NYMEX Light Sweet Crude Oil Future April 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 |
100.86 |
100.23 |
-0.63 |
-0.6% |
98.31 |
High |
101.50 |
100.83 |
-0.67 |
-0.7% |
101.50 |
Low |
100.32 |
97.41 |
-2.91 |
-2.9% |
97.72 |
Close |
100.53 |
98.23 |
-2.30 |
-2.3% |
100.53 |
Range |
1.18 |
3.42 |
2.24 |
189.8% |
3.78 |
ATR |
1.38 |
1.53 |
0.15 |
10.5% |
0.00 |
Volume |
13,621 |
22,953 |
9,332 |
68.5% |
46,249 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.08 |
107.08 |
100.11 |
|
R3 |
105.66 |
103.66 |
99.17 |
|
R2 |
102.24 |
102.24 |
98.86 |
|
R1 |
100.24 |
100.24 |
98.54 |
99.53 |
PP |
98.82 |
98.82 |
98.82 |
98.47 |
S1 |
96.82 |
96.82 |
97.92 |
96.11 |
S2 |
95.40 |
95.40 |
97.60 |
|
S3 |
91.98 |
93.40 |
97.29 |
|
S4 |
88.56 |
89.98 |
96.35 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.26 |
109.67 |
102.61 |
|
R3 |
107.48 |
105.89 |
101.57 |
|
R2 |
103.70 |
103.70 |
101.22 |
|
R1 |
102.11 |
102.11 |
100.88 |
102.91 |
PP |
99.92 |
99.92 |
99.92 |
100.31 |
S1 |
98.33 |
98.33 |
100.18 |
99.13 |
S2 |
96.14 |
96.14 |
99.84 |
|
S3 |
92.36 |
94.55 |
99.49 |
|
S4 |
88.58 |
90.77 |
98.45 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.37 |
2.618 |
109.78 |
1.618 |
106.36 |
1.000 |
104.25 |
0.618 |
102.94 |
HIGH |
100.83 |
0.618 |
99.52 |
0.500 |
99.12 |
0.382 |
98.72 |
LOW |
97.41 |
0.618 |
95.30 |
1.000 |
93.99 |
1.618 |
91.88 |
2.618 |
88.46 |
4.250 |
82.88 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
99.12 |
99.46 |
PP |
98.82 |
99.05 |
S1 |
98.53 |
98.64 |
|