NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.68 |
92.73 |
-0.95 |
-1.0% |
100.06 |
| High |
93.68 |
93.82 |
0.14 |
0.1% |
100.36 |
| Low |
91.76 |
91.33 |
-0.43 |
-0.5% |
91.60 |
| Close |
92.62 |
92.09 |
-0.53 |
-0.6% |
93.58 |
| Range |
1.92 |
2.49 |
0.57 |
29.7% |
8.76 |
| ATR |
2.16 |
2.19 |
0.02 |
1.1% |
0.00 |
| Volume |
23,492 |
21,347 |
-2,145 |
-9.1% |
133,616 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.88 |
98.48 |
93.46 |
|
| R3 |
97.39 |
95.99 |
92.77 |
|
| R2 |
94.90 |
94.90 |
92.55 |
|
| R1 |
93.50 |
93.50 |
92.32 |
92.96 |
| PP |
92.41 |
92.41 |
92.41 |
92.14 |
| S1 |
91.01 |
91.01 |
91.86 |
90.47 |
| S2 |
89.92 |
89.92 |
91.63 |
|
| S3 |
87.43 |
88.52 |
91.41 |
|
| S4 |
84.94 |
86.03 |
90.72 |
|
|
| 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 |
97.05 |
91.33 |
5.72 |
6.2% |
2.52 |
2.7% |
13% |
False |
True |
21,685 |
| 10 |
101.19 |
91.33 |
9.86 |
10.7% |
2.50 |
2.7% |
8% |
False |
True |
25,843 |
| 20 |
101.19 |
91.33 |
9.86 |
10.7% |
2.13 |
2.3% |
8% |
False |
True |
23,016 |
| 40 |
101.19 |
88.60 |
12.59 |
13.7% |
2.01 |
2.2% |
28% |
False |
False |
19,641 |
| 60 |
101.19 |
84.24 |
16.95 |
18.4% |
2.00 |
2.2% |
46% |
False |
False |
16,606 |
| 80 |
101.19 |
79.69 |
21.50 |
23.3% |
2.11 |
2.3% |
58% |
False |
False |
14,734 |
| 100 |
103.38 |
79.69 |
23.69 |
25.7% |
2.06 |
2.2% |
52% |
False |
False |
12,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.40 |
|
2.618 |
100.34 |
|
1.618 |
97.85 |
|
1.000 |
96.31 |
|
0.618 |
95.36 |
|
HIGH |
93.82 |
|
0.618 |
92.87 |
|
0.500 |
92.58 |
|
0.382 |
92.28 |
|
LOW |
91.33 |
|
0.618 |
89.79 |
|
1.000 |
88.84 |
|
1.618 |
87.30 |
|
2.618 |
84.81 |
|
4.250 |
80.75 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.58 |
92.89 |
| PP |
92.41 |
92.62 |
| S1 |
92.25 |
92.36 |
|