NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
97.51 |
98.63 |
1.12 |
1.1% |
96.90 |
High |
99.19 |
101.01 |
1.82 |
1.8% |
101.01 |
Low |
97.14 |
98.63 |
1.49 |
1.5% |
96.04 |
Close |
98.92 |
99.63 |
0.71 |
0.7% |
99.63 |
Range |
2.05 |
2.38 |
0.33 |
16.1% |
4.97 |
ATR |
1.96 |
1.99 |
0.03 |
1.5% |
0.00 |
Volume |
64,944 |
112,404 |
47,460 |
73.1% |
365,476 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.90 |
105.64 |
100.94 |
|
R3 |
104.52 |
103.26 |
100.28 |
|
R2 |
102.14 |
102.14 |
100.07 |
|
R1 |
100.88 |
100.88 |
99.85 |
101.51 |
PP |
99.76 |
99.76 |
99.76 |
100.07 |
S1 |
98.50 |
98.50 |
99.41 |
99.13 |
S2 |
97.38 |
97.38 |
99.19 |
|
S3 |
95.00 |
96.12 |
98.98 |
|
S4 |
92.62 |
93.74 |
98.32 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.80 |
111.69 |
102.36 |
|
R3 |
108.83 |
106.72 |
101.00 |
|
R2 |
103.86 |
103.86 |
100.54 |
|
R1 |
101.75 |
101.75 |
100.09 |
102.81 |
PP |
98.89 |
98.89 |
98.89 |
99.42 |
S1 |
96.78 |
96.78 |
99.17 |
97.84 |
S2 |
93.92 |
93.92 |
98.72 |
|
S3 |
88.95 |
91.81 |
98.26 |
|
S4 |
83.98 |
86.84 |
96.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.01 |
96.04 |
4.97 |
5.0% |
1.71 |
1.7% |
72% |
True |
False |
73,095 |
10 |
101.01 |
94.73 |
6.28 |
6.3% |
2.06 |
2.1% |
78% |
True |
False |
71,095 |
20 |
101.01 |
94.63 |
6.38 |
6.4% |
1.90 |
1.9% |
78% |
True |
False |
62,979 |
40 |
101.01 |
87.84 |
13.17 |
13.2% |
2.01 |
2.0% |
90% |
True |
False |
57,313 |
60 |
101.01 |
79.12 |
21.89 |
22.0% |
2.21 |
2.2% |
94% |
True |
False |
54,237 |
80 |
101.01 |
79.12 |
21.89 |
22.0% |
2.30 |
2.3% |
94% |
True |
False |
52,130 |
100 |
107.29 |
79.12 |
28.17 |
28.3% |
2.23 |
2.2% |
73% |
False |
False |
51,125 |
120 |
109.39 |
79.12 |
30.27 |
30.4% |
2.16 |
2.2% |
68% |
False |
False |
49,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.13 |
2.618 |
107.24 |
1.618 |
104.86 |
1.000 |
103.39 |
0.618 |
102.48 |
HIGH |
101.01 |
0.618 |
100.10 |
0.500 |
99.82 |
0.382 |
99.54 |
LOW |
98.63 |
0.618 |
97.16 |
1.000 |
96.25 |
1.618 |
94.78 |
2.618 |
92.40 |
4.250 |
88.52 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
99.82 |
99.42 |
PP |
99.76 |
99.20 |
S1 |
99.69 |
98.99 |
|