NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
90.95 |
93.04 |
2.09 |
2.3% |
93.68 |
| High |
93.17 |
93.47 |
0.30 |
0.3% |
93.82 |
| Low |
90.77 |
92.25 |
1.48 |
1.6% |
89.72 |
| Close |
92.64 |
93.00 |
0.36 |
0.4% |
93.00 |
| Range |
2.40 |
1.22 |
-1.18 |
-49.2% |
4.10 |
| ATR |
2.21 |
2.14 |
-0.07 |
-3.2% |
0.00 |
| Volume |
40,065 |
21,891 |
-18,174 |
-45.4% |
130,672 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.57 |
96.00 |
93.67 |
|
| R3 |
95.35 |
94.78 |
93.34 |
|
| R2 |
94.13 |
94.13 |
93.22 |
|
| R1 |
93.56 |
93.56 |
93.11 |
93.24 |
| PP |
92.91 |
92.91 |
92.91 |
92.74 |
| S1 |
92.34 |
92.34 |
92.89 |
92.02 |
| S2 |
91.69 |
91.69 |
92.78 |
|
| S3 |
90.47 |
91.12 |
92.66 |
|
| S4 |
89.25 |
89.90 |
92.33 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.48 |
102.84 |
95.26 |
|
| R3 |
100.38 |
98.74 |
94.13 |
|
| R2 |
96.28 |
96.28 |
93.75 |
|
| R1 |
94.64 |
94.64 |
93.38 |
93.41 |
| PP |
92.18 |
92.18 |
92.18 |
91.57 |
| S1 |
90.54 |
90.54 |
92.62 |
89.31 |
| S2 |
88.08 |
88.08 |
92.25 |
|
| S3 |
83.98 |
86.44 |
91.87 |
|
| S4 |
79.88 |
82.34 |
90.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.82 |
89.72 |
4.10 |
4.4% |
2.07 |
2.2% |
80% |
False |
False |
26,134 |
| 10 |
100.36 |
89.72 |
10.64 |
11.4% |
2.52 |
2.7% |
31% |
False |
False |
26,428 |
| 20 |
101.19 |
89.72 |
11.47 |
12.3% |
2.21 |
2.4% |
29% |
False |
False |
25,090 |
| 40 |
101.19 |
89.17 |
12.02 |
12.9% |
1.98 |
2.1% |
32% |
False |
False |
20,816 |
| 60 |
101.19 |
85.97 |
15.22 |
16.4% |
1.96 |
2.1% |
46% |
False |
False |
17,467 |
| 80 |
101.19 |
79.69 |
21.50 |
23.1% |
2.11 |
2.3% |
62% |
False |
False |
15,508 |
| 100 |
101.19 |
79.69 |
21.50 |
23.1% |
2.04 |
2.2% |
62% |
False |
False |
13,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.66 |
|
2.618 |
96.66 |
|
1.618 |
95.44 |
|
1.000 |
94.69 |
|
0.618 |
94.22 |
|
HIGH |
93.47 |
|
0.618 |
93.00 |
|
0.500 |
92.86 |
|
0.382 |
92.72 |
|
LOW |
92.25 |
|
0.618 |
91.50 |
|
1.000 |
91.03 |
|
1.618 |
90.28 |
|
2.618 |
89.06 |
|
4.250 |
87.07 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.95 |
92.53 |
| PP |
92.91 |
92.06 |
| S1 |
92.86 |
91.60 |
|