NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
100.06 |
97.88 |
-2.18 |
-2.2% |
97.32 |
| High |
100.36 |
98.07 |
-2.29 |
-2.3% |
101.19 |
| Low |
95.67 |
96.10 |
0.43 |
0.4% |
96.54 |
| Close |
97.59 |
96.25 |
-1.34 |
-1.4% |
99.95 |
| Range |
4.69 |
1.97 |
-2.72 |
-58.0% |
4.65 |
| ATR |
2.06 |
2.05 |
-0.01 |
-0.3% |
0.00 |
| Volume |
44,540 |
25,488 |
-19,052 |
-42.8% |
129,905 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.72 |
101.45 |
97.33 |
|
| R3 |
100.75 |
99.48 |
96.79 |
|
| R2 |
98.78 |
98.78 |
96.61 |
|
| R1 |
97.51 |
97.51 |
96.43 |
97.16 |
| PP |
96.81 |
96.81 |
96.81 |
96.63 |
| S1 |
95.54 |
95.54 |
96.07 |
95.19 |
| S2 |
94.84 |
94.84 |
95.89 |
|
| S3 |
92.87 |
93.57 |
95.71 |
|
| S4 |
90.90 |
91.60 |
95.17 |
|
|
| 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 |
95.67 |
5.52 |
5.7% |
2.47 |
2.6% |
11% |
False |
False |
30,001 |
| 10 |
101.19 |
95.19 |
6.00 |
6.2% |
2.15 |
2.2% |
18% |
False |
False |
27,301 |
| 20 |
101.19 |
95.13 |
6.06 |
6.3% |
2.00 |
2.1% |
18% |
False |
False |
21,678 |
| 40 |
101.19 |
88.25 |
12.94 |
13.4% |
1.88 |
2.0% |
62% |
False |
False |
18,082 |
| 60 |
101.19 |
79.69 |
21.50 |
22.3% |
2.02 |
2.1% |
77% |
False |
False |
15,640 |
| 80 |
101.19 |
79.69 |
21.50 |
22.3% |
2.08 |
2.2% |
77% |
False |
False |
13,688 |
| 100 |
107.14 |
79.69 |
27.45 |
28.5% |
1.99 |
2.1% |
60% |
False |
False |
11,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.44 |
|
2.618 |
103.23 |
|
1.618 |
101.26 |
|
1.000 |
100.04 |
|
0.618 |
99.29 |
|
HIGH |
98.07 |
|
0.618 |
97.32 |
|
0.500 |
97.09 |
|
0.382 |
96.85 |
|
LOW |
96.10 |
|
0.618 |
94.88 |
|
1.000 |
94.13 |
|
1.618 |
92.91 |
|
2.618 |
90.94 |
|
4.250 |
87.73 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.09 |
98.43 |
| PP |
96.81 |
97.70 |
| S1 |
96.53 |
96.98 |
|