NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.20 |
96.94 |
0.74 |
0.8% |
93.60 |
| High |
97.85 |
97.54 |
-0.31 |
-0.3% |
96.58 |
| Low |
96.06 |
96.26 |
0.20 |
0.2% |
92.34 |
| Close |
96.84 |
97.26 |
0.42 |
0.4% |
96.32 |
| Range |
1.79 |
1.28 |
-0.51 |
-28.5% |
4.24 |
| ATR |
2.09 |
2.04 |
-0.06 |
-2.8% |
0.00 |
| Volume |
209,807 |
207,296 |
-2,511 |
-1.2% |
470,289 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.86 |
100.34 |
97.96 |
|
| R3 |
99.58 |
99.06 |
97.61 |
|
| R2 |
98.30 |
98.30 |
97.49 |
|
| R1 |
97.78 |
97.78 |
97.38 |
98.04 |
| PP |
97.02 |
97.02 |
97.02 |
97.15 |
| S1 |
96.50 |
96.50 |
97.14 |
96.76 |
| S2 |
95.74 |
95.74 |
97.03 |
|
| S3 |
94.46 |
95.22 |
96.91 |
|
| S4 |
93.18 |
93.94 |
96.56 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.80 |
106.30 |
98.65 |
|
| R3 |
103.56 |
102.06 |
97.49 |
|
| R2 |
99.32 |
99.32 |
97.10 |
|
| R1 |
97.82 |
97.82 |
96.71 |
98.57 |
| PP |
95.08 |
95.08 |
95.08 |
95.46 |
| S1 |
93.58 |
93.58 |
95.93 |
94.33 |
| S2 |
90.84 |
90.84 |
95.54 |
|
| S3 |
86.60 |
89.34 |
95.15 |
|
| S4 |
82.36 |
85.10 |
93.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.85 |
94.21 |
3.64 |
3.7% |
1.55 |
1.6% |
84% |
False |
False |
163,772 |
| 10 |
97.85 |
91.97 |
5.88 |
6.0% |
1.66 |
1.7% |
90% |
False |
False |
126,436 |
| 20 |
97.85 |
87.20 |
10.65 |
11.0% |
2.00 |
2.1% |
94% |
False |
False |
97,550 |
| 40 |
97.85 |
78.16 |
19.69 |
20.2% |
2.34 |
2.4% |
97% |
False |
False |
67,157 |
| 60 |
97.85 |
78.16 |
19.69 |
20.2% |
2.45 |
2.5% |
97% |
False |
False |
52,849 |
| 80 |
107.12 |
78.16 |
28.96 |
29.8% |
2.34 |
2.4% |
66% |
False |
False |
43,320 |
| 100 |
107.38 |
78.16 |
29.22 |
30.0% |
2.17 |
2.2% |
65% |
False |
False |
36,671 |
| 120 |
109.80 |
78.16 |
31.64 |
32.5% |
2.07 |
2.1% |
60% |
False |
False |
32,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.98 |
|
2.618 |
100.89 |
|
1.618 |
99.61 |
|
1.000 |
98.82 |
|
0.618 |
98.33 |
|
HIGH |
97.54 |
|
0.618 |
97.05 |
|
0.500 |
96.90 |
|
0.382 |
96.75 |
|
LOW |
96.26 |
|
0.618 |
95.47 |
|
1.000 |
94.98 |
|
1.618 |
94.19 |
|
2.618 |
92.91 |
|
4.250 |
90.82 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.14 |
97.04 |
| PP |
97.02 |
96.81 |
| S1 |
96.90 |
96.59 |
|