NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.20 |
93.29 |
-3.91 |
-4.0% |
98.40 |
| High |
97.20 |
94.49 |
-2.71 |
-2.8% |
101.54 |
| Low |
93.45 |
93.29 |
-0.16 |
-0.2% |
97.95 |
| Close |
93.58 |
93.98 |
0.40 |
0.4% |
100.47 |
| Range |
3.75 |
1.20 |
-2.55 |
-68.0% |
3.59 |
| ATR |
1.48 |
1.46 |
-0.02 |
-1.4% |
0.00 |
| Volume |
2,670 |
10,545 |
7,875 |
294.9% |
36,813 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.52 |
96.95 |
94.64 |
|
| R3 |
96.32 |
95.75 |
94.31 |
|
| R2 |
95.12 |
95.12 |
94.20 |
|
| R1 |
94.55 |
94.55 |
94.09 |
94.84 |
| PP |
93.92 |
93.92 |
93.92 |
94.06 |
| S1 |
93.35 |
93.35 |
93.87 |
93.64 |
| S2 |
92.72 |
92.72 |
93.76 |
|
| S3 |
91.52 |
92.15 |
93.65 |
|
| S4 |
90.32 |
90.95 |
93.32 |
|
|
| 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 |
99.59 |
|
2.618 |
97.63 |
|
1.618 |
96.43 |
|
1.000 |
95.69 |
|
0.618 |
95.23 |
|
HIGH |
94.49 |
|
0.618 |
94.03 |
|
0.500 |
93.89 |
|
0.382 |
93.75 |
|
LOW |
93.29 |
|
0.618 |
92.55 |
|
1.000 |
92.09 |
|
1.618 |
91.35 |
|
2.618 |
90.15 |
|
4.250 |
88.19 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.95 |
95.51 |
| PP |
93.92 |
95.00 |
| S1 |
93.89 |
94.49 |
|