NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
92.76 |
93.61 |
0.85 |
0.9% |
100.06 |
| High |
93.75 |
94.45 |
0.70 |
0.7% |
100.36 |
| Low |
91.60 |
93.30 |
1.70 |
1.9% |
91.60 |
| Close |
93.10 |
93.58 |
0.48 |
0.5% |
93.58 |
| Range |
2.15 |
1.15 |
-1.00 |
-46.5% |
8.76 |
| ATR |
2.24 |
2.18 |
-0.06 |
-2.8% |
0.00 |
| Volume |
22,037 |
23,521 |
1,484 |
6.7% |
133,616 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.23 |
96.55 |
94.21 |
|
| R3 |
96.08 |
95.40 |
93.90 |
|
| R2 |
94.93 |
94.93 |
93.79 |
|
| R1 |
94.25 |
94.25 |
93.69 |
94.02 |
| PP |
93.78 |
93.78 |
93.78 |
93.66 |
| S1 |
93.10 |
93.10 |
93.47 |
92.87 |
| S2 |
92.63 |
92.63 |
93.37 |
|
| S3 |
91.48 |
91.95 |
93.26 |
|
| S4 |
90.33 |
90.80 |
92.95 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.46 |
116.28 |
98.40 |
|
| R3 |
112.70 |
107.52 |
95.99 |
|
| R2 |
103.94 |
103.94 |
95.19 |
|
| R1 |
98.76 |
98.76 |
94.38 |
96.97 |
| PP |
95.18 |
95.18 |
95.18 |
94.29 |
| S1 |
90.00 |
90.00 |
92.78 |
88.21 |
| S2 |
86.42 |
86.42 |
91.97 |
|
| S3 |
77.66 |
81.24 |
91.17 |
|
| S4 |
68.90 |
72.48 |
88.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.36 |
91.60 |
8.76 |
9.4% |
2.97 |
3.2% |
23% |
False |
False |
26,723 |
| 10 |
101.19 |
91.60 |
9.59 |
10.2% |
2.28 |
2.4% |
21% |
False |
False |
26,352 |
| 20 |
101.19 |
91.60 |
9.59 |
10.2% |
2.14 |
2.3% |
21% |
False |
False |
22,173 |
| 40 |
101.19 |
88.60 |
12.59 |
13.5% |
1.94 |
2.1% |
40% |
False |
False |
18,958 |
| 60 |
101.19 |
79.69 |
21.50 |
23.0% |
2.09 |
2.2% |
65% |
False |
False |
16,191 |
| 80 |
101.19 |
79.69 |
21.50 |
23.0% |
2.12 |
2.3% |
65% |
False |
False |
14,329 |
| 100 |
106.82 |
79.69 |
27.13 |
29.0% |
2.05 |
2.2% |
51% |
False |
False |
12,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.34 |
|
2.618 |
97.46 |
|
1.618 |
96.31 |
|
1.000 |
95.60 |
|
0.618 |
95.16 |
|
HIGH |
94.45 |
|
0.618 |
94.01 |
|
0.500 |
93.88 |
|
0.382 |
93.74 |
|
LOW |
93.30 |
|
0.618 |
92.59 |
|
1.000 |
92.15 |
|
1.618 |
91.44 |
|
2.618 |
90.29 |
|
4.250 |
88.41 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.88 |
94.33 |
| PP |
93.78 |
94.08 |
| S1 |
93.68 |
93.83 |
|