NYMEX Light Sweet Crude Oil Future June 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
94.14 |
93.98 |
-0.16 |
-0.2% |
93.71 |
| High |
94.50 |
95.13 |
0.63 |
0.7% |
94.59 |
| Low |
93.36 |
93.20 |
-0.16 |
-0.2% |
90.89 |
| Close |
94.12 |
94.45 |
0.33 |
0.4% |
94.12 |
| Range |
1.14 |
1.93 |
0.79 |
69.3% |
3.70 |
| ATR |
2.01 |
2.01 |
-0.01 |
-0.3% |
0.00 |
| Volume |
18,264 |
11,576 |
-6,688 |
-36.6% |
111,610 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.05 |
99.18 |
95.51 |
|
| R3 |
98.12 |
97.25 |
94.98 |
|
| R2 |
96.19 |
96.19 |
94.80 |
|
| R1 |
95.32 |
95.32 |
94.63 |
95.76 |
| PP |
94.26 |
94.26 |
94.26 |
94.48 |
| S1 |
93.39 |
93.39 |
94.27 |
93.83 |
| S2 |
92.33 |
92.33 |
94.10 |
|
| S3 |
90.40 |
91.46 |
93.92 |
|
| S4 |
88.47 |
89.53 |
93.39 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.30 |
102.91 |
96.16 |
|
| R3 |
100.60 |
99.21 |
95.14 |
|
| R2 |
96.90 |
96.90 |
94.80 |
|
| R1 |
95.51 |
95.51 |
94.46 |
96.21 |
| PP |
93.20 |
93.20 |
93.20 |
93.55 |
| S1 |
91.81 |
91.81 |
93.78 |
92.51 |
| S2 |
89.50 |
89.50 |
93.44 |
|
| S3 |
85.80 |
88.11 |
93.10 |
|
| S4 |
82.10 |
84.41 |
92.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.33 |
|
2.618 |
100.18 |
|
1.618 |
98.25 |
|
1.000 |
97.06 |
|
0.618 |
96.32 |
|
HIGH |
95.13 |
|
0.618 |
94.39 |
|
0.500 |
94.17 |
|
0.382 |
93.94 |
|
LOW |
93.20 |
|
0.618 |
92.01 |
|
1.000 |
91.27 |
|
1.618 |
90.08 |
|
2.618 |
88.15 |
|
4.250 |
85.00 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.36 |
94.14 |
| PP |
94.26 |
93.82 |
| S1 |
94.17 |
93.51 |
|