NYMEX Light Sweet Crude Oil Future October 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 |
93.70 |
93.74 |
0.04 |
0.0% |
90.41 |
| High |
94.97 |
94.47 |
-0.50 |
-0.5% |
91.98 |
| Low |
93.10 |
93.36 |
0.26 |
0.3% |
87.20 |
| Close |
93.63 |
93.63 |
0.00 |
0.0% |
91.64 |
| Range |
1.87 |
1.11 |
-0.76 |
-40.6% |
4.78 |
| ATR |
2.47 |
2.37 |
-0.10 |
-3.9% |
0.00 |
| Volume |
113,870 |
88,708 |
-25,162 |
-22.1% |
328,532 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.15 |
96.50 |
94.24 |
|
| R3 |
96.04 |
95.39 |
93.94 |
|
| R2 |
94.93 |
94.93 |
93.83 |
|
| R1 |
94.28 |
94.28 |
93.73 |
94.05 |
| PP |
93.82 |
93.82 |
93.82 |
93.71 |
| S1 |
93.17 |
93.17 |
93.53 |
92.94 |
| S2 |
92.71 |
92.71 |
93.43 |
|
| S3 |
91.60 |
92.06 |
93.32 |
|
| S4 |
90.49 |
90.95 |
93.02 |
|
|
| 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 |
94.97 |
87.58 |
7.39 |
7.9% |
2.34 |
2.5% |
82% |
False |
False |
85,940 |
| 10 |
94.97 |
87.20 |
7.77 |
8.3% |
2.21 |
2.4% |
83% |
False |
False |
72,159 |
| 20 |
94.97 |
86.39 |
8.58 |
9.2% |
2.22 |
2.4% |
84% |
False |
False |
56,503 |
| 40 |
94.97 |
78.16 |
16.81 |
18.0% |
2.50 |
2.7% |
92% |
False |
False |
44,146 |
| 60 |
95.35 |
78.16 |
17.19 |
18.4% |
2.46 |
2.6% |
90% |
False |
False |
35,147 |
| 80 |
107.12 |
78.16 |
28.96 |
30.9% |
2.28 |
2.4% |
53% |
False |
False |
29,632 |
| 100 |
109.50 |
78.16 |
31.34 |
33.5% |
2.17 |
2.3% |
49% |
False |
False |
25,569 |
| 120 |
110.65 |
78.16 |
32.49 |
34.7% |
2.08 |
2.2% |
48% |
False |
False |
23,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.19 |
|
2.618 |
97.38 |
|
1.618 |
96.27 |
|
1.000 |
95.58 |
|
0.618 |
95.16 |
|
HIGH |
94.47 |
|
0.618 |
94.05 |
|
0.500 |
93.92 |
|
0.382 |
93.78 |
|
LOW |
93.36 |
|
0.618 |
92.67 |
|
1.000 |
92.25 |
|
1.618 |
91.56 |
|
2.618 |
90.45 |
|
4.250 |
88.64 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.92 |
93.59 |
| PP |
93.82 |
93.56 |
| S1 |
93.73 |
93.52 |
|