NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.61 |
93.68 |
0.07 |
0.1% |
100.06 |
| High |
94.45 |
93.68 |
-0.77 |
-0.8% |
100.36 |
| Low |
93.30 |
91.76 |
-1.54 |
-1.7% |
91.60 |
| Close |
93.58 |
92.62 |
-0.96 |
-1.0% |
93.58 |
| Range |
1.15 |
1.92 |
0.77 |
67.0% |
8.76 |
| ATR |
2.18 |
2.16 |
-0.02 |
-0.9% |
0.00 |
| Volume |
23,521 |
23,492 |
-29 |
-0.1% |
133,616 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.45 |
97.45 |
93.68 |
|
| R3 |
96.53 |
95.53 |
93.15 |
|
| R2 |
94.61 |
94.61 |
92.97 |
|
| R1 |
93.61 |
93.61 |
92.80 |
93.15 |
| PP |
92.69 |
92.69 |
92.69 |
92.46 |
| S1 |
91.69 |
91.69 |
92.44 |
91.23 |
| S2 |
90.77 |
90.77 |
92.27 |
|
| S3 |
88.85 |
89.77 |
92.09 |
|
| S4 |
86.93 |
87.85 |
91.56 |
|
|
| 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 |
98.07 |
91.60 |
6.47 |
7.0% |
2.42 |
2.6% |
16% |
False |
False |
22,513 |
| 10 |
101.19 |
91.60 |
9.59 |
10.4% |
2.35 |
2.5% |
11% |
False |
False |
26,904 |
| 20 |
101.19 |
91.60 |
9.59 |
10.4% |
2.16 |
2.3% |
11% |
False |
False |
22,644 |
| 40 |
101.19 |
88.60 |
12.59 |
13.6% |
1.96 |
2.1% |
32% |
False |
False |
19,381 |
| 60 |
101.19 |
80.68 |
20.51 |
22.1% |
2.07 |
2.2% |
58% |
False |
False |
16,445 |
| 80 |
101.19 |
79.69 |
21.50 |
23.2% |
2.12 |
2.3% |
60% |
False |
False |
14,564 |
| 100 |
106.17 |
79.69 |
26.48 |
28.6% |
2.05 |
2.2% |
49% |
False |
False |
12,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.84 |
|
2.618 |
98.71 |
|
1.618 |
96.79 |
|
1.000 |
95.60 |
|
0.618 |
94.87 |
|
HIGH |
93.68 |
|
0.618 |
92.95 |
|
0.500 |
92.72 |
|
0.382 |
92.49 |
|
LOW |
91.76 |
|
0.618 |
90.57 |
|
1.000 |
89.84 |
|
1.618 |
88.65 |
|
2.618 |
86.73 |
|
4.250 |
83.60 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.72 |
93.03 |
| PP |
92.69 |
92.89 |
| S1 |
92.65 |
92.76 |
|