NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.73 |
97.20 |
-0.53 |
-0.5% |
98.40 |
| High |
97.73 |
97.20 |
-0.53 |
-0.5% |
101.54 |
| Low |
96.87 |
93.45 |
-3.42 |
-3.5% |
97.95 |
| Close |
96.92 |
93.58 |
-3.34 |
-3.4% |
100.47 |
| Range |
0.86 |
3.75 |
2.89 |
336.0% |
3.59 |
| ATR |
1.31 |
1.48 |
0.17 |
13.4% |
0.00 |
| Volume |
5,091 |
2,670 |
-2,421 |
-47.6% |
36,813 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.99 |
103.54 |
95.64 |
|
| R3 |
102.24 |
99.79 |
94.61 |
|
| R2 |
98.49 |
98.49 |
94.27 |
|
| R1 |
96.04 |
96.04 |
93.92 |
95.39 |
| PP |
94.74 |
94.74 |
94.74 |
94.42 |
| S1 |
92.29 |
92.29 |
93.24 |
91.64 |
| S2 |
90.99 |
90.99 |
92.89 |
|
| S3 |
87.24 |
88.54 |
92.55 |
|
| S4 |
83.49 |
84.79 |
91.52 |
|
|
| 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 |
113.14 |
|
2.618 |
107.02 |
|
1.618 |
103.27 |
|
1.000 |
100.95 |
|
0.618 |
99.52 |
|
HIGH |
97.20 |
|
0.618 |
95.77 |
|
0.500 |
95.33 |
|
0.382 |
94.88 |
|
LOW |
93.45 |
|
0.618 |
91.13 |
|
1.000 |
89.70 |
|
1.618 |
87.38 |
|
2.618 |
83.63 |
|
4.250 |
77.51 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.33 |
97.11 |
| PP |
94.74 |
95.93 |
| S1 |
94.16 |
94.76 |
|