NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
94.42 |
93.71 |
-0.71 |
-0.8% |
100.50 |
| High |
95.04 |
93.71 |
-1.33 |
-1.4% |
100.60 |
| Low |
94.18 |
92.74 |
-1.44 |
-1.5% |
92.49 |
| Close |
94.39 |
93.56 |
-0.83 |
-0.9% |
94.39 |
| Range |
0.86 |
0.97 |
0.11 |
12.8% |
8.11 |
| ATR |
|
|
|
|
|
| Volume |
24,030 |
24,417 |
387 |
1.6% |
145,357 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.25 |
95.87 |
94.09 |
|
| R3 |
95.28 |
94.90 |
93.83 |
|
| R2 |
94.31 |
94.31 |
93.74 |
|
| R1 |
93.93 |
93.93 |
93.65 |
93.64 |
| PP |
93.34 |
93.34 |
93.34 |
93.19 |
| S1 |
92.96 |
92.96 |
93.47 |
92.67 |
| S2 |
92.37 |
92.37 |
93.38 |
|
| S3 |
91.40 |
91.99 |
93.29 |
|
| S4 |
90.43 |
91.02 |
93.03 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.16 |
115.38 |
98.85 |
|
| R3 |
112.05 |
107.27 |
96.62 |
|
| R2 |
103.94 |
103.94 |
95.88 |
|
| R1 |
99.16 |
99.16 |
95.13 |
97.50 |
| PP |
95.83 |
95.83 |
95.83 |
94.99 |
| S1 |
91.05 |
91.05 |
93.65 |
89.39 |
| S2 |
87.72 |
87.72 |
92.90 |
|
| S3 |
79.61 |
82.94 |
92.16 |
|
| S4 |
71.50 |
74.83 |
89.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.83 |
|
2.618 |
96.25 |
|
1.618 |
95.28 |
|
1.000 |
94.68 |
|
0.618 |
94.31 |
|
HIGH |
93.71 |
|
0.618 |
93.34 |
|
0.500 |
93.23 |
|
0.382 |
93.11 |
|
LOW |
92.74 |
|
0.618 |
92.14 |
|
1.000 |
91.77 |
|
1.618 |
91.17 |
|
2.618 |
90.20 |
|
4.250 |
88.62 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.45 |
93.77 |
| PP |
93.34 |
93.70 |
| S1 |
93.23 |
93.63 |
|