NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
91.20 |
90.58 |
-0.62 |
-0.7% |
99.80 |
| High |
91.65 |
92.75 |
1.10 |
1.2% |
100.10 |
| Low |
89.30 |
90.27 |
0.97 |
1.1% |
91.26 |
| Close |
90.34 |
92.21 |
1.87 |
2.1% |
93.21 |
| Range |
2.35 |
2.48 |
0.13 |
5.5% |
8.84 |
| ATR |
2.30 |
2.32 |
0.01 |
0.5% |
0.00 |
| Volume |
62,670 |
99,902 |
37,232 |
59.4% |
428,037 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.18 |
98.18 |
93.57 |
|
| R3 |
96.70 |
95.70 |
92.89 |
|
| R2 |
94.22 |
94.22 |
92.66 |
|
| R1 |
93.22 |
93.22 |
92.44 |
93.72 |
| PP |
91.74 |
91.74 |
91.74 |
92.00 |
| S1 |
90.74 |
90.74 |
91.98 |
91.24 |
| S2 |
89.26 |
89.26 |
91.76 |
|
| S3 |
86.78 |
88.26 |
91.53 |
|
| S4 |
84.30 |
85.78 |
90.85 |
|
|
| 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 |
5.3% |
2.12 |
2.3% |
60% |
False |
False |
69,311 |
| 10 |
101.01 |
89.30 |
11.71 |
12.7% |
2.70 |
2.9% |
25% |
False |
False |
81,328 |
| 20 |
101.01 |
89.30 |
11.71 |
12.7% |
2.34 |
2.5% |
25% |
False |
False |
72,863 |
| 40 |
101.01 |
88.05 |
12.96 |
14.1% |
2.14 |
2.3% |
32% |
False |
False |
65,464 |
| 60 |
101.01 |
85.43 |
15.58 |
16.9% |
2.15 |
2.3% |
44% |
False |
False |
58,188 |
| 80 |
101.01 |
79.12 |
21.89 |
23.7% |
2.34 |
2.5% |
60% |
False |
False |
55,655 |
| 100 |
101.01 |
79.12 |
21.89 |
23.7% |
2.30 |
2.5% |
60% |
False |
False |
53,452 |
| 120 |
107.29 |
79.12 |
28.17 |
30.5% |
2.21 |
2.4% |
46% |
False |
False |
52,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.29 |
|
2.618 |
99.24 |
|
1.618 |
96.76 |
|
1.000 |
95.23 |
|
0.618 |
94.28 |
|
HIGH |
92.75 |
|
0.618 |
91.80 |
|
0.500 |
91.51 |
|
0.382 |
91.22 |
|
LOW |
90.27 |
|
0.618 |
88.74 |
|
1.000 |
87.79 |
|
1.618 |
86.26 |
|
2.618 |
83.78 |
|
4.250 |
79.73 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.98 |
91.94 |
| PP |
91.74 |
91.67 |
| S1 |
91.51 |
91.41 |
|