NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
87.58 |
91.62 |
4.04 |
4.6% |
90.41 |
High |
91.98 |
92.59 |
0.61 |
0.7% |
91.98 |
Low |
87.58 |
90.89 |
3.31 |
3.8% |
87.20 |
Close |
91.64 |
92.46 |
0.82 |
0.9% |
91.64 |
Range |
4.40 |
1.70 |
-2.70 |
-61.4% |
4.78 |
ATR |
2.57 |
2.51 |
-0.06 |
-2.4% |
0.00 |
Volume |
72,171 |
84,290 |
12,119 |
16.8% |
328,532 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.08 |
96.47 |
93.40 |
|
R3 |
95.38 |
94.77 |
92.93 |
|
R2 |
93.68 |
93.68 |
92.77 |
|
R1 |
93.07 |
93.07 |
92.62 |
93.38 |
PP |
91.98 |
91.98 |
91.98 |
92.13 |
S1 |
91.37 |
91.37 |
92.30 |
91.68 |
S2 |
90.28 |
90.28 |
92.15 |
|
S3 |
88.58 |
89.67 |
91.99 |
|
S4 |
86.88 |
87.97 |
91.53 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.61 |
102.91 |
94.27 |
|
R3 |
99.83 |
98.13 |
92.95 |
|
R2 |
95.05 |
95.05 |
92.52 |
|
R1 |
93.35 |
93.35 |
92.08 |
94.20 |
PP |
90.27 |
90.27 |
90.27 |
90.70 |
S1 |
88.57 |
88.57 |
91.20 |
89.42 |
S2 |
85.49 |
85.49 |
90.76 |
|
S3 |
80.71 |
83.79 |
90.33 |
|
S4 |
75.93 |
79.01 |
89.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.59 |
87.20 |
5.39 |
5.8% |
2.74 |
3.0% |
98% |
True |
False |
73,654 |
10 |
92.59 |
87.14 |
5.45 |
5.9% |
2.31 |
2.5% |
98% |
True |
False |
59,141 |
20 |
93.50 |
84.46 |
9.04 |
9.8% |
2.27 |
2.5% |
88% |
False |
False |
46,959 |
40 |
93.50 |
78.16 |
15.34 |
16.6% |
2.60 |
2.8% |
93% |
False |
False |
39,165 |
60 |
98.21 |
78.16 |
20.05 |
21.7% |
2.46 |
2.7% |
71% |
False |
False |
31,401 |
80 |
107.12 |
78.16 |
28.96 |
31.3% |
2.26 |
2.4% |
49% |
False |
False |
26,703 |
100 |
109.80 |
78.16 |
31.64 |
34.2% |
2.16 |
2.3% |
45% |
False |
False |
23,185 |
120 |
110.65 |
78.16 |
32.49 |
35.1% |
2.05 |
2.2% |
44% |
False |
False |
21,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.82 |
2.618 |
97.04 |
1.618 |
95.34 |
1.000 |
94.29 |
0.618 |
93.64 |
HIGH |
92.59 |
0.618 |
91.94 |
0.500 |
91.74 |
0.382 |
91.54 |
LOW |
90.89 |
0.618 |
89.84 |
1.000 |
89.19 |
1.618 |
88.14 |
2.618 |
86.44 |
4.250 |
83.67 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
92.22 |
91.61 |
PP |
91.98 |
90.75 |
S1 |
91.74 |
89.90 |
|