NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.94 |
98.11 |
1.17 |
1.2% |
98.43 |
| High |
97.70 |
99.22 |
1.52 |
1.6% |
98.51 |
| Low |
96.94 |
97.03 |
0.09 |
0.1% |
95.97 |
| Close |
97.53 |
97.54 |
0.01 |
0.0% |
98.18 |
| Range |
0.76 |
2.19 |
1.43 |
188.2% |
2.54 |
| ATR |
1.07 |
1.15 |
0.08 |
7.5% |
0.00 |
| Volume |
4,754 |
4,495 |
-259 |
-5.4% |
18,704 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.50 |
103.21 |
98.74 |
|
| R3 |
102.31 |
101.02 |
98.14 |
|
| R2 |
100.12 |
100.12 |
97.94 |
|
| R1 |
98.83 |
98.83 |
97.74 |
98.38 |
| PP |
97.93 |
97.93 |
97.93 |
97.71 |
| S1 |
96.64 |
96.64 |
97.34 |
96.19 |
| S2 |
95.74 |
95.74 |
97.14 |
|
| S3 |
93.55 |
94.45 |
96.94 |
|
| S4 |
91.36 |
92.26 |
96.34 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.17 |
104.22 |
99.58 |
|
| R3 |
102.63 |
101.68 |
98.88 |
|
| R2 |
100.09 |
100.09 |
98.65 |
|
| R1 |
99.14 |
99.14 |
98.41 |
98.35 |
| PP |
97.55 |
97.55 |
97.55 |
97.16 |
| S1 |
96.60 |
96.60 |
97.95 |
95.81 |
| S2 |
95.01 |
95.01 |
97.71 |
|
| S3 |
92.47 |
94.06 |
97.48 |
|
| S4 |
89.93 |
91.52 |
96.78 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.53 |
|
2.618 |
104.95 |
|
1.618 |
102.76 |
|
1.000 |
101.41 |
|
0.618 |
100.57 |
|
HIGH |
99.22 |
|
0.618 |
98.38 |
|
0.500 |
98.13 |
|
0.382 |
97.87 |
|
LOW |
97.03 |
|
0.618 |
95.68 |
|
1.000 |
94.84 |
|
1.618 |
93.49 |
|
2.618 |
91.30 |
|
4.250 |
87.72 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.13 |
98.08 |
| PP |
97.93 |
97.90 |
| S1 |
97.74 |
97.72 |
|