NYMEX Light Sweet Crude Oil Future April 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 |
93.69 |
92.32 |
-1.37 |
-1.5% |
100.23 |
High |
94.45 |
92.37 |
-2.08 |
-2.2% |
100.83 |
Low |
92.73 |
90.93 |
-1.80 |
-1.9% |
92.30 |
Close |
92.96 |
91.73 |
-1.23 |
-1.3% |
94.39 |
Range |
1.72 |
1.44 |
-0.28 |
-16.3% |
8.53 |
ATR |
1.73 |
1.75 |
0.02 |
1.2% |
0.00 |
Volume |
5,247 |
7,498 |
2,251 |
42.9% |
50,165 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.00 |
95.30 |
92.52 |
|
R3 |
94.56 |
93.86 |
92.13 |
|
R2 |
93.12 |
93.12 |
91.99 |
|
R1 |
92.42 |
92.42 |
91.86 |
92.05 |
PP |
91.68 |
91.68 |
91.68 |
91.49 |
S1 |
90.98 |
90.98 |
91.60 |
90.61 |
S2 |
90.24 |
90.24 |
91.47 |
|
S3 |
88.80 |
89.54 |
91.33 |
|
S4 |
87.36 |
88.10 |
90.94 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.43 |
116.44 |
99.08 |
|
R3 |
112.90 |
107.91 |
96.74 |
|
R2 |
104.37 |
104.37 |
95.95 |
|
R1 |
99.38 |
99.38 |
95.17 |
97.61 |
PP |
95.84 |
95.84 |
95.84 |
94.96 |
S1 |
90.85 |
90.85 |
93.61 |
89.08 |
S2 |
87.31 |
87.31 |
92.83 |
|
S3 |
78.78 |
82.32 |
92.04 |
|
S4 |
70.25 |
73.79 |
89.70 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.49 |
2.618 |
96.14 |
1.618 |
94.70 |
1.000 |
93.81 |
0.618 |
93.26 |
HIGH |
92.37 |
0.618 |
91.82 |
0.500 |
91.65 |
0.382 |
91.48 |
LOW |
90.93 |
0.618 |
90.04 |
1.000 |
89.49 |
1.618 |
88.60 |
2.618 |
87.16 |
4.250 |
84.81 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
91.70 |
92.69 |
PP |
91.68 |
92.37 |
S1 |
91.65 |
92.05 |
|