NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.93 |
97.50 |
0.57 |
0.6% |
97.07 |
| High |
97.94 |
98.69 |
0.75 |
0.8% |
98.30 |
| Low |
96.77 |
96.97 |
0.20 |
0.2% |
94.73 |
| Close |
97.82 |
97.66 |
-0.16 |
-0.2% |
97.06 |
| Range |
1.17 |
1.72 |
0.55 |
47.0% |
3.57 |
| ATR |
1.97 |
1.96 |
-0.02 |
-0.9% |
0.00 |
| Volume |
54,762 |
61,429 |
6,667 |
12.2% |
296,546 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.93 |
102.02 |
98.61 |
|
| R3 |
101.21 |
100.30 |
98.13 |
|
| R2 |
99.49 |
99.49 |
97.98 |
|
| R1 |
98.58 |
98.58 |
97.82 |
99.04 |
| PP |
97.77 |
97.77 |
97.77 |
98.00 |
| S1 |
96.86 |
96.86 |
97.50 |
97.32 |
| S2 |
96.05 |
96.05 |
97.34 |
|
| S3 |
94.33 |
95.14 |
97.19 |
|
| S4 |
92.61 |
93.42 |
96.71 |
|
|
| 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 |
98.69 |
94.73 |
3.96 |
4.1% |
1.96 |
2.0% |
74% |
True |
False |
69,078 |
| 10 |
98.69 |
94.63 |
4.06 |
4.2% |
1.93 |
2.0% |
75% |
True |
False |
62,811 |
| 20 |
98.94 |
93.81 |
5.13 |
5.3% |
1.87 |
1.9% |
75% |
False |
False |
61,741 |
| 40 |
98.94 |
87.84 |
11.10 |
11.4% |
2.00 |
2.0% |
88% |
False |
False |
55,445 |
| 60 |
98.94 |
79.12 |
19.82 |
20.3% |
2.23 |
2.3% |
94% |
False |
False |
52,519 |
| 80 |
98.94 |
79.12 |
19.82 |
20.3% |
2.29 |
2.3% |
94% |
False |
False |
50,805 |
| 100 |
107.29 |
79.12 |
28.17 |
28.8% |
2.21 |
2.3% |
66% |
False |
False |
50,034 |
| 120 |
110.02 |
79.12 |
30.90 |
31.6% |
2.15 |
2.2% |
60% |
False |
False |
48,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.00 |
|
2.618 |
103.19 |
|
1.618 |
101.47 |
|
1.000 |
100.41 |
|
0.618 |
99.75 |
|
HIGH |
98.69 |
|
0.618 |
98.03 |
|
0.500 |
97.83 |
|
0.382 |
97.63 |
|
LOW |
96.97 |
|
0.618 |
95.91 |
|
1.000 |
95.25 |
|
1.618 |
94.19 |
|
2.618 |
92.47 |
|
4.250 |
89.66 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.83 |
97.56 |
| PP |
97.77 |
97.46 |
| S1 |
97.72 |
97.37 |
|