NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
95.20 |
96.90 |
1.70 |
1.8% |
97.07 |
| High |
97.35 |
97.29 |
-0.06 |
-0.1% |
98.30 |
| Low |
94.73 |
96.04 |
1.31 |
1.4% |
94.73 |
| Close |
97.06 |
97.21 |
0.15 |
0.2% |
97.06 |
| Range |
2.62 |
1.25 |
-1.37 |
-52.3% |
3.57 |
| ATR |
2.10 |
2.03 |
-0.06 |
-2.9% |
0.00 |
| Volume |
97,628 |
71,937 |
-25,691 |
-26.3% |
296,546 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.60 |
100.15 |
97.90 |
|
| R3 |
99.35 |
98.90 |
97.55 |
|
| R2 |
98.10 |
98.10 |
97.44 |
|
| R1 |
97.65 |
97.65 |
97.32 |
97.88 |
| PP |
96.85 |
96.85 |
96.85 |
96.96 |
| S1 |
96.40 |
96.40 |
97.10 |
96.63 |
| S2 |
95.60 |
95.60 |
96.98 |
|
| S3 |
94.35 |
95.15 |
96.87 |
|
| S4 |
93.10 |
93.90 |
96.52 |
|
|
| 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% |
2.19 |
2.2% |
69% |
False |
False |
73,696 |
| 10 |
98.30 |
94.63 |
3.67 |
3.8% |
2.09 |
2.1% |
70% |
False |
False |
63,378 |
| 20 |
98.94 |
93.04 |
5.90 |
6.1% |
1.89 |
1.9% |
71% |
False |
False |
61,035 |
| 40 |
98.94 |
87.84 |
11.10 |
11.4% |
2.03 |
2.1% |
84% |
False |
False |
54,524 |
| 60 |
98.94 |
79.12 |
19.82 |
20.4% |
2.26 |
2.3% |
91% |
False |
False |
51,686 |
| 80 |
98.94 |
79.12 |
19.82 |
20.4% |
2.30 |
2.4% |
91% |
False |
False |
50,636 |
| 100 |
107.29 |
79.12 |
28.17 |
29.0% |
2.21 |
2.3% |
64% |
False |
False |
49,807 |
| 120 |
110.02 |
79.12 |
30.90 |
31.8% |
2.16 |
2.2% |
59% |
False |
False |
48,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.60 |
|
2.618 |
100.56 |
|
1.618 |
99.31 |
|
1.000 |
98.54 |
|
0.618 |
98.06 |
|
HIGH |
97.29 |
|
0.618 |
96.81 |
|
0.500 |
96.67 |
|
0.382 |
96.52 |
|
LOW |
96.04 |
|
0.618 |
95.27 |
|
1.000 |
94.79 |
|
1.618 |
94.02 |
|
2.618 |
92.77 |
|
4.250 |
90.73 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.03 |
96.98 |
| PP |
96.85 |
96.75 |
| S1 |
96.67 |
96.52 |
|