NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.29 |
96.85 |
0.56 |
0.6% |
96.38 |
| High |
97.31 |
98.06 |
0.75 |
0.8% |
97.71 |
| Low |
96.08 |
96.31 |
0.23 |
0.2% |
94.08 |
| Close |
97.17 |
97.01 |
-0.16 |
-0.2% |
96.42 |
| Range |
1.23 |
1.75 |
0.52 |
42.3% |
3.63 |
| ATR |
2.04 |
2.02 |
-0.02 |
-1.0% |
0.00 |
| Volume |
222,006 |
223,528 |
1,522 |
0.7% |
1,109,299 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.38 |
101.44 |
97.97 |
|
| R3 |
100.63 |
99.69 |
97.49 |
|
| R2 |
98.88 |
98.88 |
97.33 |
|
| R1 |
97.94 |
97.94 |
97.17 |
98.41 |
| PP |
97.13 |
97.13 |
97.13 |
97.36 |
| S1 |
96.19 |
96.19 |
96.85 |
96.66 |
| S2 |
95.38 |
95.38 |
96.69 |
|
| S3 |
93.63 |
94.44 |
96.53 |
|
| S4 |
91.88 |
92.69 |
96.05 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.96 |
105.32 |
98.42 |
|
| R3 |
103.33 |
101.69 |
97.42 |
|
| R2 |
99.70 |
99.70 |
97.09 |
|
| R1 |
98.06 |
98.06 |
96.75 |
98.88 |
| PP |
96.07 |
96.07 |
96.07 |
96.48 |
| S1 |
94.43 |
94.43 |
96.09 |
95.25 |
| S2 |
92.44 |
92.44 |
95.75 |
|
| S3 |
88.81 |
90.80 |
95.42 |
|
| S4 |
85.18 |
87.17 |
94.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.06 |
94.08 |
3.98 |
4.1% |
2.01 |
2.1% |
74% |
True |
False |
257,527 |
| 10 |
98.06 |
93.95 |
4.11 |
4.2% |
1.99 |
2.1% |
74% |
True |
False |
231,923 |
| 20 |
98.29 |
93.00 |
5.29 |
5.5% |
1.94 |
2.0% |
76% |
False |
False |
201,691 |
| 40 |
98.29 |
87.14 |
11.15 |
11.5% |
2.07 |
2.1% |
89% |
False |
False |
133,827 |
| 60 |
98.29 |
78.16 |
20.13 |
20.8% |
2.30 |
2.4% |
94% |
False |
False |
100,017 |
| 80 |
98.29 |
78.16 |
20.13 |
20.8% |
2.33 |
2.4% |
94% |
False |
False |
79,675 |
| 100 |
107.12 |
78.16 |
28.96 |
29.9% |
2.23 |
2.3% |
65% |
False |
False |
66,462 |
| 120 |
109.50 |
78.16 |
31.34 |
32.3% |
2.14 |
2.2% |
60% |
False |
False |
57,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.50 |
|
2.618 |
102.64 |
|
1.618 |
100.89 |
|
1.000 |
99.81 |
|
0.618 |
99.14 |
|
HIGH |
98.06 |
|
0.618 |
97.39 |
|
0.500 |
97.19 |
|
0.382 |
96.98 |
|
LOW |
96.31 |
|
0.618 |
95.23 |
|
1.000 |
94.56 |
|
1.618 |
93.48 |
|
2.618 |
91.73 |
|
4.250 |
88.87 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.19 |
96.91 |
| PP |
97.13 |
96.80 |
| S1 |
97.07 |
96.70 |
|