NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
99.16 |
100.06 |
0.90 |
0.9% |
97.32 |
| High |
101.19 |
100.36 |
-0.83 |
-0.8% |
101.19 |
| Low |
99.13 |
95.67 |
-3.46 |
-3.5% |
96.54 |
| Close |
99.95 |
97.59 |
-2.36 |
-2.4% |
99.95 |
| Range |
2.06 |
4.69 |
2.63 |
127.7% |
4.65 |
| ATR |
1.85 |
2.06 |
0.20 |
10.9% |
0.00 |
| Volume |
39,129 |
44,540 |
5,411 |
13.8% |
129,905 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.94 |
109.46 |
100.17 |
|
| R3 |
107.25 |
104.77 |
98.88 |
|
| R2 |
102.56 |
102.56 |
98.45 |
|
| R1 |
100.08 |
100.08 |
98.02 |
98.98 |
| PP |
97.87 |
97.87 |
97.87 |
97.32 |
| S1 |
95.39 |
95.39 |
97.16 |
94.29 |
| S2 |
93.18 |
93.18 |
96.73 |
|
| S3 |
88.49 |
90.70 |
96.30 |
|
| S4 |
83.80 |
86.01 |
95.01 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.18 |
111.21 |
102.51 |
|
| R3 |
108.53 |
106.56 |
101.23 |
|
| R2 |
103.88 |
103.88 |
100.80 |
|
| R1 |
101.91 |
101.91 |
100.38 |
102.90 |
| PP |
99.23 |
99.23 |
99.23 |
99.72 |
| S1 |
97.26 |
97.26 |
99.52 |
98.25 |
| S2 |
94.58 |
94.58 |
99.10 |
|
| S3 |
89.93 |
92.61 |
98.67 |
|
| S4 |
85.28 |
87.96 |
97.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.19 |
95.67 |
5.52 |
5.7% |
2.28 |
2.3% |
35% |
False |
True |
31,296 |
| 10 |
101.19 |
95.19 |
6.00 |
6.1% |
2.17 |
2.2% |
40% |
False |
False |
26,294 |
| 20 |
101.19 |
95.13 |
6.06 |
6.2% |
1.96 |
2.0% |
41% |
False |
False |
20,972 |
| 40 |
101.19 |
88.25 |
12.94 |
13.3% |
1.91 |
2.0% |
72% |
False |
False |
17,741 |
| 60 |
101.19 |
79.69 |
21.50 |
22.0% |
2.02 |
2.1% |
83% |
False |
False |
15,466 |
| 80 |
101.19 |
79.69 |
21.50 |
22.0% |
2.07 |
2.1% |
83% |
False |
False |
13,441 |
| 100 |
107.14 |
79.69 |
27.45 |
28.1% |
1.98 |
2.0% |
65% |
False |
False |
11,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.29 |
|
2.618 |
112.64 |
|
1.618 |
107.95 |
|
1.000 |
105.05 |
|
0.618 |
103.26 |
|
HIGH |
100.36 |
|
0.618 |
98.57 |
|
0.500 |
98.02 |
|
0.382 |
97.46 |
|
LOW |
95.67 |
|
0.618 |
92.77 |
|
1.000 |
90.98 |
|
1.618 |
88.08 |
|
2.618 |
83.39 |
|
4.250 |
75.74 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.02 |
98.43 |
| PP |
97.87 |
98.15 |
| S1 |
97.73 |
97.87 |
|