NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.36 |
95.97 |
-0.39 |
-0.4% |
93.25 |
| High |
96.53 |
97.60 |
1.07 |
1.1% |
96.28 |
| Low |
95.02 |
95.81 |
0.79 |
0.8% |
92.05 |
| Close |
95.97 |
96.68 |
0.71 |
0.7% |
96.01 |
| Range |
1.51 |
1.79 |
0.28 |
18.5% |
4.23 |
| ATR |
2.14 |
2.12 |
-0.03 |
-1.2% |
0.00 |
| Volume |
76,991 |
24,538 |
-52,453 |
-68.1% |
1,049,108 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.07 |
101.16 |
97.66 |
|
| R3 |
100.28 |
99.37 |
97.17 |
|
| R2 |
98.49 |
98.49 |
97.01 |
|
| R1 |
97.58 |
97.58 |
96.84 |
98.04 |
| PP |
96.70 |
96.70 |
96.70 |
96.92 |
| S1 |
95.79 |
95.79 |
96.52 |
96.25 |
| S2 |
94.91 |
94.91 |
96.35 |
|
| S3 |
93.12 |
94.00 |
96.19 |
|
| S4 |
91.33 |
92.21 |
95.70 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.47 |
105.97 |
98.34 |
|
| R3 |
103.24 |
101.74 |
97.17 |
|
| R2 |
99.01 |
99.01 |
96.79 |
|
| R1 |
97.51 |
97.51 |
96.40 |
98.26 |
| PP |
94.78 |
94.78 |
94.78 |
95.16 |
| S1 |
93.28 |
93.28 |
95.62 |
94.03 |
| S2 |
90.55 |
90.55 |
95.23 |
|
| S3 |
86.32 |
89.05 |
94.85 |
|
| S4 |
82.09 |
84.82 |
93.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.60 |
92.68 |
4.92 |
5.1% |
1.73 |
1.8% |
81% |
True |
False |
143,744 |
| 10 |
97.60 |
91.71 |
5.89 |
6.1% |
1.73 |
1.8% |
84% |
True |
False |
180,547 |
| 20 |
97.60 |
86.84 |
10.76 |
11.1% |
2.08 |
2.2% |
91% |
True |
False |
210,258 |
| 40 |
97.60 |
77.70 |
19.90 |
20.6% |
2.40 |
2.5% |
95% |
True |
False |
166,464 |
| 60 |
97.60 |
77.70 |
19.90 |
20.6% |
2.54 |
2.6% |
95% |
True |
False |
126,096 |
| 80 |
107.12 |
77.70 |
29.42 |
30.4% |
2.42 |
2.5% |
65% |
False |
False |
101,921 |
| 100 |
107.16 |
77.70 |
29.46 |
30.5% |
2.28 |
2.4% |
64% |
False |
False |
86,639 |
| 120 |
109.84 |
77.70 |
32.14 |
33.2% |
2.20 |
2.3% |
59% |
False |
False |
75,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.21 |
|
2.618 |
102.29 |
|
1.618 |
100.50 |
|
1.000 |
99.39 |
|
0.618 |
98.71 |
|
HIGH |
97.60 |
|
0.618 |
96.92 |
|
0.500 |
96.71 |
|
0.382 |
96.49 |
|
LOW |
95.81 |
|
0.618 |
94.70 |
|
1.000 |
94.02 |
|
1.618 |
92.91 |
|
2.618 |
91.12 |
|
4.250 |
88.20 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.71 |
96.55 |
| PP |
96.70 |
96.42 |
| S1 |
96.69 |
96.29 |
|