NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.90 |
93.07 |
-0.83 |
-0.9% |
100.21 |
| High |
93.97 |
94.19 |
0.22 |
0.2% |
100.63 |
| Low |
92.17 |
91.75 |
-0.42 |
-0.5% |
91.93 |
| Close |
93.00 |
92.47 |
-0.53 |
-0.6% |
93.93 |
| Range |
1.80 |
2.44 |
0.64 |
35.6% |
8.70 |
| ATR |
2.05 |
2.07 |
0.03 |
1.4% |
0.00 |
| Volume |
18,306 |
14,738 |
-3,568 |
-19.5% |
96,042 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.12 |
98.74 |
93.81 |
|
| R3 |
97.68 |
96.30 |
93.14 |
|
| R2 |
95.24 |
95.24 |
92.92 |
|
| R1 |
93.86 |
93.86 |
92.69 |
93.33 |
| PP |
92.80 |
92.80 |
92.80 |
92.54 |
| S1 |
91.42 |
91.42 |
92.25 |
90.89 |
| S2 |
90.36 |
90.36 |
92.02 |
|
| S3 |
87.92 |
88.98 |
91.80 |
|
| S4 |
85.48 |
86.54 |
91.13 |
|
|
| 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 |
97.23 |
91.75 |
5.48 |
5.9% |
2.46 |
2.7% |
13% |
False |
True |
15,344 |
| 10 |
101.53 |
91.75 |
9.78 |
10.6% |
2.40 |
2.6% |
7% |
False |
True |
18,541 |
| 20 |
101.53 |
91.75 |
9.78 |
10.6% |
2.01 |
2.2% |
7% |
False |
True |
15,204 |
| 40 |
101.53 |
89.15 |
12.38 |
13.4% |
1.84 |
2.0% |
27% |
False |
False |
12,331 |
| 60 |
101.53 |
84.64 |
16.89 |
18.3% |
1.84 |
2.0% |
46% |
False |
False |
10,235 |
| 80 |
101.53 |
80.09 |
21.44 |
23.2% |
1.87 |
2.0% |
58% |
False |
False |
8,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.56 |
|
2.618 |
100.58 |
|
1.618 |
98.14 |
|
1.000 |
96.63 |
|
0.618 |
95.70 |
|
HIGH |
94.19 |
|
0.618 |
93.26 |
|
0.500 |
92.97 |
|
0.382 |
92.68 |
|
LOW |
91.75 |
|
0.618 |
90.24 |
|
1.000 |
89.31 |
|
1.618 |
87.80 |
|
2.618 |
85.36 |
|
4.250 |
81.38 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.97 |
93.30 |
| PP |
92.80 |
93.02 |
| S1 |
92.64 |
92.75 |
|