NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.31 |
92.76 |
-3.55 |
-3.7% |
97.32 |
| High |
97.05 |
93.75 |
-3.30 |
-3.4% |
101.19 |
| Low |
92.16 |
91.60 |
-0.56 |
-0.6% |
96.54 |
| Close |
92.91 |
93.10 |
0.19 |
0.2% |
99.95 |
| Range |
4.89 |
2.15 |
-2.74 |
-56.0% |
4.65 |
| ATR |
2.25 |
2.24 |
-0.01 |
-0.3% |
0.00 |
| Volume |
18,030 |
22,037 |
4,007 |
22.2% |
129,905 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.27 |
98.33 |
94.28 |
|
| R3 |
97.12 |
96.18 |
93.69 |
|
| R2 |
94.97 |
94.97 |
93.49 |
|
| R1 |
94.03 |
94.03 |
93.30 |
94.50 |
| PP |
92.82 |
92.82 |
92.82 |
93.05 |
| S1 |
91.88 |
91.88 |
92.90 |
92.35 |
| S2 |
90.67 |
90.67 |
92.71 |
|
| S3 |
88.52 |
89.73 |
92.51 |
|
| S4 |
86.37 |
87.58 |
91.92 |
|
|
| 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 |
91.60 |
9.59 |
10.3% |
3.15 |
3.4% |
16% |
False |
True |
29,844 |
| 10 |
101.19 |
91.60 |
9.59 |
10.3% |
2.42 |
2.6% |
16% |
False |
True |
26,520 |
| 20 |
101.19 |
91.60 |
9.59 |
10.3% |
2.21 |
2.4% |
16% |
False |
True |
21,902 |
| 40 |
101.19 |
88.60 |
12.59 |
13.5% |
1.96 |
2.1% |
36% |
False |
False |
18,589 |
| 60 |
101.19 |
79.69 |
21.50 |
23.1% |
2.09 |
2.2% |
62% |
False |
False |
16,005 |
| 80 |
101.19 |
79.69 |
21.50 |
23.1% |
2.14 |
2.3% |
62% |
False |
False |
14,106 |
| 100 |
107.14 |
79.69 |
27.45 |
29.5% |
2.05 |
2.2% |
49% |
False |
False |
12,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.89 |
|
2.618 |
99.38 |
|
1.618 |
97.23 |
|
1.000 |
95.90 |
|
0.618 |
95.08 |
|
HIGH |
93.75 |
|
0.618 |
92.93 |
|
0.500 |
92.68 |
|
0.382 |
92.42 |
|
LOW |
91.60 |
|
0.618 |
90.27 |
|
1.000 |
89.45 |
|
1.618 |
88.12 |
|
2.618 |
85.97 |
|
4.250 |
82.46 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.96 |
94.84 |
| PP |
92.82 |
94.26 |
| S1 |
92.68 |
93.68 |
|