NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
100.39 |
100.52 |
0.13 |
0.1% |
98.06 |
High |
101.78 |
100.77 |
-1.01 |
-1.0% |
101.78 |
Low |
100.02 |
96.25 |
-3.77 |
-3.8% |
97.43 |
Close |
100.45 |
98.12 |
-2.33 |
-2.3% |
100.45 |
Range |
1.76 |
4.52 |
2.76 |
156.8% |
4.35 |
ATR |
1.67 |
1.87 |
0.20 |
12.2% |
0.00 |
Volume |
22,885 |
36,462 |
13,577 |
59.3% |
86,721 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.94 |
109.55 |
100.61 |
|
R3 |
107.42 |
105.03 |
99.36 |
|
R2 |
102.90 |
102.90 |
98.95 |
|
R1 |
100.51 |
100.51 |
98.53 |
99.45 |
PP |
98.38 |
98.38 |
98.38 |
97.85 |
S1 |
95.99 |
95.99 |
97.71 |
94.93 |
S2 |
93.86 |
93.86 |
97.29 |
|
S3 |
89.34 |
91.47 |
96.88 |
|
S4 |
84.82 |
86.95 |
95.63 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.94 |
111.04 |
102.84 |
|
R3 |
108.59 |
106.69 |
101.65 |
|
R2 |
104.24 |
104.24 |
101.25 |
|
R1 |
102.34 |
102.34 |
100.85 |
103.29 |
PP |
99.89 |
99.89 |
99.89 |
100.36 |
S1 |
97.99 |
97.99 |
100.05 |
98.94 |
S2 |
95.54 |
95.54 |
99.65 |
|
S3 |
91.19 |
93.64 |
99.25 |
|
S4 |
86.84 |
89.29 |
98.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.78 |
96.25 |
5.53 |
5.6% |
2.07 |
2.1% |
34% |
False |
True |
22,342 |
10 |
101.78 |
96.19 |
5.59 |
5.7% |
2.00 |
2.0% |
35% |
False |
False |
18,377 |
20 |
101.78 |
95.83 |
5.95 |
6.1% |
1.73 |
1.8% |
38% |
False |
False |
15,935 |
40 |
101.78 |
88.85 |
12.93 |
13.2% |
1.65 |
1.7% |
72% |
False |
False |
12,985 |
60 |
101.78 |
80.62 |
21.16 |
21.6% |
1.74 |
1.8% |
83% |
False |
False |
10,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.98 |
2.618 |
112.60 |
1.618 |
108.08 |
1.000 |
105.29 |
0.618 |
103.56 |
HIGH |
100.77 |
0.618 |
99.04 |
0.500 |
98.51 |
0.382 |
97.98 |
LOW |
96.25 |
0.618 |
93.46 |
1.000 |
91.73 |
1.618 |
88.94 |
2.618 |
84.42 |
4.250 |
77.04 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
98.51 |
99.02 |
PP |
98.38 |
98.72 |
S1 |
98.25 |
98.42 |
|