NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.07 |
91.96 |
-1.11 |
-1.2% |
100.21 |
| High |
94.19 |
92.24 |
-1.95 |
-2.1% |
100.63 |
| Low |
91.75 |
90.19 |
-1.56 |
-1.7% |
91.93 |
| Close |
92.47 |
91.18 |
-1.29 |
-1.4% |
93.93 |
| Range |
2.44 |
2.05 |
-0.39 |
-16.0% |
8.70 |
| ATR |
2.07 |
2.09 |
0.01 |
0.7% |
0.00 |
| Volume |
14,738 |
11,725 |
-3,013 |
-20.4% |
96,042 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.35 |
96.32 |
92.31 |
|
| R3 |
95.30 |
94.27 |
91.74 |
|
| R2 |
93.25 |
93.25 |
91.56 |
|
| R1 |
92.22 |
92.22 |
91.37 |
91.71 |
| PP |
91.20 |
91.20 |
91.20 |
90.95 |
| S1 |
90.17 |
90.17 |
90.99 |
89.66 |
| S2 |
89.15 |
89.15 |
90.80 |
|
| S3 |
87.10 |
88.12 |
90.62 |
|
| S4 |
85.05 |
86.07 |
90.05 |
|
|
| 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 |
94.84 |
90.19 |
4.65 |
5.1% |
1.92 |
2.1% |
21% |
False |
True |
15,737 |
| 10 |
101.53 |
90.19 |
11.34 |
12.4% |
2.44 |
2.7% |
9% |
False |
True |
18,022 |
| 20 |
101.53 |
90.19 |
11.34 |
12.4% |
2.06 |
2.3% |
9% |
False |
True |
15,457 |
| 40 |
101.53 |
89.15 |
12.38 |
13.6% |
1.82 |
2.0% |
16% |
False |
False |
12,486 |
| 60 |
101.53 |
86.36 |
15.17 |
16.6% |
1.83 |
2.0% |
32% |
False |
False |
10,302 |
| 80 |
101.53 |
80.09 |
21.44 |
23.5% |
1.87 |
2.1% |
52% |
False |
False |
9,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.95 |
|
2.618 |
97.61 |
|
1.618 |
95.56 |
|
1.000 |
94.29 |
|
0.618 |
93.51 |
|
HIGH |
92.24 |
|
0.618 |
91.46 |
|
0.500 |
91.22 |
|
0.382 |
90.97 |
|
LOW |
90.19 |
|
0.618 |
88.92 |
|
1.000 |
88.14 |
|
1.618 |
86.87 |
|
2.618 |
84.82 |
|
4.250 |
81.48 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.22 |
92.19 |
| PP |
91.20 |
91.85 |
| S1 |
91.19 |
91.52 |
|