NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 25-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
93.18 |
92.11 |
-1.07 |
-1.1% |
99.50 |
High |
93.18 |
93.20 |
0.02 |
0.0% |
99.81 |
Low |
91.06 |
90.57 |
-0.49 |
-0.5% |
90.96 |
Close |
91.93 |
91.37 |
-0.56 |
-0.6% |
92.89 |
Range |
2.12 |
2.63 |
0.51 |
24.1% |
8.85 |
ATR |
2.30 |
2.32 |
0.02 |
1.0% |
0.00 |
Volume |
188,315 |
239,024 |
50,709 |
26.9% |
1,151,450 |
|
Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.60 |
98.12 |
92.82 |
|
R3 |
96.97 |
95.49 |
92.09 |
|
R2 |
94.34 |
94.34 |
91.85 |
|
R1 |
92.86 |
92.86 |
91.61 |
92.29 |
PP |
91.71 |
91.71 |
91.71 |
91.43 |
S1 |
90.23 |
90.23 |
91.13 |
89.66 |
S2 |
89.08 |
89.08 |
90.89 |
|
S3 |
86.45 |
87.60 |
90.65 |
|
S4 |
83.82 |
84.97 |
89.92 |
|
|
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 |
96.50 |
90.57 |
5.93 |
6.5% |
2.62 |
2.9% |
13% |
False |
True |
246,274 |
10 |
100.73 |
90.57 |
10.16 |
11.1% |
2.62 |
2.9% |
8% |
False |
True |
190,913 |
20 |
100.73 |
90.57 |
10.16 |
11.1% |
2.27 |
2.5% |
8% |
False |
True |
126,356 |
40 |
100.73 |
87.58 |
13.15 |
14.4% |
2.16 |
2.4% |
29% |
False |
False |
85,307 |
60 |
100.73 |
83.34 |
17.39 |
19.0% |
2.20 |
2.4% |
46% |
False |
False |
65,176 |
80 |
100.73 |
78.83 |
21.90 |
24.0% |
2.32 |
2.5% |
57% |
False |
False |
53,500 |
100 |
102.76 |
78.83 |
23.93 |
26.2% |
2.26 |
2.5% |
52% |
False |
False |
44,624 |
120 |
107.15 |
78.83 |
28.32 |
31.0% |
2.10 |
2.3% |
44% |
False |
False |
38,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.38 |
2.618 |
100.09 |
1.618 |
97.46 |
1.000 |
95.83 |
0.618 |
94.83 |
HIGH |
93.20 |
0.618 |
92.20 |
0.500 |
91.89 |
0.382 |
91.57 |
LOW |
90.57 |
0.618 |
88.94 |
1.000 |
87.94 |
1.618 |
86.31 |
2.618 |
83.68 |
4.250 |
79.39 |
|
|
Fisher Pivots for day following 25-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
91.89 |
92.21 |
PP |
91.71 |
91.93 |
S1 |
91.54 |
91.65 |
|