NYMEX Light Sweet Crude Oil Future November 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 |
97.24 |
98.29 |
1.05 |
1.1% |
96.66 |
High |
98.89 |
100.73 |
1.84 |
1.9% |
100.73 |
Low |
96.82 |
98.29 |
1.47 |
1.5% |
95.69 |
Close |
98.63 |
99.33 |
0.70 |
0.7% |
99.33 |
Range |
2.07 |
2.44 |
0.37 |
17.9% |
5.04 |
ATR |
1.98 |
2.01 |
0.03 |
1.7% |
0.00 |
Volume |
118,206 |
141,037 |
22,831 |
19.3% |
484,761 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.77 |
105.49 |
100.67 |
|
R3 |
104.33 |
103.05 |
100.00 |
|
R2 |
101.89 |
101.89 |
99.78 |
|
R1 |
100.61 |
100.61 |
99.55 |
101.25 |
PP |
99.45 |
99.45 |
99.45 |
99.77 |
S1 |
98.17 |
98.17 |
99.11 |
98.81 |
S2 |
97.01 |
97.01 |
98.88 |
|
S3 |
94.57 |
95.73 |
98.66 |
|
S4 |
92.13 |
93.29 |
97.99 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.70 |
111.56 |
102.10 |
|
R3 |
108.66 |
106.52 |
100.72 |
|
R2 |
103.62 |
103.62 |
100.25 |
|
R1 |
101.48 |
101.48 |
99.79 |
102.55 |
PP |
98.58 |
98.58 |
98.58 |
99.12 |
S1 |
96.44 |
96.44 |
98.87 |
97.51 |
S2 |
93.54 |
93.54 |
98.41 |
|
S3 |
88.50 |
91.40 |
97.94 |
|
S4 |
83.46 |
86.36 |
96.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.73 |
95.69 |
5.04 |
5.1% |
1.74 |
1.7% |
72% |
True |
False |
96,952 |
10 |
100.73 |
94.41 |
6.32 |
6.4% |
2.08 |
2.1% |
78% |
True |
False |
82,070 |
20 |
100.73 |
94.28 |
6.45 |
6.5% |
1.93 |
1.9% |
78% |
True |
False |
60,970 |
40 |
100.73 |
87.50 |
13.23 |
13.3% |
2.02 |
2.0% |
89% |
True |
False |
50,507 |
60 |
100.73 |
78.83 |
21.90 |
22.0% |
2.21 |
2.2% |
94% |
True |
False |
41,559 |
80 |
100.73 |
78.83 |
21.90 |
22.0% |
2.26 |
2.3% |
94% |
True |
False |
34,452 |
100 |
107.15 |
78.83 |
28.32 |
28.5% |
2.15 |
2.2% |
72% |
False |
False |
29,432 |
120 |
109.21 |
78.83 |
30.38 |
30.6% |
2.05 |
2.1% |
67% |
False |
False |
25,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.10 |
2.618 |
107.12 |
1.618 |
104.68 |
1.000 |
103.17 |
0.618 |
102.24 |
HIGH |
100.73 |
0.618 |
99.80 |
0.500 |
99.51 |
0.382 |
99.22 |
LOW |
98.29 |
0.618 |
96.78 |
1.000 |
95.85 |
1.618 |
94.34 |
2.618 |
91.90 |
4.250 |
87.92 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
99.51 |
99.12 |
PP |
99.45 |
98.92 |
S1 |
99.39 |
98.71 |
|