NYMEX Light Sweet Crude Oil Future October 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 |
93.75 |
93.60 |
-0.15 |
-0.2% |
91.62 |
| High |
94.11 |
94.41 |
0.30 |
0.3% |
94.97 |
| Low |
91.97 |
92.34 |
0.37 |
0.4% |
90.89 |
| Close |
93.15 |
93.03 |
-0.12 |
-0.1% |
93.15 |
| Range |
2.14 |
2.07 |
-0.07 |
-3.3% |
4.08 |
| ATR |
2.35 |
2.33 |
-0.02 |
-0.9% |
0.00 |
| Volume |
101,610 |
80,530 |
-21,080 |
-20.7% |
459,142 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.47 |
98.32 |
94.17 |
|
| R3 |
97.40 |
96.25 |
93.60 |
|
| R2 |
95.33 |
95.33 |
93.41 |
|
| R1 |
94.18 |
94.18 |
93.22 |
93.72 |
| PP |
93.26 |
93.26 |
93.26 |
93.03 |
| S1 |
92.11 |
92.11 |
92.84 |
91.65 |
| S2 |
91.19 |
91.19 |
92.65 |
|
| S3 |
89.12 |
90.04 |
92.46 |
|
| S4 |
87.05 |
87.97 |
91.89 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.24 |
103.28 |
95.39 |
|
| R3 |
101.16 |
99.20 |
94.27 |
|
| R2 |
97.08 |
97.08 |
93.90 |
|
| R1 |
95.12 |
95.12 |
93.52 |
96.10 |
| PP |
93.00 |
93.00 |
93.00 |
93.50 |
| S1 |
91.04 |
91.04 |
92.78 |
92.02 |
| S2 |
88.92 |
88.92 |
92.40 |
|
| S3 |
84.84 |
86.96 |
92.03 |
|
| S4 |
80.76 |
82.88 |
90.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.97 |
91.97 |
3.00 |
3.2% |
1.96 |
2.1% |
35% |
False |
False |
91,076 |
| 10 |
94.97 |
87.20 |
7.77 |
8.4% |
2.35 |
2.5% |
75% |
False |
False |
82,365 |
| 20 |
94.97 |
87.14 |
7.83 |
8.4% |
2.23 |
2.4% |
75% |
False |
False |
62,957 |
| 40 |
94.97 |
78.16 |
16.81 |
18.1% |
2.52 |
2.7% |
88% |
False |
False |
47,256 |
| 60 |
94.97 |
78.16 |
16.81 |
18.1% |
2.47 |
2.7% |
88% |
False |
False |
37,705 |
| 80 |
107.12 |
78.16 |
28.96 |
31.1% |
2.30 |
2.5% |
51% |
False |
False |
31,601 |
| 100 |
109.50 |
78.16 |
31.34 |
33.7% |
2.19 |
2.4% |
47% |
False |
False |
27,206 |
| 120 |
110.65 |
78.16 |
32.49 |
34.9% |
2.09 |
2.2% |
46% |
False |
False |
24,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.21 |
|
2.618 |
99.83 |
|
1.618 |
97.76 |
|
1.000 |
96.48 |
|
0.618 |
95.69 |
|
HIGH |
94.41 |
|
0.618 |
93.62 |
|
0.500 |
93.38 |
|
0.382 |
93.13 |
|
LOW |
92.34 |
|
0.618 |
91.06 |
|
1.000 |
90.27 |
|
1.618 |
88.99 |
|
2.618 |
86.92 |
|
4.250 |
83.54 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.38 |
93.22 |
| PP |
93.26 |
93.16 |
| S1 |
93.15 |
93.09 |
|