NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.03 |
93.56 |
0.53 |
0.6% |
91.62 |
| High |
94.23 |
95.21 |
0.98 |
1.0% |
94.97 |
| Low |
92.86 |
93.00 |
0.14 |
0.2% |
90.89 |
| Close |
93.74 |
94.62 |
0.88 |
0.9% |
93.15 |
| Range |
1.37 |
2.21 |
0.84 |
61.3% |
4.08 |
| ATR |
2.26 |
2.26 |
0.00 |
-0.2% |
0.00 |
| Volume |
94,566 |
80,084 |
-14,482 |
-15.3% |
459,142 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.91 |
99.97 |
95.84 |
|
| R3 |
98.70 |
97.76 |
95.23 |
|
| R2 |
96.49 |
96.49 |
95.03 |
|
| R1 |
95.55 |
95.55 |
94.82 |
96.02 |
| PP |
94.28 |
94.28 |
94.28 |
94.51 |
| S1 |
93.34 |
93.34 |
94.42 |
93.81 |
| S2 |
92.07 |
92.07 |
94.21 |
|
| S3 |
89.86 |
91.13 |
94.01 |
|
| S4 |
87.65 |
88.92 |
93.40 |
|
|
| 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 |
95.21 |
91.97 |
3.24 |
3.4% |
1.78 |
1.9% |
82% |
True |
False |
89,099 |
| 10 |
95.21 |
87.20 |
8.01 |
8.5% |
2.22 |
2.3% |
93% |
True |
False |
86,355 |
| 20 |
95.21 |
87.14 |
8.07 |
8.5% |
2.24 |
2.4% |
93% |
True |
False |
68,050 |
| 40 |
95.21 |
78.16 |
17.05 |
18.0% |
2.48 |
2.6% |
97% |
True |
False |
50,574 |
| 60 |
95.21 |
78.16 |
17.05 |
18.0% |
2.46 |
2.6% |
97% |
True |
False |
40,059 |
| 80 |
107.12 |
78.16 |
28.96 |
30.6% |
2.31 |
2.4% |
57% |
False |
False |
33,567 |
| 100 |
109.15 |
78.16 |
30.99 |
32.8% |
2.18 |
2.3% |
53% |
False |
False |
28,790 |
| 120 |
110.65 |
78.16 |
32.49 |
34.3% |
2.09 |
2.2% |
51% |
False |
False |
25,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.60 |
|
2.618 |
101.00 |
|
1.618 |
98.79 |
|
1.000 |
97.42 |
|
0.618 |
96.58 |
|
HIGH |
95.21 |
|
0.618 |
94.37 |
|
0.500 |
94.11 |
|
0.382 |
93.84 |
|
LOW |
93.00 |
|
0.618 |
91.63 |
|
1.000 |
90.79 |
|
1.618 |
89.42 |
|
2.618 |
87.21 |
|
4.250 |
83.61 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.45 |
94.34 |
| PP |
94.28 |
94.06 |
| S1 |
94.11 |
93.78 |
|