NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
96.06 |
96.67 |
0.61 |
0.6% |
96.64 |
High |
97.17 |
97.72 |
0.55 |
0.6% |
98.29 |
Low |
95.41 |
94.41 |
-1.00 |
-1.0% |
95.32 |
Close |
96.15 |
95.47 |
-0.68 |
-0.7% |
96.15 |
Range |
1.76 |
3.31 |
1.55 |
88.1% |
2.97 |
ATR |
2.05 |
2.14 |
0.09 |
4.4% |
0.00 |
Volume |
190,266 |
221,177 |
30,911 |
16.2% |
1,010,328 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.80 |
103.94 |
97.29 |
|
R3 |
102.49 |
100.63 |
96.38 |
|
R2 |
99.18 |
99.18 |
96.08 |
|
R1 |
97.32 |
97.32 |
95.77 |
96.60 |
PP |
95.87 |
95.87 |
95.87 |
95.50 |
S1 |
94.01 |
94.01 |
95.17 |
93.29 |
S2 |
92.56 |
92.56 |
94.86 |
|
S3 |
89.25 |
90.70 |
94.56 |
|
S4 |
85.94 |
87.39 |
93.65 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.50 |
103.79 |
97.78 |
|
R3 |
102.53 |
100.82 |
96.97 |
|
R2 |
99.56 |
99.56 |
96.69 |
|
R1 |
97.85 |
97.85 |
96.42 |
97.22 |
PP |
96.59 |
96.59 |
96.59 |
96.27 |
S1 |
94.88 |
94.88 |
95.88 |
94.25 |
S2 |
93.62 |
93.62 |
95.61 |
|
S3 |
90.65 |
91.91 |
95.33 |
|
S4 |
87.68 |
88.94 |
94.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.29 |
94.41 |
3.88 |
4.1% |
2.14 |
2.2% |
27% |
False |
True |
208,970 |
10 |
98.29 |
92.86 |
5.43 |
5.7% |
1.89 |
2.0% |
48% |
False |
False |
162,126 |
20 |
98.29 |
87.20 |
11.09 |
11.6% |
2.12 |
2.2% |
75% |
False |
False |
122,245 |
40 |
98.29 |
82.89 |
15.40 |
16.1% |
2.22 |
2.3% |
82% |
False |
False |
80,482 |
60 |
98.29 |
78.16 |
20.13 |
21.1% |
2.42 |
2.5% |
86% |
False |
False |
62,524 |
80 |
103.63 |
78.16 |
25.47 |
26.7% |
2.37 |
2.5% |
68% |
False |
False |
50,657 |
100 |
107.12 |
78.16 |
28.96 |
30.3% |
2.18 |
2.3% |
60% |
False |
False |
42,670 |
120 |
109.80 |
78.16 |
31.64 |
33.1% |
2.10 |
2.2% |
55% |
False |
False |
37,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.79 |
2.618 |
106.39 |
1.618 |
103.08 |
1.000 |
101.03 |
0.618 |
99.77 |
HIGH |
97.72 |
0.618 |
96.46 |
0.500 |
96.07 |
0.382 |
95.67 |
LOW |
94.41 |
0.618 |
92.36 |
1.000 |
91.10 |
1.618 |
89.05 |
2.618 |
85.74 |
4.250 |
80.34 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
96.07 |
96.35 |
PP |
95.87 |
96.06 |
S1 |
95.67 |
95.76 |
|