NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
92.73 |
91.55 |
-1.18 |
-1.3% |
100.06 |
| High |
93.82 |
92.04 |
-1.78 |
-1.9% |
100.36 |
| Low |
91.33 |
89.72 |
-1.61 |
-1.8% |
91.60 |
| Close |
92.09 |
90.77 |
-1.32 |
-1.4% |
93.58 |
| Range |
2.49 |
2.32 |
-0.17 |
-6.8% |
8.76 |
| ATR |
2.19 |
2.20 |
0.01 |
0.6% |
0.00 |
| Volume |
21,347 |
23,877 |
2,530 |
11.9% |
133,616 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.80 |
96.61 |
92.05 |
|
| R3 |
95.48 |
94.29 |
91.41 |
|
| R2 |
93.16 |
93.16 |
91.20 |
|
| R1 |
91.97 |
91.97 |
90.98 |
91.41 |
| PP |
90.84 |
90.84 |
90.84 |
90.56 |
| S1 |
89.65 |
89.65 |
90.56 |
89.09 |
| S2 |
88.52 |
88.52 |
90.34 |
|
| S3 |
86.20 |
87.33 |
90.13 |
|
| S4 |
83.88 |
85.01 |
89.49 |
|
|
| 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 |
94.45 |
89.72 |
4.73 |
5.2% |
2.01 |
2.2% |
22% |
False |
True |
22,854 |
| 10 |
101.19 |
89.72 |
11.47 |
12.6% |
2.56 |
2.8% |
9% |
False |
True |
26,241 |
| 20 |
101.19 |
89.72 |
11.47 |
12.6% |
2.19 |
2.4% |
9% |
False |
True |
23,474 |
| 40 |
101.19 |
88.60 |
12.59 |
13.9% |
2.00 |
2.2% |
17% |
False |
False |
20,073 |
| 60 |
101.19 |
85.97 |
15.22 |
16.8% |
2.00 |
2.2% |
32% |
False |
False |
16,808 |
| 80 |
101.19 |
79.69 |
21.50 |
23.7% |
2.10 |
2.3% |
52% |
False |
False |
14,903 |
| 100 |
101.19 |
79.69 |
21.50 |
23.7% |
2.04 |
2.2% |
52% |
False |
False |
12,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.90 |
|
2.618 |
98.11 |
|
1.618 |
95.79 |
|
1.000 |
94.36 |
|
0.618 |
93.47 |
|
HIGH |
92.04 |
|
0.618 |
91.15 |
|
0.500 |
90.88 |
|
0.382 |
90.61 |
|
LOW |
89.72 |
|
0.618 |
88.29 |
|
1.000 |
87.40 |
|
1.618 |
85.97 |
|
2.618 |
83.65 |
|
4.250 |
79.86 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.88 |
91.77 |
| PP |
90.84 |
91.44 |
| S1 |
90.81 |
91.10 |
|