NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.90 |
96.93 |
0.03 |
0.0% |
97.07 |
| High |
97.29 |
97.94 |
0.65 |
0.7% |
98.30 |
| Low |
96.04 |
96.77 |
0.73 |
0.8% |
94.73 |
| Close |
97.21 |
97.82 |
0.61 |
0.6% |
97.06 |
| Range |
1.25 |
1.17 |
-0.08 |
-6.4% |
3.57 |
| ATR |
2.03 |
1.97 |
-0.06 |
-3.0% |
0.00 |
| Volume |
71,937 |
54,762 |
-17,175 |
-23.9% |
296,546 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.02 |
100.59 |
98.46 |
|
| R3 |
99.85 |
99.42 |
98.14 |
|
| R2 |
98.68 |
98.68 |
98.03 |
|
| R1 |
98.25 |
98.25 |
97.93 |
98.47 |
| PP |
97.51 |
97.51 |
97.51 |
97.62 |
| S1 |
97.08 |
97.08 |
97.71 |
97.30 |
| S2 |
96.34 |
96.34 |
97.61 |
|
| S3 |
95.17 |
95.91 |
97.50 |
|
| S4 |
94.00 |
94.74 |
97.18 |
|
|
| 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 |
3.6% |
1.96 |
2.0% |
87% |
False |
False |
71,161 |
| 10 |
98.30 |
94.63 |
3.67 |
3.8% |
1.89 |
1.9% |
87% |
False |
False |
62,737 |
| 20 |
98.94 |
93.61 |
5.33 |
5.4% |
1.85 |
1.9% |
79% |
False |
False |
61,360 |
| 40 |
98.94 |
87.84 |
11.10 |
11.3% |
2.00 |
2.0% |
90% |
False |
False |
55,011 |
| 60 |
98.94 |
79.12 |
19.82 |
20.3% |
2.26 |
2.3% |
94% |
False |
False |
51,966 |
| 80 |
98.94 |
79.12 |
19.82 |
20.3% |
2.29 |
2.3% |
94% |
False |
False |
50,642 |
| 100 |
107.29 |
79.12 |
28.17 |
28.8% |
2.21 |
2.3% |
66% |
False |
False |
49,817 |
| 120 |
110.02 |
79.12 |
30.90 |
31.6% |
2.16 |
2.2% |
61% |
False |
False |
48,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.91 |
|
2.618 |
101.00 |
|
1.618 |
99.83 |
|
1.000 |
99.11 |
|
0.618 |
98.66 |
|
HIGH |
97.94 |
|
0.618 |
97.49 |
|
0.500 |
97.36 |
|
0.382 |
97.22 |
|
LOW |
96.77 |
|
0.618 |
96.05 |
|
1.000 |
95.60 |
|
1.618 |
94.88 |
|
2.618 |
93.71 |
|
4.250 |
91.80 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.67 |
97.33 |
| PP |
97.51 |
96.83 |
| S1 |
97.36 |
96.34 |
|