NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.41 |
93.43 |
0.02 |
0.0% |
90.14 |
| High |
94.72 |
94.21 |
-0.51 |
-0.5% |
91.74 |
| Low |
92.82 |
93.07 |
0.25 |
0.3% |
86.92 |
| Close |
93.35 |
93.36 |
0.01 |
0.0% |
91.40 |
| Range |
1.90 |
1.14 |
-0.76 |
-40.0% |
4.82 |
| ATR |
2.51 |
2.41 |
-0.10 |
-3.9% |
0.00 |
| Volume |
243,409 |
215,196 |
-28,213 |
-11.6% |
1,282,077 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.97 |
96.30 |
93.99 |
|
| R3 |
95.83 |
95.16 |
93.67 |
|
| R2 |
94.69 |
94.69 |
93.57 |
|
| R1 |
94.02 |
94.02 |
93.46 |
93.79 |
| PP |
93.55 |
93.55 |
93.55 |
93.43 |
| S1 |
92.88 |
92.88 |
93.26 |
92.65 |
| S2 |
92.41 |
92.41 |
93.15 |
|
| S3 |
91.27 |
91.74 |
93.05 |
|
| S4 |
90.13 |
90.60 |
92.73 |
|
|
| 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 |
87.23 |
7.49 |
8.0% |
2.38 |
2.5% |
82% |
False |
False |
232,779 |
| 10 |
94.72 |
86.92 |
7.80 |
8.4% |
2.25 |
2.4% |
83% |
False |
False |
235,564 |
| 20 |
94.72 |
85.95 |
8.77 |
9.4% |
2.26 |
2.4% |
84% |
False |
False |
220,962 |
| 40 |
94.72 |
77.70 |
17.02 |
18.2% |
2.58 |
2.8% |
92% |
False |
False |
143,083 |
| 60 |
95.10 |
77.70 |
17.40 |
18.6% |
2.55 |
2.7% |
90% |
False |
False |
107,194 |
| 80 |
107.12 |
77.70 |
29.42 |
31.5% |
2.39 |
2.6% |
53% |
False |
False |
87,466 |
| 100 |
109.43 |
77.70 |
31.73 |
34.0% |
2.28 |
2.4% |
49% |
False |
False |
74,408 |
| 120 |
110.87 |
77.70 |
33.17 |
35.5% |
2.20 |
2.4% |
47% |
False |
False |
65,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.06 |
|
2.618 |
97.19 |
|
1.618 |
96.05 |
|
1.000 |
95.35 |
|
0.618 |
94.91 |
|
HIGH |
94.21 |
|
0.618 |
93.77 |
|
0.500 |
93.64 |
|
0.382 |
93.51 |
|
LOW |
93.07 |
|
0.618 |
92.37 |
|
1.000 |
91.93 |
|
1.618 |
91.23 |
|
2.618 |
90.09 |
|
4.250 |
88.23 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.64 |
93.32 |
| PP |
93.55 |
93.29 |
| S1 |
93.45 |
93.25 |
|