NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.88 |
96.31 |
-1.57 |
-1.6% |
97.32 |
| High |
98.07 |
97.05 |
-1.02 |
-1.0% |
101.19 |
| Low |
96.10 |
92.16 |
-3.94 |
-4.1% |
96.54 |
| Close |
96.25 |
92.91 |
-3.34 |
-3.5% |
99.95 |
| Range |
1.97 |
4.89 |
2.92 |
148.2% |
4.65 |
| ATR |
2.05 |
2.25 |
0.20 |
9.9% |
0.00 |
| Volume |
25,488 |
18,030 |
-7,458 |
-29.3% |
129,905 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.71 |
105.70 |
95.60 |
|
| R3 |
103.82 |
100.81 |
94.25 |
|
| R2 |
98.93 |
98.93 |
93.81 |
|
| R1 |
95.92 |
95.92 |
93.36 |
94.98 |
| PP |
94.04 |
94.04 |
94.04 |
93.57 |
| S1 |
91.03 |
91.03 |
92.46 |
90.09 |
| S2 |
89.15 |
89.15 |
92.01 |
|
| S3 |
84.26 |
86.14 |
91.57 |
|
| S4 |
79.37 |
81.25 |
90.22 |
|
|
| 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 |
92.16 |
9.03 |
9.7% |
3.12 |
3.4% |
8% |
False |
True |
29,627 |
| 10 |
101.19 |
92.16 |
9.03 |
9.7% |
2.48 |
2.7% |
8% |
False |
True |
26,610 |
| 20 |
101.19 |
92.16 |
9.03 |
9.7% |
2.16 |
2.3% |
8% |
False |
True |
21,945 |
| 40 |
101.19 |
88.25 |
12.94 |
13.9% |
1.97 |
2.1% |
36% |
False |
False |
18,306 |
| 60 |
101.19 |
79.69 |
21.50 |
23.1% |
2.08 |
2.2% |
61% |
False |
False |
15,777 |
| 80 |
101.19 |
79.69 |
21.50 |
23.1% |
2.14 |
2.3% |
61% |
False |
False |
13,854 |
| 100 |
107.14 |
79.69 |
27.45 |
29.5% |
2.04 |
2.2% |
48% |
False |
False |
12,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.83 |
|
2.618 |
109.85 |
|
1.618 |
104.96 |
|
1.000 |
101.94 |
|
0.618 |
100.07 |
|
HIGH |
97.05 |
|
0.618 |
95.18 |
|
0.500 |
94.61 |
|
0.382 |
94.03 |
|
LOW |
92.16 |
|
0.618 |
89.14 |
|
1.000 |
87.27 |
|
1.618 |
84.25 |
|
2.618 |
79.36 |
|
4.250 |
71.38 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.61 |
96.26 |
| PP |
94.04 |
95.14 |
| S1 |
93.48 |
94.03 |
|