NYMEX Light Sweet Crude Oil Future February 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 |
100.21 |
98.00 |
-2.21 |
-2.2% |
97.74 |
| High |
100.63 |
98.00 |
-2.63 |
-2.6% |
101.53 |
| Low |
95.99 |
96.43 |
0.44 |
0.5% |
97.00 |
| Close |
97.91 |
96.57 |
-1.34 |
-1.4% |
100.26 |
| Range |
4.64 |
1.57 |
-3.07 |
-66.2% |
4.53 |
| ATR |
1.94 |
1.91 |
-0.03 |
-1.4% |
0.00 |
| Volume |
37,498 |
14,864 |
-22,634 |
-60.4% |
87,442 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.71 |
100.71 |
97.43 |
|
| R3 |
100.14 |
99.14 |
97.00 |
|
| R2 |
98.57 |
98.57 |
96.86 |
|
| R1 |
97.57 |
97.57 |
96.71 |
97.29 |
| PP |
97.00 |
97.00 |
97.00 |
96.86 |
| S1 |
96.00 |
96.00 |
96.43 |
95.72 |
| S2 |
95.43 |
95.43 |
96.28 |
|
| S3 |
93.86 |
94.43 |
96.14 |
|
| S4 |
92.29 |
92.86 |
95.71 |
|
|
| 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% |
2.34 |
2.4% |
10% |
False |
False |
21,739 |
| 10 |
101.53 |
95.67 |
5.86 |
6.1% |
2.03 |
2.1% |
15% |
False |
False |
18,000 |
| 20 |
101.53 |
95.50 |
6.03 |
6.2% |
1.83 |
1.9% |
18% |
False |
False |
14,194 |
| 40 |
101.53 |
88.66 |
12.87 |
13.3% |
1.71 |
1.8% |
61% |
False |
False |
11,211 |
| 60 |
101.53 |
80.09 |
21.44 |
22.2% |
1.85 |
1.9% |
77% |
False |
False |
9,366 |
| 80 |
101.53 |
80.09 |
21.44 |
22.2% |
1.77 |
1.8% |
77% |
False |
False |
8,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.67 |
|
2.618 |
102.11 |
|
1.618 |
100.54 |
|
1.000 |
99.57 |
|
0.618 |
98.97 |
|
HIGH |
98.00 |
|
0.618 |
97.40 |
|
0.500 |
97.22 |
|
0.382 |
97.03 |
|
LOW |
96.43 |
|
0.618 |
95.46 |
|
1.000 |
94.86 |
|
1.618 |
93.89 |
|
2.618 |
92.32 |
|
4.250 |
89.76 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.22 |
98.76 |
| PP |
97.00 |
98.03 |
| S1 |
96.79 |
97.30 |
|