NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
92.05 |
93.41 |
1.36 |
1.5% |
90.14 |
| High |
94.42 |
94.72 |
0.30 |
0.3% |
91.74 |
| Low |
91.78 |
92.82 |
1.04 |
1.1% |
86.92 |
| Close |
93.67 |
93.35 |
-0.32 |
-0.3% |
91.40 |
| Range |
2.64 |
1.90 |
-0.74 |
-28.0% |
4.82 |
| ATR |
2.56 |
2.51 |
-0.05 |
-1.8% |
0.00 |
| Volume |
236,221 |
243,409 |
7,188 |
3.0% |
1,282,077 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.33 |
98.24 |
94.40 |
|
| R3 |
97.43 |
96.34 |
93.87 |
|
| R2 |
95.53 |
95.53 |
93.70 |
|
| R1 |
94.44 |
94.44 |
93.52 |
94.04 |
| PP |
93.63 |
93.63 |
93.63 |
93.43 |
| S1 |
92.54 |
92.54 |
93.18 |
92.14 |
| S2 |
91.73 |
91.73 |
93.00 |
|
| S3 |
89.83 |
90.64 |
92.83 |
|
| S4 |
87.93 |
88.74 |
92.31 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.48 |
102.76 |
94.05 |
|
| R3 |
99.66 |
97.94 |
92.73 |
|
| R2 |
94.84 |
94.84 |
92.28 |
|
| R1 |
93.12 |
93.12 |
91.84 |
93.98 |
| PP |
90.02 |
90.02 |
90.02 |
90.45 |
| S1 |
88.30 |
88.30 |
90.96 |
89.16 |
| S2 |
85.20 |
85.20 |
90.52 |
|
| S3 |
80.38 |
83.48 |
90.07 |
|
| S4 |
75.56 |
78.66 |
88.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.72 |
86.92 |
7.80 |
8.4% |
2.69 |
2.9% |
82% |
True |
False |
247,278 |
| 10 |
94.72 |
86.92 |
7.80 |
8.4% |
2.38 |
2.5% |
82% |
True |
False |
236,345 |
| 20 |
94.72 |
84.60 |
10.12 |
10.8% |
2.31 |
2.5% |
86% |
True |
False |
213,883 |
| 40 |
94.72 |
77.70 |
17.02 |
18.2% |
2.60 |
2.8% |
92% |
True |
False |
138,963 |
| 60 |
96.35 |
77.70 |
18.65 |
20.0% |
2.57 |
2.8% |
84% |
False |
False |
103,975 |
| 80 |
107.12 |
77.70 |
29.42 |
31.5% |
2.40 |
2.6% |
53% |
False |
False |
85,266 |
| 100 |
109.84 |
77.70 |
32.14 |
34.4% |
2.29 |
2.4% |
49% |
False |
False |
72,422 |
| 120 |
110.87 |
77.70 |
33.17 |
35.5% |
2.20 |
2.4% |
47% |
False |
False |
63,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.80 |
|
2.618 |
99.69 |
|
1.618 |
97.79 |
|
1.000 |
96.62 |
|
0.618 |
95.89 |
|
HIGH |
94.72 |
|
0.618 |
93.99 |
|
0.500 |
93.77 |
|
0.382 |
93.55 |
|
LOW |
92.82 |
|
0.618 |
91.65 |
|
1.000 |
90.92 |
|
1.618 |
89.75 |
|
2.618 |
87.85 |
|
4.250 |
84.75 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.77 |
93.13 |
| PP |
93.63 |
92.90 |
| S1 |
93.49 |
92.68 |
|