NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.60 |
93.03 |
-0.57 |
-0.6% |
91.62 |
| High |
94.41 |
94.23 |
-0.18 |
-0.2% |
94.97 |
| Low |
92.34 |
92.86 |
0.52 |
0.6% |
90.89 |
| Close |
93.03 |
93.74 |
0.71 |
0.8% |
93.15 |
| Range |
2.07 |
1.37 |
-0.70 |
-33.8% |
4.08 |
| ATR |
2.33 |
2.26 |
-0.07 |
-2.9% |
0.00 |
| Volume |
80,530 |
94,566 |
14,036 |
17.4% |
459,142 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.72 |
97.10 |
94.49 |
|
| R3 |
96.35 |
95.73 |
94.12 |
|
| R2 |
94.98 |
94.98 |
93.99 |
|
| R1 |
94.36 |
94.36 |
93.87 |
94.67 |
| PP |
93.61 |
93.61 |
93.61 |
93.77 |
| S1 |
92.99 |
92.99 |
93.61 |
93.30 |
| S2 |
92.24 |
92.24 |
93.49 |
|
| S3 |
90.87 |
91.62 |
93.36 |
|
| S4 |
89.50 |
90.25 |
92.99 |
|
|
| 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% |
1.71 |
1.8% |
59% |
False |
False |
95,856 |
| 10 |
94.97 |
87.20 |
7.77 |
8.3% |
2.19 |
2.3% |
84% |
False |
False |
84,583 |
| 20 |
94.97 |
87.14 |
7.83 |
8.4% |
2.20 |
2.4% |
84% |
False |
False |
65,963 |
| 40 |
94.97 |
78.16 |
16.81 |
17.9% |
2.48 |
2.6% |
93% |
False |
False |
49,181 |
| 60 |
94.97 |
78.16 |
16.81 |
17.9% |
2.46 |
2.6% |
93% |
False |
False |
39,004 |
| 80 |
107.12 |
78.16 |
28.96 |
30.9% |
2.30 |
2.5% |
54% |
False |
False |
32,655 |
| 100 |
109.50 |
78.16 |
31.34 |
33.4% |
2.18 |
2.3% |
50% |
False |
False |
28,086 |
| 120 |
110.65 |
78.16 |
32.49 |
34.7% |
2.08 |
2.2% |
48% |
False |
False |
25,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.05 |
|
2.618 |
97.82 |
|
1.618 |
96.45 |
|
1.000 |
95.60 |
|
0.618 |
95.08 |
|
HIGH |
94.23 |
|
0.618 |
93.71 |
|
0.500 |
93.55 |
|
0.382 |
93.38 |
|
LOW |
92.86 |
|
0.618 |
92.01 |
|
1.000 |
91.49 |
|
1.618 |
90.64 |
|
2.618 |
89.27 |
|
4.250 |
87.04 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.68 |
93.56 |
| PP |
93.61 |
93.37 |
| S1 |
93.55 |
93.19 |
|