 |
102.15 |
102.15 |
100.33 |
|
| R1 |
101.05 |
101.05 |
100.14 |
101.60 |
| PP |
100.09 |
100.09 |
100.09 |
100.37 |
| S1 |
98.99 |
98.99 |
99.76 |
99.54 |
| S2 |
98.03 |
98.03 |
99.57 |
|
| S3 |
95.97 |
96.93 |
99.38 |
|
| S4 |
93.91 |
94.87 |
98.82 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.18 |
111.21 |
102.51 |
|
| R3 |
108.53 |
106.56 |
101.23 |
|
| R2 |
103.88 |
103.88 |
100.80 |
|
| R1 |
101.91 |
101.91 |
100.38 |
102.90 |
| PP |
99.23 |
99.23 |
99.23 |
99.72 |
| S1 |
97.26 |
97.26 |
99.52 |
98.25 |
| S2 |
94.58 |
94.58 |
99.10 |
|
| S3 |
89.93 |
92.61 |
98.67 |
|
| S4 |
85.28 |
87.96 |
97.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.19 |
96.54 |
4.65 |
4.7% |
1.59 |
1.6% |
73% |
True |
False |
25,981 |
| 10 |
101.19 |
95.19 |
6.00 |
6.0% |
1.91 |
1.9% |
79% |
True |
False |
23,753 |
| 20 |
101.19 |
95.13 |
6.06 |
6.1% |
1.78 |
1.8% |
80% |
True |
False |
19,623 |
| 40 |
101.19 |
88.25 |
12.94 |
12.9% |
1.84 |
1.8% |
90% |
True |
False |
17,121 |
| 60 |
101.19 |
79.69 |
21.50 |
21.5% |
1.99 |
2.0% |
94% |
True |
False |
15,016 |
| 80 |
101.19 |
79.69 |
21.50 |
21.5% |
2.04 |
2.0% |
94% |
True |
False |
12,947 |
| 100 |
107.14 |
79.69 |
27.45 |
27.5% |
1.95 |
1.9% |
74% |
False |
False |
11,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.95 |
|
2.618 |
106.58 |
|
1.618 |
104.52 |
|
1.000 |
103.25 |
|
0.618 |
102.46 |
|
HIGH |
101.19 |
|
0.618 |
100.40 |
|
0.500 |
100.16 |
|
0.382 |
99.92 |
|
LOW |
99.13 |
|
0.618 |
97.86 |
|
1.000 |
97.07 |
|
1.618 |
95.80 |
|
2.618 |
93.74 |
|
4.250 |
90.38 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.16 |
99.73 |
| PP |
100.09 |
99.51 |
| S1 |
100.02 |
99.30 |
|