NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
98.96 |
100.39 |
1.43 |
1.4% |
98.06 |
| High |
100.18 |
101.78 |
1.60 |
1.6% |
101.78 |
| Low |
98.38 |
100.02 |
1.64 |
1.7% |
97.43 |
| Close |
99.86 |
100.45 |
0.59 |
0.6% |
100.45 |
| Range |
1.80 |
1.76 |
-0.04 |
-2.2% |
4.35 |
| ATR |
1.65 |
1.67 |
0.02 |
1.2% |
0.00 |
| Volume |
16,107 |
22,885 |
6,778 |
42.1% |
86,721 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.03 |
105.00 |
101.42 |
|
| R3 |
104.27 |
103.24 |
100.93 |
|
| R2 |
102.51 |
102.51 |
100.77 |
|
| R1 |
101.48 |
101.48 |
100.61 |
102.00 |
| PP |
100.75 |
100.75 |
100.75 |
101.01 |
| S1 |
99.72 |
99.72 |
100.29 |
100.24 |
| S2 |
98.99 |
98.99 |
100.13 |
|
| S3 |
97.23 |
97.96 |
99.97 |
|
| S4 |
95.47 |
96.20 |
99.48 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.94 |
111.04 |
102.84 |
|
| R3 |
108.59 |
106.69 |
101.65 |
|
| R2 |
104.24 |
104.24 |
101.25 |
|
| R1 |
102.34 |
102.34 |
100.85 |
103.29 |
| PP |
99.89 |
99.89 |
99.89 |
100.36 |
| S1 |
97.99 |
97.99 |
100.05 |
98.94 |
| S2 |
95.54 |
95.54 |
99.65 |
|
| S3 |
91.19 |
93.64 |
99.25 |
|
| S4 |
86.84 |
89.29 |
98.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.78 |
97.43 |
4.35 |
4.3% |
1.38 |
1.4% |
69% |
True |
False |
17,344 |
| 10 |
101.78 |
96.19 |
5.59 |
5.6% |
1.72 |
1.7% |
76% |
True |
False |
16,324 |
| 20 |
101.78 |
95.83 |
5.95 |
5.9% |
1.56 |
1.6% |
78% |
True |
False |
14,879 |
| 40 |
101.78 |
88.85 |
12.93 |
12.9% |
1.56 |
1.6% |
90% |
True |
False |
12,353 |
| 60 |
101.78 |
80.62 |
21.16 |
21.1% |
1.71 |
1.7% |
94% |
True |
False |
10,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.26 |
|
2.618 |
106.39 |
|
1.618 |
104.63 |
|
1.000 |
103.54 |
|
0.618 |
102.87 |
|
HIGH |
101.78 |
|
0.618 |
101.11 |
|
0.500 |
100.90 |
|
0.382 |
100.69 |
|
LOW |
100.02 |
|
0.618 |
98.93 |
|
1.000 |
98.26 |
|
1.618 |
97.17 |
|
2.618 |
95.41 |
|
4.250 |
92.54 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.90 |
100.33 |
| PP |
100.75 |
100.20 |
| S1 |
100.60 |
100.08 |
|