NYMEX Light Sweet Crude Oil Future November 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 |
96.98 |
95.83 |
-1.15 |
-1.2% |
96.66 |
High |
97.55 |
96.50 |
-1.05 |
-1.1% |
100.73 |
Low |
95.42 |
91.55 |
-3.87 |
-4.1% |
95.69 |
Close |
95.62 |
92.30 |
-3.32 |
-3.5% |
99.33 |
Range |
2.13 |
4.95 |
2.82 |
132.4% |
5.04 |
ATR |
2.21 |
2.40 |
0.20 |
8.9% |
0.00 |
Volume |
175,924 |
378,443 |
202,519 |
115.1% |
484,761 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.30 |
105.25 |
95.02 |
|
R3 |
103.35 |
100.30 |
93.66 |
|
R2 |
98.40 |
98.40 |
93.21 |
|
R1 |
95.35 |
95.35 |
92.75 |
94.40 |
PP |
93.45 |
93.45 |
93.45 |
92.98 |
S1 |
90.40 |
90.40 |
91.85 |
89.45 |
S2 |
88.50 |
88.50 |
91.39 |
|
S3 |
83.55 |
85.45 |
90.94 |
|
S4 |
78.60 |
80.50 |
89.58 |
|
|
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 |
91.55 |
9.18 |
9.9% |
3.28 |
3.6% |
8% |
False |
True |
197,020 |
10 |
100.73 |
91.55 |
9.18 |
9.9% |
2.63 |
2.9% |
8% |
False |
True |
136,528 |
20 |
100.73 |
91.55 |
9.18 |
9.9% |
2.30 |
2.5% |
8% |
False |
True |
92,190 |
40 |
100.73 |
87.50 |
13.23 |
14.3% |
2.15 |
2.3% |
36% |
False |
False |
66,570 |
60 |
100.73 |
78.83 |
21.90 |
23.7% |
2.27 |
2.5% |
62% |
False |
False |
52,283 |
80 |
100.73 |
78.83 |
21.90 |
23.7% |
2.36 |
2.6% |
62% |
False |
False |
43,222 |
100 |
107.15 |
78.83 |
28.32 |
30.7% |
2.24 |
2.4% |
48% |
False |
False |
36,445 |
120 |
107.51 |
78.83 |
28.68 |
31.1% |
2.10 |
2.3% |
47% |
False |
False |
31,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.54 |
2.618 |
109.46 |
1.618 |
104.51 |
1.000 |
101.45 |
0.618 |
99.56 |
HIGH |
96.50 |
0.618 |
94.61 |
0.500 |
94.03 |
0.382 |
93.44 |
LOW |
91.55 |
0.618 |
88.49 |
1.000 |
86.60 |
1.618 |
83.54 |
2.618 |
78.59 |
4.250 |
70.51 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
94.03 |
95.68 |
PP |
93.45 |
94.55 |
S1 |
92.88 |
93.43 |
|