NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
99.15 |
96.71 |
-2.44 |
-2.5% |
96.24 |
| High |
99.52 |
97.23 |
-2.29 |
-2.3% |
100.42 |
| Low |
94.65 |
95.11 |
0.46 |
0.5% |
95.34 |
| Close |
96.62 |
95.29 |
-1.33 |
-1.4% |
99.00 |
| Range |
4.87 |
2.12 |
-2.75 |
-56.5% |
5.08 |
| ATR |
2.26 |
2.25 |
-0.01 |
-0.4% |
0.00 |
| Volume |
308,274 |
196,211 |
-112,063 |
-36.4% |
1,230,379 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.24 |
100.88 |
96.46 |
|
| R3 |
100.12 |
98.76 |
95.87 |
|
| R2 |
98.00 |
98.00 |
95.68 |
|
| R1 |
96.64 |
96.64 |
95.48 |
96.26 |
| PP |
95.88 |
95.88 |
95.88 |
95.69 |
| S1 |
94.52 |
94.52 |
95.10 |
94.14 |
| S2 |
93.76 |
93.76 |
94.90 |
|
| S3 |
91.64 |
92.40 |
94.71 |
|
| S4 |
89.52 |
90.28 |
94.12 |
|
|
| 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 |
94.65 |
5.77 |
6.1% |
2.65 |
2.8% |
11% |
False |
False |
258,172 |
| 10 |
100.42 |
94.08 |
6.34 |
6.7% |
2.33 |
2.4% |
19% |
False |
False |
258,801 |
| 20 |
100.42 |
93.95 |
6.47 |
6.8% |
2.17 |
2.3% |
21% |
False |
False |
230,965 |
| 40 |
100.42 |
87.14 |
13.28 |
13.9% |
2.11 |
2.2% |
61% |
False |
False |
156,062 |
| 60 |
100.42 |
78.16 |
22.26 |
23.4% |
2.30 |
2.4% |
77% |
False |
False |
115,718 |
| 80 |
100.42 |
78.16 |
22.26 |
23.4% |
2.38 |
2.5% |
77% |
False |
False |
92,366 |
| 100 |
107.12 |
78.16 |
28.96 |
30.4% |
2.29 |
2.4% |
59% |
False |
False |
76,809 |
| 120 |
107.38 |
78.16 |
29.22 |
30.7% |
2.18 |
2.3% |
59% |
False |
False |
65,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.24 |
|
2.618 |
102.78 |
|
1.618 |
100.66 |
|
1.000 |
99.35 |
|
0.618 |
98.54 |
|
HIGH |
97.23 |
|
0.618 |
96.42 |
|
0.500 |
96.17 |
|
0.382 |
95.92 |
|
LOW |
95.11 |
|
0.618 |
93.80 |
|
1.000 |
92.99 |
|
1.618 |
91.68 |
|
2.618 |
89.56 |
|
4.250 |
86.10 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.17 |
97.54 |
| PP |
95.88 |
96.79 |
| S1 |
95.58 |
96.04 |
|