NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.31 |
95.03 |
-1.28 |
-1.3% |
96.68 |
| High |
98.00 |
97.05 |
-0.95 |
-1.0% |
98.00 |
| Low |
94.92 |
94.41 |
-0.51 |
-0.5% |
94.41 |
| Close |
95.85 |
96.75 |
0.90 |
0.9% |
96.75 |
| Range |
3.08 |
2.64 |
-0.44 |
-14.3% |
3.59 |
| ATR |
2.07 |
2.11 |
0.04 |
1.9% |
0.00 |
| Volume |
68,463 |
86,204 |
17,741 |
25.9% |
289,825 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.99 |
103.01 |
98.20 |
|
| R3 |
101.35 |
100.37 |
97.48 |
|
| R2 |
98.71 |
98.71 |
97.23 |
|
| R1 |
97.73 |
97.73 |
96.99 |
98.22 |
| PP |
96.07 |
96.07 |
96.07 |
96.32 |
| S1 |
95.09 |
95.09 |
96.51 |
95.58 |
| S2 |
93.43 |
93.43 |
96.27 |
|
| S3 |
90.79 |
92.45 |
96.02 |
|
| S4 |
88.15 |
89.81 |
95.30 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.16 |
105.54 |
98.72 |
|
| R3 |
103.57 |
101.95 |
97.74 |
|
| R2 |
99.98 |
99.98 |
97.41 |
|
| R1 |
98.36 |
98.36 |
97.08 |
99.17 |
| PP |
96.39 |
96.39 |
96.39 |
96.79 |
| S1 |
94.77 |
94.77 |
96.42 |
95.58 |
| S2 |
92.80 |
92.80 |
96.09 |
|
| S3 |
89.21 |
91.18 |
95.76 |
|
| S4 |
85.62 |
87.59 |
94.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.00 |
94.41 |
3.59 |
3.7% |
2.43 |
2.5% |
65% |
False |
True |
67,188 |
| 10 |
98.00 |
94.28 |
3.72 |
3.8% |
2.16 |
2.2% |
66% |
False |
False |
55,347 |
| 20 |
98.60 |
92.27 |
6.33 |
6.5% |
1.95 |
2.0% |
71% |
False |
False |
48,585 |
| 40 |
98.60 |
86.87 |
11.73 |
12.1% |
2.05 |
2.1% |
84% |
False |
False |
41,217 |
| 60 |
98.60 |
78.83 |
19.77 |
20.4% |
2.27 |
2.3% |
91% |
False |
False |
34,723 |
| 80 |
98.60 |
78.83 |
19.77 |
20.4% |
2.26 |
2.3% |
91% |
False |
False |
28,892 |
| 100 |
107.15 |
78.83 |
28.32 |
29.3% |
2.12 |
2.2% |
63% |
False |
False |
24,984 |
| 120 |
109.30 |
78.83 |
30.47 |
31.5% |
2.04 |
2.1% |
59% |
False |
False |
21,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.27 |
|
2.618 |
103.96 |
|
1.618 |
101.32 |
|
1.000 |
99.69 |
|
0.618 |
98.68 |
|
HIGH |
97.05 |
|
0.618 |
96.04 |
|
0.500 |
95.73 |
|
0.382 |
95.42 |
|
LOW |
94.41 |
|
0.618 |
92.78 |
|
1.000 |
91.77 |
|
1.618 |
90.14 |
|
2.618 |
87.50 |
|
4.250 |
83.19 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.41 |
96.57 |
| PP |
96.07 |
96.39 |
| S1 |
95.73 |
96.21 |
|