NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.46 |
93.25 |
-0.21 |
-0.2% |
91.34 |
| High |
93.87 |
94.14 |
0.27 |
0.3% |
94.72 |
| Low |
91.71 |
92.05 |
0.34 |
0.4% |
90.63 |
| Close |
92.87 |
92.73 |
-0.14 |
-0.2% |
92.87 |
| Range |
2.16 |
2.09 |
-0.07 |
-3.2% |
4.09 |
| ATR |
2.40 |
2.37 |
-0.02 |
-0.9% |
0.00 |
| Volume |
196,234 |
251,136 |
54,902 |
28.0% |
1,073,739 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.24 |
98.08 |
93.88 |
|
| R3 |
97.15 |
95.99 |
93.30 |
|
| R2 |
95.06 |
95.06 |
93.11 |
|
| R1 |
93.90 |
93.90 |
92.92 |
93.44 |
| PP |
92.97 |
92.97 |
92.97 |
92.74 |
| S1 |
91.81 |
91.81 |
92.54 |
91.35 |
| S2 |
90.88 |
90.88 |
92.35 |
|
| S3 |
88.79 |
89.72 |
92.16 |
|
| S4 |
86.70 |
87.63 |
91.58 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.01 |
103.03 |
95.12 |
|
| R3 |
100.92 |
98.94 |
93.99 |
|
| R2 |
96.83 |
96.83 |
93.62 |
|
| R1 |
94.85 |
94.85 |
93.24 |
95.84 |
| PP |
92.74 |
92.74 |
92.74 |
93.24 |
| S1 |
90.76 |
90.76 |
92.50 |
91.75 |
| S2 |
88.65 |
88.65 |
92.12 |
|
| S3 |
84.56 |
86.67 |
91.75 |
|
| S4 |
80.47 |
82.58 |
90.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.72 |
91.71 |
3.01 |
3.2% |
1.99 |
2.1% |
34% |
False |
False |
228,439 |
| 10 |
94.72 |
86.92 |
7.80 |
8.4% |
2.38 |
2.6% |
74% |
False |
False |
243,314 |
| 20 |
94.72 |
86.84 |
7.88 |
8.5% |
2.27 |
2.4% |
75% |
False |
False |
233,592 |
| 40 |
94.72 |
77.70 |
17.02 |
18.4% |
2.60 |
2.8% |
88% |
False |
False |
151,830 |
| 60 |
94.72 |
77.70 |
17.02 |
18.4% |
2.55 |
2.8% |
88% |
False |
False |
113,553 |
| 80 |
107.12 |
77.70 |
29.42 |
31.7% |
2.40 |
2.6% |
51% |
False |
False |
92,245 |
| 100 |
109.41 |
77.70 |
31.71 |
34.2% |
2.29 |
2.5% |
47% |
False |
False |
78,480 |
| 120 |
110.87 |
77.70 |
33.17 |
35.8% |
2.22 |
2.4% |
45% |
False |
False |
68,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.02 |
|
2.618 |
99.61 |
|
1.618 |
97.52 |
|
1.000 |
96.23 |
|
0.618 |
95.43 |
|
HIGH |
94.14 |
|
0.618 |
93.34 |
|
0.500 |
93.10 |
|
0.382 |
92.85 |
|
LOW |
92.05 |
|
0.618 |
90.76 |
|
1.000 |
89.96 |
|
1.618 |
88.67 |
|
2.618 |
86.58 |
|
4.250 |
83.17 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.10 |
92.96 |
| PP |
92.97 |
92.88 |
| S1 |
92.85 |
92.81 |
|