NYMEX Light Sweet Crude Oil Future May 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 |
100.76 |
100.46 |
-0.30 |
-0.3% |
98.40 |
| High |
101.54 |
100.76 |
-0.78 |
-0.8% |
101.54 |
| Low |
100.20 |
97.50 |
-2.70 |
-2.7% |
97.95 |
| Close |
100.47 |
98.21 |
-2.26 |
-2.2% |
100.47 |
| Range |
1.34 |
3.26 |
1.92 |
143.3% |
3.59 |
| ATR |
1.15 |
1.30 |
0.15 |
13.1% |
0.00 |
| Volume |
10,462 |
20,837 |
10,375 |
99.2% |
36,813 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.60 |
106.67 |
100.00 |
|
| R3 |
105.34 |
103.41 |
99.11 |
|
| R2 |
102.08 |
102.08 |
98.81 |
|
| R1 |
100.15 |
100.15 |
98.51 |
99.49 |
| PP |
98.82 |
98.82 |
98.82 |
98.49 |
| S1 |
96.89 |
96.89 |
97.91 |
96.23 |
| S2 |
95.56 |
95.56 |
97.61 |
|
| S3 |
92.30 |
93.63 |
97.31 |
|
| S4 |
89.04 |
90.37 |
96.42 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.76 |
109.20 |
102.44 |
|
| R3 |
107.17 |
105.61 |
101.46 |
|
| R2 |
103.58 |
103.58 |
101.13 |
|
| R1 |
102.02 |
102.02 |
100.80 |
102.80 |
| PP |
99.99 |
99.99 |
99.99 |
100.38 |
| S1 |
98.43 |
98.43 |
100.14 |
99.21 |
| S2 |
96.40 |
96.40 |
99.81 |
|
| S3 |
92.81 |
94.84 |
99.48 |
|
| S4 |
89.22 |
91.25 |
98.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.62 |
|
2.618 |
109.29 |
|
1.618 |
106.03 |
|
1.000 |
104.02 |
|
0.618 |
102.77 |
|
HIGH |
100.76 |
|
0.618 |
99.51 |
|
0.500 |
99.13 |
|
0.382 |
98.75 |
|
LOW |
97.50 |
|
0.618 |
95.49 |
|
1.000 |
94.24 |
|
1.618 |
92.23 |
|
2.618 |
88.97 |
|
4.250 |
83.65 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.13 |
99.52 |
| PP |
98.82 |
99.08 |
| S1 |
98.52 |
98.65 |
|