NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.92 |
95.93 |
-0.99 |
-1.0% |
97.56 |
| High |
98.52 |
97.70 |
-0.82 |
-0.8% |
98.52 |
| Low |
95.75 |
95.19 |
-0.56 |
-0.6% |
95.19 |
| Close |
96.59 |
97.50 |
0.91 |
0.9% |
97.50 |
| Range |
2.77 |
2.51 |
-0.26 |
-9.4% |
3.33 |
| ATR |
1.91 |
1.95 |
0.04 |
2.2% |
0.00 |
| Volume |
22,935 |
25,204 |
2,269 |
9.9% |
88,499 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.33 |
103.42 |
98.88 |
|
| R3 |
101.82 |
100.91 |
98.19 |
|
| R2 |
99.31 |
99.31 |
97.96 |
|
| R1 |
98.40 |
98.40 |
97.73 |
98.86 |
| PP |
96.80 |
96.80 |
96.80 |
97.02 |
| S1 |
95.89 |
95.89 |
97.27 |
96.35 |
| S2 |
94.29 |
94.29 |
97.04 |
|
| S3 |
91.78 |
93.38 |
96.81 |
|
| S4 |
89.27 |
90.87 |
96.12 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.06 |
105.61 |
99.33 |
|
| R3 |
103.73 |
102.28 |
98.42 |
|
| R2 |
100.40 |
100.40 |
98.11 |
|
| R1 |
98.95 |
98.95 |
97.81 |
98.01 |
| PP |
97.07 |
97.07 |
97.07 |
96.60 |
| S1 |
95.62 |
95.62 |
97.19 |
94.68 |
| S2 |
93.74 |
93.74 |
96.89 |
|
| S3 |
90.41 |
92.29 |
96.58 |
|
| S4 |
87.08 |
88.96 |
95.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.52 |
95.19 |
3.33 |
3.4% |
2.23 |
2.3% |
69% |
False |
True |
21,525 |
| 10 |
98.64 |
95.13 |
3.51 |
3.6% |
2.01 |
2.1% |
68% |
False |
False |
17,995 |
| 20 |
99.38 |
93.13 |
6.25 |
6.4% |
1.80 |
1.8% |
70% |
False |
False |
17,696 |
| 40 |
99.38 |
87.99 |
11.39 |
11.7% |
1.85 |
1.9% |
83% |
False |
False |
15,188 |
| 60 |
99.38 |
79.69 |
19.69 |
20.2% |
2.04 |
2.1% |
90% |
False |
False |
13,289 |
| 80 |
99.38 |
79.69 |
19.69 |
20.2% |
2.04 |
2.1% |
90% |
False |
False |
11,587 |
| 100 |
107.14 |
79.69 |
27.45 |
28.2% |
1.92 |
2.0% |
65% |
False |
False |
10,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.37 |
|
2.618 |
104.27 |
|
1.618 |
101.76 |
|
1.000 |
100.21 |
|
0.618 |
99.25 |
|
HIGH |
97.70 |
|
0.618 |
96.74 |
|
0.500 |
96.45 |
|
0.382 |
96.15 |
|
LOW |
95.19 |
|
0.618 |
93.64 |
|
1.000 |
92.68 |
|
1.618 |
91.13 |
|
2.618 |
88.62 |
|
4.250 |
84.52 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.15 |
97.29 |
| PP |
96.80 |
97.07 |
| S1 |
96.45 |
96.86 |
|