NYMEX Light Sweet Crude Oil Future March 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 |
93.68 |
92.34 |
-1.34 |
-1.4% |
100.52 |
| High |
94.39 |
92.63 |
-1.76 |
-1.9% |
100.77 |
| Low |
92.00 |
90.58 |
-1.42 |
-1.5% |
92.46 |
| Close |
92.77 |
91.51 |
-1.26 |
-1.4% |
94.21 |
| Range |
2.39 |
2.05 |
-0.34 |
-14.2% |
8.31 |
| ATR |
2.01 |
2.02 |
0.01 |
0.6% |
0.00 |
| Volume |
14,938 |
8,679 |
-6,259 |
-41.9% |
96,615 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.72 |
96.67 |
92.64 |
|
| R3 |
95.67 |
94.62 |
92.07 |
|
| R2 |
93.62 |
93.62 |
91.89 |
|
| R1 |
92.57 |
92.57 |
91.70 |
92.07 |
| PP |
91.57 |
91.57 |
91.57 |
91.33 |
| S1 |
90.52 |
90.52 |
91.32 |
90.02 |
| S2 |
89.52 |
89.52 |
91.13 |
|
| S3 |
87.47 |
88.47 |
90.95 |
|
| S4 |
85.42 |
86.42 |
90.38 |
|
|
| 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 |
94.97 |
90.58 |
4.39 |
4.8% |
1.81 |
2.0% |
21% |
False |
True |
17,426 |
| 10 |
101.78 |
90.58 |
11.20 |
12.2% |
2.37 |
2.6% |
8% |
False |
True |
18,380 |
| 20 |
101.78 |
90.58 |
11.20 |
12.2% |
2.00 |
2.2% |
8% |
False |
True |
16,565 |
| 40 |
101.78 |
89.39 |
12.39 |
13.5% |
1.76 |
1.9% |
17% |
False |
False |
14,622 |
| 60 |
101.78 |
86.75 |
15.03 |
16.4% |
1.74 |
1.9% |
32% |
False |
False |
11,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.34 |
|
2.618 |
98.00 |
|
1.618 |
95.95 |
|
1.000 |
94.68 |
|
0.618 |
93.90 |
|
HIGH |
92.63 |
|
0.618 |
91.85 |
|
0.500 |
91.61 |
|
0.382 |
91.36 |
|
LOW |
90.58 |
|
0.618 |
89.31 |
|
1.000 |
88.53 |
|
1.618 |
87.26 |
|
2.618 |
85.21 |
|
4.250 |
81.87 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.61 |
92.49 |
| PP |
91.57 |
92.16 |
| S1 |
91.54 |
91.84 |
|