NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.60 |
95.20 |
-1.40 |
-1.4% |
97.07 |
| High |
98.30 |
97.35 |
-0.95 |
-1.0% |
98.30 |
| Low |
95.25 |
94.73 |
-0.52 |
-0.5% |
94.73 |
| Close |
96.16 |
97.06 |
0.90 |
0.9% |
97.06 |
| Range |
3.05 |
2.62 |
-0.43 |
-14.1% |
3.57 |
| ATR |
2.05 |
2.10 |
0.04 |
2.0% |
0.00 |
| Volume |
59,634 |
97,628 |
37,994 |
63.7% |
296,546 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.24 |
103.27 |
98.50 |
|
| R3 |
101.62 |
100.65 |
97.78 |
|
| R2 |
99.00 |
99.00 |
97.54 |
|
| R1 |
98.03 |
98.03 |
97.30 |
98.52 |
| PP |
96.38 |
96.38 |
96.38 |
96.62 |
| S1 |
95.41 |
95.41 |
96.82 |
95.90 |
| S2 |
93.76 |
93.76 |
96.58 |
|
| S3 |
91.14 |
92.79 |
96.34 |
|
| S4 |
88.52 |
90.17 |
95.62 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.41 |
105.80 |
99.02 |
|
| R3 |
103.84 |
102.23 |
98.04 |
|
| R2 |
100.27 |
100.27 |
97.71 |
|
| R1 |
98.66 |
98.66 |
97.39 |
97.68 |
| PP |
96.70 |
96.70 |
96.70 |
96.21 |
| S1 |
95.09 |
95.09 |
96.73 |
94.11 |
| S2 |
93.13 |
93.13 |
96.41 |
|
| S3 |
89.56 |
91.52 |
96.08 |
|
| S4 |
85.99 |
87.95 |
95.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.30 |
94.73 |
3.57 |
3.7% |
2.40 |
2.5% |
65% |
False |
True |
69,094 |
| 10 |
98.30 |
94.63 |
3.67 |
3.8% |
2.14 |
2.2% |
66% |
False |
False |
62,099 |
| 20 |
98.94 |
92.66 |
6.28 |
6.5% |
1.92 |
2.0% |
70% |
False |
False |
60,364 |
| 40 |
98.94 |
87.39 |
11.55 |
11.9% |
2.04 |
2.1% |
84% |
False |
False |
53,735 |
| 60 |
98.94 |
79.12 |
19.82 |
20.4% |
2.27 |
2.3% |
91% |
False |
False |
51,106 |
| 80 |
98.94 |
79.12 |
19.82 |
20.4% |
2.31 |
2.4% |
91% |
False |
False |
50,233 |
| 100 |
107.29 |
79.12 |
28.17 |
29.0% |
2.22 |
2.3% |
64% |
False |
False |
49,690 |
| 120 |
110.02 |
79.12 |
30.90 |
31.8% |
2.16 |
2.2% |
58% |
False |
False |
48,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.49 |
|
2.618 |
104.21 |
|
1.618 |
101.59 |
|
1.000 |
99.97 |
|
0.618 |
98.97 |
|
HIGH |
97.35 |
|
0.618 |
96.35 |
|
0.500 |
96.04 |
|
0.382 |
95.73 |
|
LOW |
94.73 |
|
0.618 |
93.11 |
|
1.000 |
92.11 |
|
1.618 |
90.49 |
|
2.618 |
87.87 |
|
4.250 |
83.60 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.72 |
96.88 |
| PP |
96.38 |
96.70 |
| S1 |
96.04 |
96.52 |
|