NYMEX Light Sweet Crude Oil Future November 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 |
99.50 |
96.98 |
-2.52 |
-2.5% |
96.66 |
| High |
99.81 |
97.55 |
-2.26 |
-2.3% |
100.73 |
| Low |
94.98 |
95.42 |
0.44 |
0.5% |
95.69 |
| Close |
96.95 |
95.62 |
-1.33 |
-1.4% |
99.33 |
| Range |
4.83 |
2.13 |
-2.70 |
-55.9% |
5.04 |
| ATR |
2.21 |
2.21 |
-0.01 |
-0.3% |
0.00 |
| Volume |
171,494 |
175,924 |
4,430 |
2.6% |
484,761 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.59 |
101.23 |
96.79 |
|
| R3 |
100.46 |
99.10 |
96.21 |
|
| R2 |
98.33 |
98.33 |
96.01 |
|
| R1 |
96.97 |
96.97 |
95.82 |
96.59 |
| PP |
96.20 |
96.20 |
96.20 |
96.00 |
| S1 |
94.84 |
94.84 |
95.42 |
94.46 |
| S2 |
94.07 |
94.07 |
95.23 |
|
| S3 |
91.94 |
92.71 |
95.03 |
|
| S4 |
89.81 |
90.58 |
94.45 |
|
|
| 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 |
94.98 |
5.75 |
6.0% |
2.63 |
2.8% |
11% |
False |
False |
135,553 |
| 10 |
100.73 |
94.41 |
6.32 |
6.6% |
2.31 |
2.4% |
19% |
False |
False |
106,035 |
| 20 |
100.73 |
94.28 |
6.45 |
6.7% |
2.14 |
2.2% |
21% |
False |
False |
74,857 |
| 40 |
100.73 |
87.50 |
13.23 |
13.8% |
2.07 |
2.2% |
61% |
False |
False |
57,710 |
| 60 |
100.73 |
78.83 |
21.90 |
22.9% |
2.23 |
2.3% |
77% |
False |
False |
46,294 |
| 80 |
100.73 |
78.83 |
21.90 |
22.9% |
2.31 |
2.4% |
77% |
False |
False |
38,560 |
| 100 |
107.15 |
78.83 |
28.32 |
29.6% |
2.20 |
2.3% |
59% |
False |
False |
32,724 |
| 120 |
107.55 |
78.83 |
28.72 |
30.0% |
2.08 |
2.2% |
58% |
False |
False |
28,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.60 |
|
2.618 |
103.13 |
|
1.618 |
101.00 |
|
1.000 |
99.68 |
|
0.618 |
98.87 |
|
HIGH |
97.55 |
|
0.618 |
96.74 |
|
0.500 |
96.49 |
|
0.382 |
96.23 |
|
LOW |
95.42 |
|
0.618 |
94.10 |
|
1.000 |
93.29 |
|
1.618 |
91.97 |
|
2.618 |
89.84 |
|
4.250 |
86.37 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.49 |
97.86 |
| PP |
96.20 |
97.11 |
| S1 |
95.91 |
96.37 |
|