NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
93.28 |
94.42 |
1.14 |
1.2% |
100.50 |
| High |
94.33 |
95.04 |
0.71 |
0.8% |
100.60 |
| Low |
92.49 |
94.18 |
1.69 |
1.8% |
92.49 |
| Close |
93.88 |
94.39 |
0.51 |
0.5% |
94.39 |
| Range |
1.84 |
0.86 |
-0.98 |
-53.3% |
8.11 |
| ATR |
|
|
|
|
|
| Volume |
32,559 |
24,030 |
-8,529 |
-26.2% |
145,357 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.12 |
96.61 |
94.86 |
|
| R3 |
96.26 |
95.75 |
94.63 |
|
| R2 |
95.40 |
95.40 |
94.55 |
|
| R1 |
94.89 |
94.89 |
94.47 |
94.72 |
| PP |
94.54 |
94.54 |
94.54 |
94.45 |
| S1 |
94.03 |
94.03 |
94.31 |
93.86 |
| S2 |
93.68 |
93.68 |
94.23 |
|
| S3 |
92.82 |
93.17 |
94.15 |
|
| S4 |
91.96 |
92.31 |
93.92 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.16 |
115.38 |
98.85 |
|
| R3 |
112.05 |
107.27 |
96.62 |
|
| R2 |
103.94 |
103.94 |
95.88 |
|
| R1 |
99.16 |
99.16 |
95.13 |
97.50 |
| PP |
95.83 |
95.83 |
95.83 |
94.99 |
| S1 |
91.05 |
91.05 |
93.65 |
89.39 |
| S2 |
87.72 |
87.72 |
92.90 |
|
| S3 |
79.61 |
82.94 |
92.16 |
|
| S4 |
71.50 |
74.83 |
89.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.70 |
|
2.618 |
97.29 |
|
1.618 |
96.43 |
|
1.000 |
95.90 |
|
0.618 |
95.57 |
|
HIGH |
95.04 |
|
0.618 |
94.71 |
|
0.500 |
94.61 |
|
0.382 |
94.51 |
|
LOW |
94.18 |
|
0.618 |
93.65 |
|
1.000 |
93.32 |
|
1.618 |
92.79 |
|
2.618 |
91.93 |
|
4.250 |
90.53 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.61 |
94.98 |
| PP |
94.54 |
94.78 |
| S1 |
94.46 |
94.59 |
|