NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.31 |
92.36 |
-0.95 |
-1.0% |
99.80 |
| High |
93.31 |
93.51 |
0.20 |
0.2% |
100.10 |
| Low |
91.38 |
90.90 |
-0.48 |
-0.5% |
91.26 |
| Close |
92.25 |
91.71 |
-0.54 |
-0.6% |
93.21 |
| Range |
1.93 |
2.61 |
0.68 |
35.2% |
8.84 |
| ATR |
2.27 |
2.30 |
0.02 |
1.1% |
0.00 |
| Volume |
60,259 |
50,012 |
-10,247 |
-17.0% |
428,037 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.87 |
98.40 |
93.15 |
|
| R3 |
97.26 |
95.79 |
92.43 |
|
| R2 |
94.65 |
94.65 |
92.19 |
|
| R1 |
93.18 |
93.18 |
91.95 |
92.61 |
| PP |
92.04 |
92.04 |
92.04 |
91.76 |
| S1 |
90.57 |
90.57 |
91.47 |
90.00 |
| S2 |
89.43 |
89.43 |
91.23 |
|
| S3 |
86.82 |
87.96 |
90.99 |
|
| S4 |
84.21 |
85.35 |
90.27 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.38 |
116.13 |
98.07 |
|
| R3 |
112.54 |
107.29 |
95.64 |
|
| R2 |
103.70 |
103.70 |
94.83 |
|
| R1 |
98.45 |
98.45 |
94.02 |
96.66 |
| PP |
94.86 |
94.86 |
94.86 |
93.96 |
| S1 |
89.61 |
89.61 |
92.40 |
87.82 |
| S2 |
86.02 |
86.02 |
91.59 |
|
| S3 |
77.18 |
80.77 |
90.78 |
|
| S4 |
68.34 |
71.93 |
88.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.77 |
90.90 |
5.87 |
6.4% |
2.57 |
2.8% |
14% |
False |
True |
69,364 |
| 10 |
101.01 |
90.90 |
10.11 |
11.0% |
2.59 |
2.8% |
8% |
False |
True |
77,708 |
| 20 |
101.01 |
90.90 |
10.11 |
11.0% |
2.24 |
2.4% |
8% |
False |
True |
70,223 |
| 40 |
101.01 |
88.05 |
12.96 |
14.1% |
2.14 |
2.3% |
28% |
False |
False |
63,136 |
| 60 |
101.01 |
83.79 |
17.22 |
18.8% |
2.19 |
2.4% |
46% |
False |
False |
57,304 |
| 80 |
101.01 |
79.12 |
21.89 |
23.9% |
2.34 |
2.6% |
58% |
False |
False |
55,133 |
| 100 |
103.94 |
79.12 |
24.82 |
27.1% |
2.33 |
2.5% |
51% |
False |
False |
53,402 |
| 120 |
107.29 |
79.12 |
28.17 |
30.7% |
2.20 |
2.4% |
45% |
False |
False |
51,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.60 |
|
2.618 |
100.34 |
|
1.618 |
97.73 |
|
1.000 |
96.12 |
|
0.618 |
95.12 |
|
HIGH |
93.51 |
|
0.618 |
92.51 |
|
0.500 |
92.21 |
|
0.382 |
91.90 |
|
LOW |
90.90 |
|
0.618 |
89.29 |
|
1.000 |
88.29 |
|
1.618 |
86.68 |
|
2.618 |
84.07 |
|
4.250 |
79.81 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.21 |
92.53 |
| PP |
92.04 |
92.25 |
| S1 |
91.88 |
91.98 |
|