NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.60 |
92.97 |
-0.63 |
-0.7% |
100.46 |
| High |
94.58 |
92.98 |
-1.60 |
-1.7% |
100.76 |
| Low |
92.84 |
91.14 |
-1.70 |
-1.8% |
93.29 |
| Close |
93.06 |
91.86 |
-1.20 |
-1.3% |
94.46 |
| Range |
1.74 |
1.84 |
0.10 |
5.7% |
7.47 |
| ATR |
1.47 |
1.50 |
0.03 |
2.2% |
0.00 |
| Volume |
5,133 |
4,734 |
-399 |
-7.8% |
42,666 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.51 |
96.53 |
92.87 |
|
| R3 |
95.67 |
94.69 |
92.37 |
|
| R2 |
93.83 |
93.83 |
92.20 |
|
| R1 |
92.85 |
92.85 |
92.03 |
92.42 |
| PP |
91.99 |
91.99 |
91.99 |
91.78 |
| S1 |
91.01 |
91.01 |
91.69 |
90.58 |
| S2 |
90.15 |
90.15 |
91.52 |
|
| S3 |
88.31 |
89.17 |
91.35 |
|
| S4 |
86.47 |
87.33 |
90.85 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.58 |
113.99 |
98.57 |
|
| R3 |
111.11 |
106.52 |
96.51 |
|
| R2 |
103.64 |
103.64 |
95.83 |
|
| R1 |
99.05 |
99.05 |
95.14 |
97.61 |
| PP |
96.17 |
96.17 |
96.17 |
95.45 |
| S1 |
91.58 |
91.58 |
93.78 |
90.14 |
| S2 |
88.70 |
88.70 |
93.09 |
|
| S3 |
81.23 |
84.11 |
92.41 |
|
| S4 |
73.76 |
76.64 |
90.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.80 |
|
2.618 |
97.80 |
|
1.618 |
95.96 |
|
1.000 |
94.82 |
|
0.618 |
94.12 |
|
HIGH |
92.98 |
|
0.618 |
92.28 |
|
0.500 |
92.06 |
|
0.382 |
91.84 |
|
LOW |
91.14 |
|
0.618 |
90.00 |
|
1.000 |
89.30 |
|
1.618 |
88.16 |
|
2.618 |
86.32 |
|
4.250 |
83.32 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.06 |
92.86 |
| PP |
91.99 |
92.53 |
| S1 |
91.93 |
92.19 |
|