NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
97.27 |
97.24 |
-0.03 |
0.0% |
96.68 |
High |
98.38 |
98.89 |
0.51 |
0.5% |
98.00 |
Low |
96.69 |
96.82 |
0.13 |
0.1% |
94.41 |
Close |
97.34 |
98.63 |
1.29 |
1.3% |
96.75 |
Range |
1.69 |
2.07 |
0.38 |
22.5% |
3.59 |
ATR |
1.97 |
1.98 |
0.01 |
0.4% |
0.00 |
Volume |
71,106 |
118,206 |
47,100 |
66.2% |
289,825 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.32 |
103.55 |
99.77 |
|
R3 |
102.25 |
101.48 |
99.20 |
|
R2 |
100.18 |
100.18 |
99.01 |
|
R1 |
99.41 |
99.41 |
98.82 |
99.80 |
PP |
98.11 |
98.11 |
98.11 |
98.31 |
S1 |
97.34 |
97.34 |
98.44 |
97.73 |
S2 |
96.04 |
96.04 |
98.25 |
|
S3 |
93.97 |
95.27 |
98.06 |
|
S4 |
91.90 |
93.20 |
97.49 |
|
|
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 |
98.89 |
94.41 |
4.48 |
4.5% |
1.78 |
1.8% |
94% |
True |
False |
85,985 |
10 |
98.89 |
94.28 |
4.61 |
4.7% |
2.00 |
2.0% |
94% |
True |
False |
70,913 |
20 |
98.89 |
94.28 |
4.61 |
4.7% |
1.89 |
1.9% |
94% |
True |
False |
57,738 |
40 |
98.89 |
87.50 |
11.39 |
11.5% |
2.03 |
2.1% |
98% |
True |
False |
47,697 |
60 |
98.89 |
78.83 |
20.06 |
20.3% |
2.23 |
2.3% |
99% |
True |
False |
39,377 |
80 |
98.89 |
78.83 |
20.06 |
20.3% |
2.26 |
2.3% |
99% |
True |
False |
32,737 |
100 |
107.15 |
78.83 |
28.32 |
28.7% |
2.13 |
2.2% |
70% |
False |
False |
28,076 |
120 |
109.21 |
78.83 |
30.38 |
30.8% |
2.03 |
2.1% |
65% |
False |
False |
24,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.69 |
2.618 |
104.31 |
1.618 |
102.24 |
1.000 |
100.96 |
0.618 |
100.17 |
HIGH |
98.89 |
0.618 |
98.10 |
0.500 |
97.86 |
0.382 |
97.61 |
LOW |
96.82 |
0.618 |
95.54 |
1.000 |
94.75 |
1.618 |
93.47 |
2.618 |
91.40 |
4.250 |
88.02 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
98.37 |
98.31 |
PP |
98.11 |
97.98 |
S1 |
97.86 |
97.66 |
|