NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
96.71 |
95.49 |
-1.22 |
-1.3% |
96.24 |
High |
97.23 |
96.17 |
-1.06 |
-1.1% |
100.42 |
Low |
95.11 |
91.25 |
-3.86 |
-4.1% |
95.34 |
Close |
95.29 |
91.98 |
-3.31 |
-3.5% |
99.00 |
Range |
2.12 |
4.92 |
2.80 |
132.1% |
5.08 |
ATR |
2.25 |
2.44 |
0.19 |
8.5% |
0.00 |
Volume |
196,211 |
133,035 |
-63,176 |
-32.2% |
1,230,379 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.89 |
104.86 |
94.69 |
|
R3 |
102.97 |
99.94 |
93.33 |
|
R2 |
98.05 |
98.05 |
92.88 |
|
R1 |
95.02 |
95.02 |
92.43 |
94.08 |
PP |
93.13 |
93.13 |
93.13 |
92.66 |
S1 |
90.10 |
90.10 |
91.53 |
89.16 |
S2 |
88.21 |
88.21 |
91.08 |
|
S3 |
83.29 |
85.18 |
90.63 |
|
S4 |
78.37 |
80.26 |
89.27 |
|
|
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 |
91.25 |
9.17 |
10.0% |
3.28 |
3.6% |
8% |
False |
True |
240,073 |
10 |
100.42 |
91.25 |
9.17 |
10.0% |
2.65 |
2.9% |
8% |
False |
True |
248,800 |
20 |
100.42 |
91.25 |
9.17 |
10.0% |
2.33 |
2.5% |
8% |
False |
True |
227,126 |
40 |
100.42 |
87.14 |
13.28 |
14.4% |
2.20 |
2.4% |
36% |
False |
False |
158,511 |
60 |
100.42 |
78.16 |
22.26 |
24.2% |
2.33 |
2.5% |
62% |
False |
False |
117,490 |
80 |
100.42 |
78.16 |
22.26 |
24.2% |
2.43 |
2.6% |
62% |
False |
False |
93,914 |
100 |
107.12 |
78.16 |
28.96 |
31.5% |
2.33 |
2.5% |
48% |
False |
False |
78,059 |
120 |
107.38 |
78.16 |
29.22 |
31.8% |
2.20 |
2.4% |
47% |
False |
False |
66,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.08 |
2.618 |
109.05 |
1.618 |
104.13 |
1.000 |
101.09 |
0.618 |
99.21 |
HIGH |
96.17 |
0.618 |
94.29 |
0.500 |
93.71 |
0.382 |
93.13 |
LOW |
91.25 |
0.618 |
88.21 |
1.000 |
86.33 |
1.618 |
83.29 |
2.618 |
78.37 |
4.250 |
70.34 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
93.71 |
95.39 |
PP |
93.13 |
94.25 |
S1 |
92.56 |
93.12 |
|