NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
95.83 |
92.07 |
-3.76 |
-3.9% |
96.66 |
High |
96.50 |
93.09 |
-3.41 |
-3.5% |
100.73 |
Low |
91.55 |
90.96 |
-0.59 |
-0.6% |
95.69 |
Close |
92.30 |
92.42 |
0.12 |
0.1% |
99.33 |
Range |
4.95 |
2.13 |
-2.82 |
-57.0% |
5.04 |
ATR |
2.40 |
2.38 |
-0.02 |
-0.8% |
0.00 |
Volume |
378,443 |
244,553 |
-133,890 |
-35.4% |
484,761 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.55 |
97.61 |
93.59 |
|
R3 |
96.42 |
95.48 |
93.01 |
|
R2 |
94.29 |
94.29 |
92.81 |
|
R1 |
93.35 |
93.35 |
92.62 |
93.82 |
PP |
92.16 |
92.16 |
92.16 |
92.39 |
S1 |
91.22 |
91.22 |
92.22 |
91.69 |
S2 |
90.03 |
90.03 |
92.03 |
|
S3 |
87.90 |
89.09 |
91.83 |
|
S4 |
85.77 |
86.96 |
91.25 |
|
|
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 |
90.96 |
9.77 |
10.6% |
3.30 |
3.6% |
15% |
False |
True |
222,290 |
10 |
100.73 |
90.96 |
9.77 |
10.6% |
2.54 |
2.7% |
15% |
False |
True |
154,137 |
20 |
100.73 |
90.96 |
9.77 |
10.6% |
2.34 |
2.5% |
15% |
False |
True |
102,462 |
40 |
100.73 |
87.58 |
13.15 |
14.2% |
2.14 |
2.3% |
37% |
False |
False |
72,022 |
60 |
100.73 |
78.83 |
21.90 |
23.7% |
2.29 |
2.5% |
62% |
False |
False |
56,093 |
80 |
100.73 |
78.83 |
21.90 |
23.7% |
2.36 |
2.6% |
62% |
False |
False |
46,227 |
100 |
107.15 |
78.83 |
28.32 |
30.6% |
2.25 |
2.4% |
48% |
False |
False |
38,842 |
120 |
107.51 |
78.83 |
28.68 |
31.0% |
2.11 |
2.3% |
47% |
False |
False |
33,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.14 |
2.618 |
98.67 |
1.618 |
96.54 |
1.000 |
95.22 |
0.618 |
94.41 |
HIGH |
93.09 |
0.618 |
92.28 |
0.500 |
92.03 |
0.382 |
91.77 |
LOW |
90.96 |
0.618 |
89.64 |
1.000 |
88.83 |
1.618 |
87.51 |
2.618 |
85.38 |
4.250 |
81.91 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
92.29 |
94.26 |
PP |
92.16 |
93.64 |
S1 |
92.03 |
93.03 |
|