NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.77 |
93.69 |
-0.08 |
-0.1% |
100.23 |
| High |
93.77 |
94.45 |
0.68 |
0.7% |
100.83 |
| Low |
92.72 |
92.73 |
0.01 |
0.0% |
92.30 |
| Close |
93.49 |
92.96 |
-0.53 |
-0.6% |
94.39 |
| Range |
1.05 |
1.72 |
0.67 |
63.8% |
8.53 |
| ATR |
1.73 |
1.73 |
0.00 |
0.0% |
0.00 |
| Volume |
15,185 |
5,247 |
-9,938 |
-65.4% |
50,165 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.54 |
97.47 |
93.91 |
|
| R3 |
96.82 |
95.75 |
93.43 |
|
| R2 |
95.10 |
95.10 |
93.28 |
|
| R1 |
94.03 |
94.03 |
93.12 |
93.71 |
| PP |
93.38 |
93.38 |
93.38 |
93.22 |
| S1 |
92.31 |
92.31 |
92.80 |
91.99 |
| S2 |
91.66 |
91.66 |
92.64 |
|
| S3 |
89.94 |
90.59 |
92.49 |
|
| S4 |
88.22 |
88.87 |
92.01 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.43 |
116.44 |
99.08 |
|
| R3 |
112.90 |
107.91 |
96.74 |
|
| R2 |
104.37 |
104.37 |
95.95 |
|
| R1 |
99.38 |
99.38 |
95.17 |
97.61 |
| PP |
95.84 |
95.84 |
95.84 |
94.96 |
| S1 |
90.85 |
90.85 |
93.61 |
89.08 |
| S2 |
87.31 |
87.31 |
92.83 |
|
| S3 |
78.78 |
82.32 |
92.04 |
|
| S4 |
70.25 |
73.79 |
89.70 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.76 |
|
2.618 |
98.95 |
|
1.618 |
97.23 |
|
1.000 |
96.17 |
|
0.618 |
95.51 |
|
HIGH |
94.45 |
|
0.618 |
93.79 |
|
0.500 |
93.59 |
|
0.382 |
93.39 |
|
LOW |
92.73 |
|
0.618 |
91.67 |
|
1.000 |
91.01 |
|
1.618 |
89.95 |
|
2.618 |
88.23 |
|
4.250 |
85.42 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.59 |
93.93 |
| PP |
93.38 |
93.60 |
| S1 |
93.17 |
93.28 |
|