NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
92.36 |
91.20 |
-1.16 |
-1.3% |
99.80 |
| High |
93.51 |
91.65 |
-1.86 |
-2.0% |
100.10 |
| Low |
90.90 |
89.30 |
-1.60 |
-1.8% |
91.26 |
| Close |
91.71 |
90.34 |
-1.37 |
-1.5% |
93.21 |
| Range |
2.61 |
2.35 |
-0.26 |
-10.0% |
8.84 |
| ATR |
2.30 |
2.30 |
0.01 |
0.4% |
0.00 |
| Volume |
50,012 |
62,670 |
12,658 |
25.3% |
428,037 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.48 |
96.26 |
91.63 |
|
| R3 |
95.13 |
93.91 |
90.99 |
|
| R2 |
92.78 |
92.78 |
90.77 |
|
| R1 |
91.56 |
91.56 |
90.56 |
91.00 |
| PP |
90.43 |
90.43 |
90.43 |
90.15 |
| S1 |
89.21 |
89.21 |
90.12 |
88.65 |
| S2 |
88.08 |
88.08 |
89.91 |
|
| S3 |
85.73 |
86.86 |
89.69 |
|
| S4 |
83.38 |
84.51 |
89.05 |
|
|
| 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 |
94.15 |
89.30 |
4.85 |
5.4% |
2.06 |
2.3% |
21% |
False |
True |
68,794 |
| 10 |
101.01 |
89.30 |
11.71 |
13.0% |
2.66 |
2.9% |
9% |
False |
True |
77,832 |
| 20 |
101.01 |
89.30 |
11.71 |
13.0% |
2.29 |
2.5% |
9% |
False |
True |
70,322 |
| 40 |
101.01 |
88.05 |
12.96 |
14.3% |
2.12 |
2.3% |
18% |
False |
False |
64,065 |
| 60 |
101.01 |
85.10 |
15.91 |
17.6% |
2.18 |
2.4% |
33% |
False |
False |
57,195 |
| 80 |
101.01 |
79.12 |
21.89 |
24.2% |
2.33 |
2.6% |
51% |
False |
False |
55,111 |
| 100 |
101.01 |
79.12 |
21.89 |
24.2% |
2.30 |
2.5% |
51% |
False |
False |
53,356 |
| 120 |
107.29 |
79.12 |
28.17 |
31.2% |
2.20 |
2.4% |
40% |
False |
False |
51,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.64 |
|
2.618 |
97.80 |
|
1.618 |
95.45 |
|
1.000 |
94.00 |
|
0.618 |
93.10 |
|
HIGH |
91.65 |
|
0.618 |
90.75 |
|
0.500 |
90.48 |
|
0.382 |
90.20 |
|
LOW |
89.30 |
|
0.618 |
87.85 |
|
1.000 |
86.95 |
|
1.618 |
85.50 |
|
2.618 |
83.15 |
|
4.250 |
79.31 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.48 |
91.41 |
| PP |
90.43 |
91.05 |
| S1 |
90.39 |
90.70 |
|