NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
91.96 |
91.30 |
-0.66 |
-0.7% |
100.21 |
| High |
92.24 |
93.57 |
1.33 |
1.4% |
100.63 |
| Low |
90.19 |
91.19 |
1.00 |
1.1% |
91.93 |
| Close |
91.18 |
93.05 |
1.87 |
2.1% |
93.93 |
| Range |
2.05 |
2.38 |
0.33 |
16.1% |
8.70 |
| ATR |
2.09 |
2.11 |
0.02 |
1.0% |
0.00 |
| Volume |
11,725 |
22,629 |
10,904 |
93.0% |
96,042 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.74 |
98.78 |
94.36 |
|
| R3 |
97.36 |
96.40 |
93.70 |
|
| R2 |
94.98 |
94.98 |
93.49 |
|
| R1 |
94.02 |
94.02 |
93.27 |
94.50 |
| PP |
92.60 |
92.60 |
92.60 |
92.85 |
| S1 |
91.64 |
91.64 |
92.83 |
92.12 |
| S2 |
90.22 |
90.22 |
92.61 |
|
| S3 |
87.84 |
89.26 |
92.40 |
|
| S4 |
85.46 |
86.88 |
91.74 |
|
|
| 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 |
5.0% |
1.96 |
2.1% |
62% |
False |
False |
16,851 |
| 10 |
101.53 |
90.19 |
11.34 |
12.2% |
2.49 |
2.7% |
25% |
False |
False |
18,849 |
| 20 |
101.53 |
90.19 |
11.34 |
12.2% |
2.11 |
2.3% |
25% |
False |
False |
16,297 |
| 40 |
101.53 |
89.15 |
12.38 |
13.3% |
1.86 |
2.0% |
32% |
False |
False |
12,830 |
| 60 |
101.53 |
86.36 |
15.17 |
16.3% |
1.81 |
2.0% |
44% |
False |
False |
10,567 |
| 80 |
101.53 |
80.09 |
21.44 |
23.0% |
1.89 |
2.0% |
60% |
False |
False |
9,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.69 |
|
2.618 |
99.80 |
|
1.618 |
97.42 |
|
1.000 |
95.95 |
|
0.618 |
95.04 |
|
HIGH |
93.57 |
|
0.618 |
92.66 |
|
0.500 |
92.38 |
|
0.382 |
92.10 |
|
LOW |
91.19 |
|
0.618 |
89.72 |
|
1.000 |
88.81 |
|
1.618 |
87.34 |
|
2.618 |
84.96 |
|
4.250 |
81.08 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.83 |
92.76 |
| PP |
92.60 |
92.48 |
| S1 |
92.38 |
92.19 |
|