NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
98.00 |
97.08 |
-0.92 |
-0.9% |
97.74 |
| High |
98.00 |
97.23 |
-0.77 |
-0.8% |
101.53 |
| Low |
96.43 |
92.47 |
-3.96 |
-4.1% |
97.00 |
| Close |
96.57 |
93.21 |
-3.36 |
-3.5% |
100.26 |
| Range |
1.57 |
4.76 |
3.19 |
203.2% |
4.53 |
| ATR |
1.91 |
2.11 |
0.20 |
10.7% |
0.00 |
| Volume |
14,864 |
9,760 |
-5,104 |
-34.3% |
87,442 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.58 |
105.66 |
95.83 |
|
| R3 |
103.82 |
100.90 |
94.52 |
|
| R2 |
99.06 |
99.06 |
94.08 |
|
| R1 |
96.14 |
96.14 |
93.65 |
95.22 |
| PP |
94.30 |
94.30 |
94.30 |
93.85 |
| S1 |
91.38 |
91.38 |
92.77 |
90.46 |
| S2 |
89.54 |
89.54 |
92.34 |
|
| S3 |
84.78 |
86.62 |
91.90 |
|
| S4 |
80.02 |
81.86 |
90.59 |
|
|
| 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 |
92.47 |
9.06 |
9.7% |
2.97 |
3.2% |
8% |
False |
True |
20,306 |
| 10 |
101.53 |
92.47 |
9.06 |
9.7% |
2.39 |
2.6% |
8% |
False |
True |
17,876 |
| 20 |
101.53 |
92.47 |
9.06 |
9.7% |
2.00 |
2.1% |
8% |
False |
True |
14,337 |
| 40 |
101.53 |
88.66 |
12.87 |
13.8% |
1.79 |
1.9% |
35% |
False |
False |
11,339 |
| 60 |
101.53 |
80.09 |
21.44 |
23.0% |
1.91 |
2.0% |
61% |
False |
False |
9,438 |
| 80 |
101.53 |
80.09 |
21.44 |
23.0% |
1.83 |
2.0% |
61% |
False |
False |
8,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.46 |
|
2.618 |
109.69 |
|
1.618 |
104.93 |
|
1.000 |
101.99 |
|
0.618 |
100.17 |
|
HIGH |
97.23 |
|
0.618 |
95.41 |
|
0.500 |
94.85 |
|
0.382 |
94.29 |
|
LOW |
92.47 |
|
0.618 |
89.53 |
|
1.000 |
87.71 |
|
1.618 |
84.77 |
|
2.618 |
80.01 |
|
4.250 |
72.24 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.85 |
96.55 |
| PP |
94.30 |
95.44 |
| S1 |
93.76 |
94.32 |
|