NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
100.46 |
97.73 |
-2.73 |
-2.7% |
98.40 |
| High |
100.76 |
97.73 |
-3.03 |
-3.0% |
101.54 |
| Low |
97.50 |
96.87 |
-0.63 |
-0.6% |
97.95 |
| Close |
98.21 |
96.92 |
-1.29 |
-1.3% |
100.47 |
| Range |
3.26 |
0.86 |
-2.40 |
-73.6% |
3.59 |
| ATR |
1.30 |
1.31 |
0.00 |
0.2% |
0.00 |
| Volume |
20,837 |
5,091 |
-15,746 |
-75.6% |
36,813 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.75 |
99.20 |
97.39 |
|
| R3 |
98.89 |
98.34 |
97.16 |
|
| R2 |
98.03 |
98.03 |
97.08 |
|
| R1 |
97.48 |
97.48 |
97.00 |
97.33 |
| PP |
97.17 |
97.17 |
97.17 |
97.10 |
| S1 |
96.62 |
96.62 |
96.84 |
96.47 |
| S2 |
96.31 |
96.31 |
96.76 |
|
| S3 |
95.45 |
95.76 |
96.68 |
|
| S4 |
94.59 |
94.90 |
96.45 |
|
|
| 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 |
101.39 |
|
2.618 |
99.98 |
|
1.618 |
99.12 |
|
1.000 |
98.59 |
|
0.618 |
98.26 |
|
HIGH |
97.73 |
|
0.618 |
97.40 |
|
0.500 |
97.30 |
|
0.382 |
97.20 |
|
LOW |
96.87 |
|
0.618 |
96.34 |
|
1.000 |
96.01 |
|
1.618 |
95.48 |
|
2.618 |
94.62 |
|
4.250 |
93.22 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.30 |
99.21 |
| PP |
97.17 |
98.44 |
| S1 |
97.05 |
97.68 |
|