NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
91.30 |
93.46 |
2.16 |
2.4% |
93.90 |
| High |
93.57 |
93.77 |
0.20 |
0.2% |
94.19 |
| Low |
91.19 |
92.63 |
1.44 |
1.6% |
90.19 |
| Close |
93.05 |
93.42 |
0.37 |
0.4% |
93.42 |
| Range |
2.38 |
1.14 |
-1.24 |
-52.1% |
4.00 |
| ATR |
2.11 |
2.04 |
-0.07 |
-3.3% |
0.00 |
| Volume |
22,629 |
9,044 |
-13,585 |
-60.0% |
76,442 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.69 |
96.20 |
94.05 |
|
| R3 |
95.55 |
95.06 |
93.73 |
|
| R2 |
94.41 |
94.41 |
93.63 |
|
| R1 |
93.92 |
93.92 |
93.52 |
93.60 |
| PP |
93.27 |
93.27 |
93.27 |
93.11 |
| S1 |
92.78 |
92.78 |
93.32 |
92.46 |
| S2 |
92.13 |
92.13 |
93.21 |
|
| S3 |
90.99 |
91.64 |
93.11 |
|
| S4 |
89.85 |
90.50 |
92.79 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.60 |
103.01 |
95.62 |
|
| R3 |
100.60 |
99.01 |
94.52 |
|
| R2 |
96.60 |
96.60 |
94.15 |
|
| R1 |
95.01 |
95.01 |
93.79 |
93.81 |
| PP |
92.60 |
92.60 |
92.60 |
92.00 |
| S1 |
91.01 |
91.01 |
93.05 |
89.81 |
| S2 |
88.60 |
88.60 |
92.69 |
|
| S3 |
84.60 |
87.01 |
92.32 |
|
| S4 |
80.60 |
83.01 |
91.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.19 |
90.19 |
4.00 |
4.3% |
1.96 |
2.1% |
81% |
False |
False |
15,288 |
| 10 |
100.63 |
90.19 |
10.44 |
11.2% |
2.41 |
2.6% |
31% |
False |
False |
17,248 |
| 20 |
101.53 |
90.19 |
11.34 |
12.1% |
2.09 |
2.2% |
28% |
False |
False |
16,173 |
| 40 |
101.53 |
89.94 |
11.59 |
12.4% |
1.83 |
2.0% |
30% |
False |
False |
12,852 |
| 60 |
101.53 |
86.36 |
15.17 |
16.2% |
1.80 |
1.9% |
47% |
False |
False |
10,604 |
| 80 |
101.53 |
80.09 |
21.44 |
23.0% |
1.88 |
2.0% |
62% |
False |
False |
9,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.62 |
|
2.618 |
96.75 |
|
1.618 |
95.61 |
|
1.000 |
94.91 |
|
0.618 |
94.47 |
|
HIGH |
93.77 |
|
0.618 |
93.33 |
|
0.500 |
93.20 |
|
0.382 |
93.07 |
|
LOW |
92.63 |
|
0.618 |
91.93 |
|
1.000 |
91.49 |
|
1.618 |
90.79 |
|
2.618 |
89.65 |
|
4.250 |
87.79 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.35 |
92.94 |
| PP |
93.27 |
92.46 |
| S1 |
93.20 |
91.98 |
|