NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
90.58 |
92.70 |
2.12 |
2.3% |
93.31 |
| High |
92.75 |
93.06 |
0.31 |
0.3% |
93.51 |
| Low |
90.27 |
91.78 |
1.51 |
1.7% |
89.30 |
| Close |
92.21 |
92.56 |
0.35 |
0.4% |
92.56 |
| Range |
2.48 |
1.28 |
-1.20 |
-48.4% |
4.21 |
| ATR |
2.32 |
2.24 |
-0.07 |
-3.2% |
0.00 |
| Volume |
99,902 |
84,603 |
-15,299 |
-15.3% |
357,446 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.31 |
95.71 |
93.26 |
|
| R3 |
95.03 |
94.43 |
92.91 |
|
| R2 |
93.75 |
93.75 |
92.79 |
|
| R1 |
93.15 |
93.15 |
92.68 |
92.81 |
| PP |
92.47 |
92.47 |
92.47 |
92.30 |
| S1 |
91.87 |
91.87 |
92.44 |
91.53 |
| S2 |
91.19 |
91.19 |
92.33 |
|
| S3 |
89.91 |
90.59 |
92.21 |
|
| S4 |
88.63 |
89.31 |
91.86 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.42 |
102.70 |
94.88 |
|
| R3 |
100.21 |
98.49 |
93.72 |
|
| R2 |
96.00 |
96.00 |
93.33 |
|
| R1 |
94.28 |
94.28 |
92.95 |
93.04 |
| PP |
91.79 |
91.79 |
91.79 |
91.17 |
| S1 |
90.07 |
90.07 |
92.17 |
88.83 |
| S2 |
87.58 |
87.58 |
91.79 |
|
| S3 |
83.37 |
85.86 |
91.40 |
|
| S4 |
79.16 |
81.65 |
90.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.51 |
89.30 |
4.21 |
4.5% |
2.13 |
2.3% |
77% |
False |
False |
71,489 |
| 10 |
100.10 |
89.30 |
10.80 |
11.7% |
2.59 |
2.8% |
30% |
False |
False |
78,548 |
| 20 |
101.01 |
89.30 |
11.71 |
12.7% |
2.32 |
2.5% |
28% |
False |
False |
74,821 |
| 40 |
101.01 |
88.38 |
12.63 |
13.6% |
2.10 |
2.3% |
33% |
False |
False |
66,318 |
| 60 |
101.01 |
85.43 |
15.58 |
16.8% |
2.13 |
2.3% |
46% |
False |
False |
58,636 |
| 80 |
101.01 |
79.12 |
21.89 |
23.6% |
2.33 |
2.5% |
61% |
False |
False |
56,074 |
| 100 |
101.01 |
79.12 |
21.89 |
23.6% |
2.29 |
2.5% |
61% |
False |
False |
53,791 |
| 120 |
107.29 |
79.12 |
28.17 |
30.4% |
2.20 |
2.4% |
48% |
False |
False |
52,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.50 |
|
2.618 |
96.41 |
|
1.618 |
95.13 |
|
1.000 |
94.34 |
|
0.618 |
93.85 |
|
HIGH |
93.06 |
|
0.618 |
92.57 |
|
0.500 |
92.42 |
|
0.382 |
92.27 |
|
LOW |
91.78 |
|
0.618 |
90.99 |
|
1.000 |
90.50 |
|
1.618 |
89.71 |
|
2.618 |
88.43 |
|
4.250 |
86.34 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.51 |
92.10 |
| PP |
92.47 |
91.64 |
| S1 |
92.42 |
91.18 |
|