NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
91.55 |
90.95 |
-0.60 |
-0.7% |
100.06 |
| High |
92.04 |
93.17 |
1.13 |
1.2% |
100.36 |
| Low |
89.72 |
90.77 |
1.05 |
1.2% |
91.60 |
| Close |
90.77 |
92.64 |
1.87 |
2.1% |
93.58 |
| Range |
2.32 |
2.40 |
0.08 |
3.4% |
8.76 |
| ATR |
2.20 |
2.21 |
0.01 |
0.7% |
0.00 |
| Volume |
23,877 |
40,065 |
16,188 |
67.8% |
133,616 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
98.42 |
93.96 |
|
| R3 |
96.99 |
96.02 |
93.30 |
|
| R2 |
94.59 |
94.59 |
93.08 |
|
| R1 |
93.62 |
93.62 |
92.86 |
94.11 |
| PP |
92.19 |
92.19 |
92.19 |
92.44 |
| S1 |
91.22 |
91.22 |
92.42 |
91.71 |
| S2 |
89.79 |
89.79 |
92.20 |
|
| S3 |
87.39 |
88.82 |
91.98 |
|
| S4 |
84.99 |
86.42 |
91.32 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.46 |
116.28 |
98.40 |
|
| R3 |
112.70 |
107.52 |
95.99 |
|
| R2 |
103.94 |
103.94 |
95.19 |
|
| R1 |
98.76 |
98.76 |
94.38 |
96.97 |
| PP |
95.18 |
95.18 |
95.18 |
94.29 |
| S1 |
90.00 |
90.00 |
92.78 |
88.21 |
| S2 |
86.42 |
86.42 |
91.97 |
|
| S3 |
77.66 |
81.24 |
91.17 |
|
| S4 |
68.90 |
72.48 |
88.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.45 |
89.72 |
4.73 |
5.1% |
2.06 |
2.2% |
62% |
False |
False |
26,460 |
| 10 |
101.19 |
89.72 |
11.47 |
12.4% |
2.60 |
2.8% |
25% |
False |
False |
28,152 |
| 20 |
101.19 |
89.72 |
11.47 |
12.4% |
2.23 |
2.4% |
25% |
False |
False |
24,763 |
| 40 |
101.19 |
88.60 |
12.59 |
13.6% |
2.01 |
2.2% |
32% |
False |
False |
20,733 |
| 60 |
101.19 |
85.97 |
15.22 |
16.4% |
1.97 |
2.1% |
44% |
False |
False |
17,322 |
| 80 |
101.19 |
79.69 |
21.50 |
23.2% |
2.12 |
2.3% |
60% |
False |
False |
15,307 |
| 100 |
101.19 |
79.69 |
21.50 |
23.2% |
2.04 |
2.2% |
60% |
False |
False |
13,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.37 |
|
2.618 |
99.45 |
|
1.618 |
97.05 |
|
1.000 |
95.57 |
|
0.618 |
94.65 |
|
HIGH |
93.17 |
|
0.618 |
92.25 |
|
0.500 |
91.97 |
|
0.382 |
91.69 |
|
LOW |
90.77 |
|
0.618 |
89.29 |
|
1.000 |
88.37 |
|
1.618 |
86.89 |
|
2.618 |
84.49 |
|
4.250 |
80.57 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.42 |
92.35 |
| PP |
92.19 |
92.06 |
| S1 |
91.97 |
91.77 |
|