NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.89 |
93.90 |
0.01 |
0.0% |
100.21 |
| High |
94.84 |
93.97 |
-0.87 |
-0.9% |
100.63 |
| Low |
93.72 |
92.17 |
-1.55 |
-1.7% |
91.93 |
| Close |
93.93 |
93.00 |
-0.93 |
-1.0% |
93.93 |
| Range |
1.12 |
1.80 |
0.68 |
60.7% |
8.70 |
| ATR |
2.07 |
2.05 |
-0.02 |
-0.9% |
0.00 |
| Volume |
16,860 |
18,306 |
1,446 |
8.6% |
96,042 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.45 |
97.52 |
93.99 |
|
| R3 |
96.65 |
95.72 |
93.50 |
|
| R2 |
94.85 |
94.85 |
93.33 |
|
| R1 |
93.92 |
93.92 |
93.17 |
93.49 |
| PP |
93.05 |
93.05 |
93.05 |
92.83 |
| S1 |
92.12 |
92.12 |
92.84 |
91.69 |
| S2 |
91.25 |
91.25 |
92.67 |
|
| S3 |
89.45 |
90.32 |
92.51 |
|
| S4 |
87.65 |
88.52 |
92.01 |
|
|
| 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 |
98.00 |
91.93 |
6.07 |
6.5% |
2.28 |
2.5% |
18% |
False |
False |
15,370 |
| 10 |
101.53 |
91.93 |
9.60 |
10.3% |
2.26 |
2.4% |
11% |
False |
False |
19,139 |
| 20 |
101.53 |
91.93 |
9.60 |
10.3% |
2.03 |
2.2% |
11% |
False |
False |
14,944 |
| 40 |
101.53 |
89.15 |
12.38 |
13.3% |
1.80 |
1.9% |
31% |
False |
False |
12,164 |
| 60 |
101.53 |
81.97 |
19.56 |
21.0% |
1.90 |
2.0% |
56% |
False |
False |
10,079 |
| 80 |
101.53 |
80.09 |
21.44 |
23.1% |
1.86 |
2.0% |
60% |
False |
False |
8,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.62 |
|
2.618 |
98.68 |
|
1.618 |
96.88 |
|
1.000 |
95.77 |
|
0.618 |
95.08 |
|
HIGH |
93.97 |
|
0.618 |
93.28 |
|
0.500 |
93.07 |
|
0.382 |
92.86 |
|
LOW |
92.17 |
|
0.618 |
91.06 |
|
1.000 |
90.37 |
|
1.618 |
89.26 |
|
2.618 |
87.46 |
|
4.250 |
84.52 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.07 |
93.39 |
| PP |
93.05 |
93.26 |
| S1 |
93.02 |
93.13 |
|