NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
92.34 |
91.68 |
-0.66 |
-0.7% |
100.52 |
| High |
92.63 |
93.86 |
1.23 |
1.3% |
100.77 |
| Low |
90.58 |
91.64 |
1.06 |
1.2% |
92.46 |
| Close |
91.51 |
93.37 |
1.86 |
2.0% |
94.21 |
| Range |
2.05 |
2.22 |
0.17 |
8.3% |
8.31 |
| ATR |
2.02 |
2.05 |
0.02 |
1.1% |
0.00 |
| Volume |
8,679 |
16,452 |
7,773 |
89.6% |
96,615 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.62 |
98.71 |
94.59 |
|
| R3 |
97.40 |
96.49 |
93.98 |
|
| R2 |
95.18 |
95.18 |
93.78 |
|
| R1 |
94.27 |
94.27 |
93.57 |
94.73 |
| PP |
92.96 |
92.96 |
92.96 |
93.18 |
| S1 |
92.05 |
92.05 |
93.17 |
92.51 |
| S2 |
90.74 |
90.74 |
92.96 |
|
| S3 |
88.52 |
89.83 |
92.76 |
|
| S4 |
86.30 |
87.61 |
92.15 |
|
|
| 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 |
4.7% |
1.87 |
2.0% |
64% |
False |
False |
16,454 |
| 10 |
101.78 |
90.58 |
11.20 |
12.0% |
2.41 |
2.6% |
25% |
False |
False |
18,414 |
| 20 |
101.78 |
90.58 |
11.20 |
12.0% |
2.04 |
2.2% |
25% |
False |
False |
16,949 |
| 40 |
101.78 |
89.39 |
12.39 |
13.3% |
1.79 |
1.9% |
32% |
False |
False |
14,677 |
| 60 |
101.78 |
86.75 |
15.03 |
16.1% |
1.72 |
1.8% |
44% |
False |
False |
11,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.30 |
|
2.618 |
99.67 |
|
1.618 |
97.45 |
|
1.000 |
96.08 |
|
0.618 |
95.23 |
|
HIGH |
93.86 |
|
0.618 |
93.01 |
|
0.500 |
92.75 |
|
0.382 |
92.49 |
|
LOW |
91.64 |
|
0.618 |
90.27 |
|
1.000 |
89.42 |
|
1.618 |
88.05 |
|
2.618 |
85.83 |
|
4.250 |
82.21 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.16 |
93.08 |
| PP |
92.96 |
92.78 |
| S1 |
92.75 |
92.49 |
|