NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
99.80 |
97.27 |
-2.53 |
-2.5% |
96.90 |
| High |
100.10 |
97.84 |
-2.26 |
-2.3% |
101.01 |
| Low |
95.29 |
95.73 |
0.44 |
0.5% |
96.04 |
| Close |
97.25 |
95.92 |
-1.33 |
-1.4% |
99.63 |
| Range |
4.81 |
2.11 |
-2.70 |
-56.1% |
4.97 |
| ATR |
2.19 |
2.19 |
-0.01 |
-0.3% |
0.00 |
| Volume |
106,498 |
84,988 |
-21,510 |
-20.2% |
365,476 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.83 |
101.48 |
97.08 |
|
| R3 |
100.72 |
99.37 |
96.50 |
|
| R2 |
98.61 |
98.61 |
96.31 |
|
| R1 |
97.26 |
97.26 |
96.11 |
96.88 |
| PP |
96.50 |
96.50 |
96.50 |
96.31 |
| S1 |
95.15 |
95.15 |
95.73 |
94.77 |
| S2 |
94.39 |
94.39 |
95.53 |
|
| S3 |
92.28 |
93.04 |
95.34 |
|
| S4 |
90.17 |
90.93 |
94.76 |
|
|
| 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 |
95.29 |
5.72 |
6.0% |
2.61 |
2.7% |
11% |
False |
False |
86,052 |
| 10 |
101.01 |
94.73 |
6.28 |
6.5% |
2.29 |
2.4% |
19% |
False |
False |
78,607 |
| 20 |
101.01 |
94.63 |
6.38 |
6.7% |
2.11 |
2.2% |
20% |
False |
False |
66,989 |
| 40 |
101.01 |
87.84 |
13.17 |
13.7% |
2.05 |
2.1% |
61% |
False |
False |
59,134 |
| 60 |
101.01 |
79.12 |
21.89 |
22.8% |
2.23 |
2.3% |
77% |
False |
False |
54,968 |
| 80 |
101.01 |
79.12 |
21.89 |
22.8% |
2.34 |
2.4% |
77% |
False |
False |
53,355 |
| 100 |
107.29 |
79.12 |
28.17 |
29.4% |
2.27 |
2.4% |
60% |
False |
False |
52,165 |
| 120 |
107.81 |
79.12 |
28.69 |
29.9% |
2.19 |
2.3% |
59% |
False |
False |
50,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.81 |
|
2.618 |
103.36 |
|
1.618 |
101.25 |
|
1.000 |
99.95 |
|
0.618 |
99.14 |
|
HIGH |
97.84 |
|
0.618 |
97.03 |
|
0.500 |
96.79 |
|
0.382 |
96.54 |
|
LOW |
95.73 |
|
0.618 |
94.43 |
|
1.000 |
93.62 |
|
1.618 |
92.32 |
|
2.618 |
90.21 |
|
4.250 |
86.76 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.79 |
98.15 |
| PP |
96.50 |
97.41 |
| S1 |
96.21 |
96.66 |
|