NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.71 |
96.19 |
-1.52 |
-1.6% |
97.73 |
| High |
99.00 |
98.11 |
-0.89 |
-0.9% |
99.00 |
| Low |
96.18 |
95.67 |
-0.51 |
-0.5% |
95.67 |
| Close |
97.00 |
97.93 |
0.93 |
1.0% |
97.93 |
| Range |
2.82 |
2.44 |
-0.38 |
-13.5% |
3.33 |
| ATR |
1.75 |
1.80 |
0.05 |
2.8% |
0.00 |
| Volume |
11,983 |
17,220 |
5,237 |
43.7% |
52,141 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.56 |
103.68 |
99.27 |
|
| R3 |
102.12 |
101.24 |
98.60 |
|
| R2 |
99.68 |
99.68 |
98.38 |
|
| R1 |
98.80 |
98.80 |
98.15 |
99.24 |
| PP |
97.24 |
97.24 |
97.24 |
97.46 |
| S1 |
96.36 |
96.36 |
97.71 |
96.80 |
| S2 |
94.80 |
94.80 |
97.48 |
|
| S3 |
92.36 |
93.92 |
97.26 |
|
| S4 |
89.92 |
91.48 |
96.59 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.52 |
106.06 |
99.76 |
|
| R3 |
104.19 |
102.73 |
98.85 |
|
| R2 |
100.86 |
100.86 |
98.54 |
|
| R1 |
99.40 |
99.40 |
98.24 |
100.13 |
| PP |
97.53 |
97.53 |
97.53 |
97.90 |
| S1 |
96.07 |
96.07 |
97.62 |
96.80 |
| S2 |
94.20 |
94.20 |
97.32 |
|
| S3 |
90.87 |
92.74 |
97.01 |
|
| S4 |
87.54 |
89.41 |
96.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.00 |
95.67 |
3.33 |
3.4% |
2.02 |
2.1% |
68% |
False |
True |
12,708 |
| 10 |
99.00 |
95.50 |
3.50 |
3.6% |
1.80 |
1.8% |
69% |
False |
False |
11,076 |
| 20 |
99.63 |
93.49 |
6.14 |
6.3% |
1.63 |
1.7% |
72% |
False |
False |
10,231 |
| 40 |
99.63 |
88.66 |
10.97 |
11.2% |
1.65 |
1.7% |
85% |
False |
False |
8,753 |
| 60 |
99.63 |
80.09 |
19.54 |
20.0% |
1.84 |
1.9% |
91% |
False |
False |
7,647 |
| 80 |
99.63 |
80.09 |
19.54 |
20.0% |
1.68 |
1.7% |
91% |
False |
False |
6,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.48 |
|
2.618 |
104.50 |
|
1.618 |
102.06 |
|
1.000 |
100.55 |
|
0.618 |
99.62 |
|
HIGH |
98.11 |
|
0.618 |
97.18 |
|
0.500 |
96.89 |
|
0.382 |
96.60 |
|
LOW |
95.67 |
|
0.618 |
94.16 |
|
1.000 |
93.23 |
|
1.618 |
91.72 |
|
2.618 |
89.28 |
|
4.250 |
85.30 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.58 |
97.73 |
| PP |
97.24 |
97.53 |
| S1 |
96.89 |
97.34 |
|