NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
92.93 |
93.18 |
0.25 |
0.3% |
99.50 |
| High |
93.84 |
93.18 |
-0.66 |
-0.7% |
99.81 |
| Low |
92.59 |
91.06 |
-1.53 |
-1.7% |
90.96 |
| Close |
92.89 |
91.93 |
-0.96 |
-1.0% |
92.89 |
| Range |
1.25 |
2.12 |
0.87 |
69.6% |
8.85 |
| ATR |
2.32 |
2.30 |
-0.01 |
-0.6% |
0.00 |
| Volume |
181,036 |
188,315 |
7,279 |
4.0% |
1,151,450 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.42 |
97.29 |
93.10 |
|
| R3 |
96.30 |
95.17 |
92.51 |
|
| R2 |
94.18 |
94.18 |
92.32 |
|
| R1 |
93.05 |
93.05 |
92.12 |
92.56 |
| PP |
92.06 |
92.06 |
92.06 |
91.81 |
| S1 |
90.93 |
90.93 |
91.74 |
90.44 |
| S2 |
89.94 |
89.94 |
91.54 |
|
| S3 |
87.82 |
88.81 |
91.35 |
|
| S4 |
85.70 |
86.69 |
90.76 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.10 |
115.85 |
97.76 |
|
| R3 |
112.25 |
107.00 |
95.32 |
|
| R2 |
103.40 |
103.40 |
94.51 |
|
| R1 |
98.15 |
98.15 |
93.70 |
96.35 |
| PP |
94.55 |
94.55 |
94.55 |
93.66 |
| S1 |
89.30 |
89.30 |
92.08 |
87.50 |
| S2 |
85.70 |
85.70 |
91.27 |
|
| S3 |
76.85 |
80.45 |
90.46 |
|
| S4 |
68.00 |
71.60 |
88.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.55 |
90.96 |
6.59 |
7.2% |
2.52 |
2.7% |
15% |
False |
False |
233,654 |
| 10 |
100.73 |
90.96 |
9.77 |
10.6% |
2.48 |
2.7% |
10% |
False |
False |
175,555 |
| 20 |
100.73 |
90.96 |
9.77 |
10.6% |
2.30 |
2.5% |
10% |
False |
False |
116,399 |
| 40 |
100.73 |
87.58 |
13.15 |
14.3% |
2.13 |
2.3% |
33% |
False |
False |
80,046 |
| 60 |
100.73 |
79.80 |
20.93 |
22.8% |
2.26 |
2.5% |
58% |
False |
False |
61,605 |
| 80 |
100.73 |
78.83 |
21.90 |
23.8% |
2.34 |
2.5% |
60% |
False |
False |
50,625 |
| 100 |
106.34 |
78.83 |
27.51 |
29.9% |
2.26 |
2.5% |
48% |
False |
False |
42,347 |
| 120 |
107.15 |
78.83 |
28.32 |
30.8% |
2.10 |
2.3% |
46% |
False |
False |
36,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.19 |
|
2.618 |
98.73 |
|
1.618 |
96.61 |
|
1.000 |
95.30 |
|
0.618 |
94.49 |
|
HIGH |
93.18 |
|
0.618 |
92.37 |
|
0.500 |
92.12 |
|
0.382 |
91.87 |
|
LOW |
91.06 |
|
0.618 |
89.75 |
|
1.000 |
88.94 |
|
1.618 |
87.63 |
|
2.618 |
85.51 |
|
4.250 |
82.05 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.12 |
92.40 |
| PP |
92.06 |
92.24 |
| S1 |
91.99 |
92.09 |
|