NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.07 |
93.89 |
0.82 |
0.9% |
100.21 |
| High |
94.10 |
94.84 |
0.74 |
0.8% |
100.63 |
| Low |
91.93 |
93.72 |
1.79 |
1.9% |
91.93 |
| Close |
93.46 |
93.93 |
0.47 |
0.5% |
93.93 |
| Range |
2.17 |
1.12 |
-1.05 |
-48.4% |
8.70 |
| ATR |
2.12 |
2.07 |
-0.05 |
-2.5% |
0.00 |
| Volume |
17,060 |
16,860 |
-200 |
-1.2% |
96,042 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.52 |
96.85 |
94.55 |
|
| R3 |
96.40 |
95.73 |
94.24 |
|
| R2 |
95.28 |
95.28 |
94.14 |
|
| R1 |
94.61 |
94.61 |
94.03 |
94.95 |
| PP |
94.16 |
94.16 |
94.16 |
94.33 |
| S1 |
93.49 |
93.49 |
93.83 |
93.83 |
| S2 |
93.04 |
93.04 |
93.72 |
|
| S3 |
91.92 |
92.37 |
93.62 |
|
| S4 |
90.80 |
91.25 |
93.31 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.60 |
116.46 |
98.72 |
|
| R3 |
112.90 |
107.76 |
96.32 |
|
| R2 |
104.20 |
104.20 |
95.53 |
|
| R1 |
99.06 |
99.06 |
94.73 |
97.28 |
| PP |
95.50 |
95.50 |
95.50 |
94.61 |
| S1 |
90.36 |
90.36 |
93.13 |
88.58 |
| S2 |
86.80 |
86.80 |
92.34 |
|
| S3 |
78.10 |
81.66 |
91.54 |
|
| S4 |
69.40 |
72.96 |
89.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.63 |
91.93 |
8.70 |
9.3% |
2.85 |
3.0% |
23% |
False |
False |
19,208 |
| 10 |
101.53 |
91.93 |
9.60 |
10.2% |
2.19 |
2.3% |
21% |
False |
False |
18,348 |
| 20 |
101.53 |
91.93 |
9.60 |
10.2% |
2.00 |
2.1% |
21% |
False |
False |
14,712 |
| 40 |
101.53 |
89.15 |
12.38 |
13.2% |
1.77 |
1.9% |
39% |
False |
False |
11,808 |
| 60 |
101.53 |
80.09 |
21.44 |
22.8% |
1.92 |
2.0% |
65% |
False |
False |
9,866 |
| 80 |
101.53 |
80.09 |
21.44 |
22.8% |
1.85 |
2.0% |
65% |
False |
False |
8,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.60 |
|
2.618 |
97.77 |
|
1.618 |
96.65 |
|
1.000 |
95.96 |
|
0.618 |
95.53 |
|
HIGH |
94.84 |
|
0.618 |
94.41 |
|
0.500 |
94.28 |
|
0.382 |
94.15 |
|
LOW |
93.72 |
|
0.618 |
93.03 |
|
1.000 |
92.60 |
|
1.618 |
91.91 |
|
2.618 |
90.79 |
|
4.250 |
88.96 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.28 |
94.58 |
| PP |
94.16 |
94.36 |
| S1 |
94.05 |
94.15 |
|