NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
97.56 |
96.46 |
-1.10 |
-1.1% |
97.86 |
High |
98.33 |
97.03 |
-1.30 |
-1.3% |
98.64 |
Low |
96.16 |
95.45 |
-0.71 |
-0.7% |
95.13 |
Close |
96.43 |
96.49 |
0.06 |
0.1% |
97.49 |
Range |
2.17 |
1.58 |
-0.59 |
-27.2% |
3.51 |
ATR |
1.87 |
1.85 |
-0.02 |
-1.1% |
0.00 |
Volume |
15,414 |
24,946 |
9,532 |
61.8% |
77,386 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.06 |
100.36 |
97.36 |
|
R3 |
99.48 |
98.78 |
96.92 |
|
R2 |
97.90 |
97.90 |
96.78 |
|
R1 |
97.20 |
97.20 |
96.63 |
97.55 |
PP |
96.32 |
96.32 |
96.32 |
96.50 |
S1 |
95.62 |
95.62 |
96.35 |
95.97 |
S2 |
94.74 |
94.74 |
96.20 |
|
S3 |
93.16 |
94.04 |
96.06 |
|
S4 |
91.58 |
92.46 |
95.62 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.62 |
106.06 |
99.42 |
|
R3 |
104.11 |
102.55 |
98.46 |
|
R2 |
100.60 |
100.60 |
98.13 |
|
R1 |
99.04 |
99.04 |
97.81 |
98.07 |
PP |
97.09 |
97.09 |
97.09 |
96.60 |
S1 |
95.53 |
95.53 |
97.17 |
94.56 |
S2 |
93.58 |
93.58 |
96.85 |
|
S3 |
90.07 |
92.02 |
96.52 |
|
S4 |
86.56 |
88.51 |
95.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.33 |
95.13 |
3.20 |
3.3% |
1.78 |
1.8% |
43% |
False |
False |
17,822 |
10 |
99.38 |
95.13 |
4.25 |
4.4% |
1.84 |
1.9% |
32% |
False |
False |
17,280 |
20 |
99.38 |
93.13 |
6.25 |
6.5% |
1.66 |
1.7% |
54% |
False |
False |
17,373 |
40 |
99.38 |
86.38 |
13.00 |
13.5% |
1.83 |
1.9% |
78% |
False |
False |
14,523 |
60 |
99.38 |
79.69 |
19.69 |
20.4% |
2.01 |
2.1% |
85% |
False |
False |
12,697 |
80 |
99.38 |
79.69 |
19.69 |
20.4% |
2.01 |
2.1% |
85% |
False |
False |
11,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.75 |
2.618 |
101.17 |
1.618 |
99.59 |
1.000 |
98.61 |
0.618 |
98.01 |
HIGH |
97.03 |
0.618 |
96.43 |
0.500 |
96.24 |
0.382 |
96.05 |
LOW |
95.45 |
0.618 |
94.47 |
1.000 |
93.87 |
1.618 |
92.89 |
2.618 |
91.31 |
4.250 |
88.74 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
96.41 |
96.89 |
PP |
96.32 |
96.76 |
S1 |
96.24 |
96.62 |
|