NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
99.53 |
100.21 |
0.68 |
0.7% |
97.74 |
| High |
101.53 |
100.63 |
-0.90 |
-0.9% |
101.53 |
| Low |
99.53 |
95.99 |
-3.54 |
-3.6% |
97.00 |
| Close |
100.26 |
97.91 |
-2.35 |
-2.3% |
100.26 |
| Range |
2.00 |
4.64 |
2.64 |
132.0% |
4.53 |
| ATR |
1.73 |
1.94 |
0.21 |
12.0% |
0.00 |
| Volume |
25,051 |
37,498 |
12,447 |
49.7% |
87,442 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.10 |
109.64 |
100.46 |
|
| R3 |
107.46 |
105.00 |
99.19 |
|
| R2 |
102.82 |
102.82 |
98.76 |
|
| R1 |
100.36 |
100.36 |
98.34 |
99.27 |
| PP |
98.18 |
98.18 |
98.18 |
97.63 |
| S1 |
95.72 |
95.72 |
97.48 |
94.63 |
| S2 |
93.54 |
93.54 |
97.06 |
|
| S3 |
88.90 |
91.08 |
96.63 |
|
| S4 |
84.26 |
86.44 |
95.36 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.19 |
111.25 |
102.75 |
|
| R3 |
108.66 |
106.72 |
101.51 |
|
| R2 |
104.13 |
104.13 |
101.09 |
|
| R1 |
102.19 |
102.19 |
100.68 |
103.16 |
| PP |
99.60 |
99.60 |
99.60 |
100.08 |
| S1 |
97.66 |
97.66 |
99.84 |
98.63 |
| S2 |
95.07 |
95.07 |
99.43 |
|
| S3 |
90.54 |
93.13 |
99.01 |
|
| S4 |
86.01 |
88.60 |
97.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.53 |
95.99 |
5.54 |
5.7% |
2.23 |
2.3% |
35% |
False |
True |
22,908 |
| 10 |
101.53 |
95.67 |
5.86 |
6.0% |
2.08 |
2.1% |
38% |
False |
False |
17,708 |
| 20 |
101.53 |
95.50 |
6.03 |
6.2% |
1.81 |
1.8% |
40% |
False |
False |
13,831 |
| 40 |
101.53 |
88.66 |
12.87 |
13.1% |
1.75 |
1.8% |
72% |
False |
False |
10,980 |
| 60 |
101.53 |
80.09 |
21.44 |
21.9% |
1.84 |
1.9% |
83% |
False |
False |
9,277 |
| 80 |
101.53 |
80.09 |
21.44 |
21.9% |
1.75 |
1.8% |
83% |
False |
False |
8,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.35 |
|
2.618 |
112.78 |
|
1.618 |
108.14 |
|
1.000 |
105.27 |
|
0.618 |
103.50 |
|
HIGH |
100.63 |
|
0.618 |
98.86 |
|
0.500 |
98.31 |
|
0.382 |
97.76 |
|
LOW |
95.99 |
|
0.618 |
93.12 |
|
1.000 |
91.35 |
|
1.618 |
88.48 |
|
2.618 |
83.84 |
|
4.250 |
76.27 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.31 |
98.76 |
| PP |
98.18 |
98.48 |
| S1 |
98.04 |
98.19 |
|