NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.19 |
97.74 |
1.55 |
1.6% |
97.73 |
| High |
98.11 |
98.13 |
0.02 |
0.0% |
99.00 |
| Low |
95.67 |
97.00 |
1.33 |
1.4% |
95.67 |
| Close |
97.93 |
98.12 |
0.19 |
0.2% |
97.93 |
| Range |
2.44 |
1.13 |
-1.31 |
-53.7% |
3.33 |
| ATR |
1.80 |
1.75 |
-0.05 |
-2.7% |
0.00 |
| Volume |
17,220 |
10,400 |
-6,820 |
-39.6% |
52,141 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.14 |
100.76 |
98.74 |
|
| R3 |
100.01 |
99.63 |
98.43 |
|
| R2 |
98.88 |
98.88 |
98.33 |
|
| R1 |
98.50 |
98.50 |
98.22 |
98.69 |
| PP |
97.75 |
97.75 |
97.75 |
97.85 |
| S1 |
97.37 |
97.37 |
98.02 |
97.56 |
| S2 |
96.62 |
96.62 |
97.91 |
|
| S3 |
95.49 |
96.24 |
97.81 |
|
| S4 |
94.36 |
95.11 |
97.50 |
|
|
| 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% |
1.92 |
2.0% |
74% |
False |
False |
12,508 |
| 10 |
99.00 |
95.50 |
3.50 |
3.6% |
1.79 |
1.8% |
75% |
False |
False |
10,749 |
| 20 |
99.63 |
93.98 |
5.65 |
5.8% |
1.60 |
1.6% |
73% |
False |
False |
10,411 |
| 40 |
99.63 |
88.66 |
10.97 |
11.2% |
1.67 |
1.7% |
86% |
False |
False |
8,919 |
| 60 |
99.63 |
80.09 |
19.54 |
19.9% |
1.84 |
1.9% |
92% |
False |
False |
7,765 |
| 80 |
99.63 |
80.09 |
19.54 |
19.9% |
1.67 |
1.7% |
92% |
False |
False |
6,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.93 |
|
2.618 |
101.09 |
|
1.618 |
99.96 |
|
1.000 |
99.26 |
|
0.618 |
98.83 |
|
HIGH |
98.13 |
|
0.618 |
97.70 |
|
0.500 |
97.57 |
|
0.382 |
97.43 |
|
LOW |
97.00 |
|
0.618 |
96.30 |
|
1.000 |
95.87 |
|
1.618 |
95.17 |
|
2.618 |
94.04 |
|
4.250 |
92.20 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.94 |
97.86 |
| PP |
97.75 |
97.60 |
| S1 |
97.57 |
97.34 |
|