NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
98.31 |
99.09 |
0.78 |
0.8% |
98.11 |
| High |
98.65 |
99.13 |
0.48 |
0.5% |
99.35 |
| Low |
97.72 |
98.79 |
1.07 |
1.1% |
96.28 |
| Close |
98.65 |
99.12 |
0.47 |
0.5% |
98.44 |
| Range |
0.93 |
0.34 |
-0.59 |
-63.4% |
3.07 |
| ATR |
1.44 |
1.37 |
-0.07 |
-4.8% |
0.00 |
| Volume |
4,956 |
7,265 |
2,309 |
46.6% |
32,806 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.03 |
99.92 |
99.31 |
|
| R3 |
99.69 |
99.58 |
99.21 |
|
| R2 |
99.35 |
99.35 |
99.18 |
|
| R1 |
99.24 |
99.24 |
99.15 |
99.30 |
| PP |
99.01 |
99.01 |
99.01 |
99.04 |
| S1 |
98.90 |
98.90 |
99.09 |
98.96 |
| S2 |
98.67 |
98.67 |
99.06 |
|
| S3 |
98.33 |
98.56 |
99.03 |
|
| S4 |
97.99 |
98.22 |
98.93 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.23 |
105.91 |
100.13 |
|
| R3 |
104.16 |
102.84 |
99.28 |
|
| R2 |
101.09 |
101.09 |
99.00 |
|
| R1 |
99.77 |
99.77 |
98.72 |
100.43 |
| PP |
98.02 |
98.02 |
98.02 |
98.36 |
| S1 |
96.70 |
96.70 |
98.16 |
97.36 |
| S2 |
94.95 |
94.95 |
97.88 |
|
| S3 |
91.88 |
93.63 |
97.60 |
|
| S4 |
88.81 |
90.56 |
96.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.58 |
|
2.618 |
100.02 |
|
1.618 |
99.68 |
|
1.000 |
99.47 |
|
0.618 |
99.34 |
|
HIGH |
99.13 |
|
0.618 |
99.00 |
|
0.500 |
98.96 |
|
0.382 |
98.92 |
|
LOW |
98.79 |
|
0.618 |
98.58 |
|
1.000 |
98.45 |
|
1.618 |
98.24 |
|
2.618 |
97.90 |
|
4.250 |
97.35 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.07 |
98.65 |
| PP |
99.01 |
98.18 |
| S1 |
98.96 |
97.71 |
|