NYMEX Light Sweet Crude Oil Future March 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 |
94.22 |
93.68 |
-0.54 |
-0.6% |
100.52 |
| High |
94.22 |
94.39 |
0.17 |
0.2% |
100.77 |
| Low |
92.45 |
92.00 |
-0.45 |
-0.5% |
92.46 |
| Close |
93.30 |
92.77 |
-0.53 |
-0.6% |
94.21 |
| Range |
1.77 |
2.39 |
0.62 |
35.0% |
8.31 |
| ATR |
1.98 |
2.01 |
0.03 |
1.5% |
0.00 |
| Volume |
24,580 |
14,938 |
-9,642 |
-39.2% |
96,615 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.22 |
98.89 |
94.08 |
|
| R3 |
97.83 |
96.50 |
93.43 |
|
| R2 |
95.44 |
95.44 |
93.21 |
|
| R1 |
94.11 |
94.11 |
92.99 |
93.58 |
| PP |
93.05 |
93.05 |
93.05 |
92.79 |
| S1 |
91.72 |
91.72 |
92.55 |
91.19 |
| S2 |
90.66 |
90.66 |
92.33 |
|
| S3 |
88.27 |
89.33 |
92.11 |
|
| S4 |
85.88 |
86.94 |
91.46 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.74 |
115.79 |
98.78 |
|
| R3 |
112.43 |
107.48 |
96.50 |
|
| R2 |
104.12 |
104.12 |
95.73 |
|
| R1 |
99.17 |
99.17 |
94.97 |
97.49 |
| PP |
95.81 |
95.81 |
95.81 |
94.98 |
| S1 |
90.86 |
90.86 |
93.45 |
89.18 |
| S2 |
87.50 |
87.50 |
92.69 |
|
| S3 |
79.19 |
82.55 |
91.92 |
|
| S4 |
70.88 |
74.24 |
89.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.58 |
92.00 |
5.58 |
6.0% |
2.37 |
2.6% |
14% |
False |
True |
17,394 |
| 10 |
101.78 |
92.00 |
9.78 |
10.5% |
2.29 |
2.5% |
8% |
False |
True |
19,412 |
| 20 |
101.78 |
92.00 |
9.78 |
10.5% |
1.94 |
2.1% |
8% |
False |
True |
16,708 |
| 40 |
101.78 |
89.39 |
12.39 |
13.4% |
1.77 |
1.9% |
27% |
False |
False |
14,509 |
| 60 |
101.78 |
84.97 |
16.81 |
18.1% |
1.75 |
1.9% |
46% |
False |
False |
11,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.55 |
|
2.618 |
100.65 |
|
1.618 |
98.26 |
|
1.000 |
96.78 |
|
0.618 |
95.87 |
|
HIGH |
94.39 |
|
0.618 |
93.48 |
|
0.500 |
93.20 |
|
0.382 |
92.91 |
|
LOW |
92.00 |
|
0.618 |
90.52 |
|
1.000 |
89.61 |
|
1.618 |
88.13 |
|
2.618 |
85.74 |
|
4.250 |
81.84 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.20 |
93.49 |
| PP |
93.05 |
93.25 |
| S1 |
92.91 |
93.01 |
|