NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.08 |
93.07 |
-4.01 |
-4.1% |
97.74 |
| High |
97.23 |
94.10 |
-3.13 |
-3.2% |
101.53 |
| Low |
92.47 |
91.93 |
-0.54 |
-0.6% |
97.00 |
| Close |
93.21 |
93.46 |
0.25 |
0.3% |
100.26 |
| Range |
4.76 |
2.17 |
-2.59 |
-54.4% |
4.53 |
| ATR |
2.11 |
2.12 |
0.00 |
0.2% |
0.00 |
| Volume |
9,760 |
17,060 |
7,300 |
74.8% |
87,442 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.67 |
98.74 |
94.65 |
|
| R3 |
97.50 |
96.57 |
94.06 |
|
| R2 |
95.33 |
95.33 |
93.86 |
|
| R1 |
94.40 |
94.40 |
93.66 |
94.87 |
| PP |
93.16 |
93.16 |
93.16 |
93.40 |
| S1 |
92.23 |
92.23 |
93.26 |
92.70 |
| S2 |
90.99 |
90.99 |
93.06 |
|
| S3 |
88.82 |
90.06 |
92.86 |
|
| S4 |
86.65 |
87.89 |
92.27 |
|
|
| 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 |
91.93 |
9.60 |
10.3% |
3.03 |
3.2% |
16% |
False |
True |
20,846 |
| 10 |
101.53 |
91.93 |
9.60 |
10.3% |
2.32 |
2.5% |
16% |
False |
True |
18,384 |
| 20 |
101.53 |
91.93 |
9.60 |
10.3% |
2.06 |
2.2% |
16% |
False |
True |
14,600 |
| 40 |
101.53 |
89.15 |
12.38 |
13.2% |
1.79 |
1.9% |
35% |
False |
False |
11,549 |
| 60 |
101.53 |
80.09 |
21.44 |
22.9% |
1.93 |
2.1% |
62% |
False |
False |
9,681 |
| 80 |
101.53 |
80.09 |
21.44 |
22.9% |
1.84 |
2.0% |
62% |
False |
False |
8,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.32 |
|
2.618 |
99.78 |
|
1.618 |
97.61 |
|
1.000 |
96.27 |
|
0.618 |
95.44 |
|
HIGH |
94.10 |
|
0.618 |
93.27 |
|
0.500 |
93.02 |
|
0.382 |
92.76 |
|
LOW |
91.93 |
|
0.618 |
90.59 |
|
1.000 |
89.76 |
|
1.618 |
88.42 |
|
2.618 |
86.25 |
|
4.250 |
82.71 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.31 |
94.97 |
| PP |
93.16 |
94.46 |
| S1 |
93.02 |
93.96 |
|