NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
98.61 |
98.57 |
-0.04 |
0.0% |
97.73 |
High |
99.42 |
99.95 |
0.53 |
0.5% |
99.00 |
Low |
97.83 |
98.06 |
0.23 |
0.2% |
95.67 |
Close |
98.50 |
99.63 |
1.13 |
1.1% |
97.93 |
Range |
1.59 |
1.89 |
0.30 |
18.9% |
3.33 |
ATR |
1.69 |
1.71 |
0.01 |
0.8% |
0.00 |
Volume |
16,922 |
14,360 |
-2,562 |
-15.1% |
52,141 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.88 |
104.15 |
100.67 |
|
R3 |
102.99 |
102.26 |
100.15 |
|
R2 |
101.10 |
101.10 |
99.98 |
|
R1 |
100.37 |
100.37 |
99.80 |
100.74 |
PP |
99.21 |
99.21 |
99.21 |
99.40 |
S1 |
98.48 |
98.48 |
99.46 |
98.85 |
S2 |
97.32 |
97.32 |
99.28 |
|
S3 |
95.43 |
96.59 |
99.11 |
|
S4 |
93.54 |
94.70 |
98.59 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.52 |
106.06 |
99.76 |
|
R3 |
104.19 |
102.73 |
98.85 |
|
R2 |
100.86 |
100.86 |
98.54 |
|
R1 |
99.40 |
99.40 |
98.24 |
100.13 |
PP |
97.53 |
97.53 |
97.53 |
97.90 |
S1 |
96.07 |
96.07 |
97.62 |
96.80 |
S2 |
94.20 |
94.20 |
97.32 |
|
S3 |
90.87 |
92.74 |
97.01 |
|
S4 |
87.54 |
89.41 |
96.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.95 |
95.67 |
4.28 |
4.3% |
1.62 |
1.6% |
93% |
True |
False |
15,922 |
10 |
99.95 |
95.50 |
4.45 |
4.5% |
1.72 |
1.7% |
93% |
True |
False |
13,745 |
20 |
99.95 |
95.50 |
4.45 |
4.5% |
1.61 |
1.6% |
93% |
True |
False |
11,883 |
40 |
99.95 |
88.66 |
11.29 |
11.3% |
1.67 |
1.7% |
97% |
True |
False |
9,829 |
60 |
99.95 |
80.09 |
19.86 |
19.9% |
1.83 |
1.8% |
98% |
True |
False |
8,426 |
80 |
99.95 |
80.09 |
19.86 |
19.9% |
1.69 |
1.7% |
98% |
True |
False |
7,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.98 |
2.618 |
104.90 |
1.618 |
103.01 |
1.000 |
101.84 |
0.618 |
101.12 |
HIGH |
99.95 |
0.618 |
99.23 |
0.500 |
99.01 |
0.382 |
98.78 |
LOW |
98.06 |
0.618 |
96.89 |
1.000 |
96.17 |
1.618 |
95.00 |
2.618 |
93.11 |
4.250 |
90.03 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
99.42 |
99.36 |
PP |
99.21 |
99.10 |
S1 |
99.01 |
98.83 |
|