NYMEX Light Sweet Crude Oil Future October 2012
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 |
96.93 |
98.04 |
1.11 |
1.1% |
96.24 |
High |
98.58 |
100.42 |
1.84 |
1.9% |
100.42 |
Low |
96.51 |
97.99 |
1.48 |
1.5% |
95.34 |
Close |
98.31 |
99.00 |
0.69 |
0.7% |
99.00 |
Range |
2.07 |
2.43 |
0.36 |
17.4% |
5.08 |
ATR |
2.03 |
2.05 |
0.03 |
1.4% |
0.00 |
Volume |
291,055 |
271,794 |
-19,261 |
-6.6% |
1,230,379 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.43 |
105.14 |
100.34 |
|
R3 |
104.00 |
102.71 |
99.67 |
|
R2 |
101.57 |
101.57 |
99.45 |
|
R1 |
100.28 |
100.28 |
99.22 |
100.93 |
PP |
99.14 |
99.14 |
99.14 |
99.46 |
S1 |
97.85 |
97.85 |
98.78 |
98.50 |
S2 |
96.71 |
96.71 |
98.55 |
|
S3 |
94.28 |
95.42 |
98.33 |
|
S4 |
91.85 |
92.99 |
97.66 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.49 |
111.33 |
101.79 |
|
R3 |
108.41 |
106.25 |
100.40 |
|
R2 |
103.33 |
103.33 |
99.93 |
|
R1 |
101.17 |
101.17 |
99.47 |
102.25 |
PP |
98.25 |
98.25 |
98.25 |
98.80 |
S1 |
96.09 |
96.09 |
98.53 |
97.17 |
S2 |
93.17 |
93.17 |
98.07 |
|
S3 |
88.09 |
91.01 |
97.60 |
|
S4 |
83.01 |
85.93 |
96.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.42 |
95.34 |
5.08 |
5.1% |
1.75 |
1.8% |
72% |
True |
False |
246,075 |
10 |
100.42 |
94.08 |
6.34 |
6.4% |
2.11 |
2.1% |
78% |
True |
False |
258,874 |
20 |
100.42 |
93.95 |
6.47 |
6.5% |
1.97 |
2.0% |
78% |
True |
False |
221,115 |
40 |
100.42 |
87.14 |
13.28 |
13.4% |
2.07 |
2.1% |
89% |
True |
False |
145,855 |
60 |
100.42 |
78.16 |
22.26 |
22.5% |
2.28 |
2.3% |
94% |
True |
False |
108,721 |
80 |
100.42 |
78.16 |
22.26 |
22.5% |
2.34 |
2.4% |
94% |
True |
False |
86,428 |
100 |
107.12 |
78.16 |
28.96 |
29.3% |
2.25 |
2.3% |
72% |
False |
False |
71,955 |
120 |
109.15 |
78.16 |
30.99 |
31.3% |
2.15 |
2.2% |
67% |
False |
False |
61,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.75 |
2.618 |
106.78 |
1.618 |
104.35 |
1.000 |
102.85 |
0.618 |
101.92 |
HIGH |
100.42 |
0.618 |
99.49 |
0.500 |
99.21 |
0.382 |
98.92 |
LOW |
97.99 |
0.618 |
96.49 |
1.000 |
95.56 |
1.618 |
94.06 |
2.618 |
91.63 |
4.250 |
87.66 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
99.21 |
98.79 |
PP |
99.14 |
98.58 |
S1 |
99.07 |
98.37 |
|