NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.67 |
95.66 |
-1.01 |
-1.0% |
96.64 |
| High |
97.72 |
96.54 |
-1.18 |
-1.2% |
98.29 |
| Low |
94.41 |
95.14 |
0.73 |
0.8% |
95.32 |
| Close |
95.47 |
96.33 |
0.86 |
0.9% |
96.15 |
| Range |
3.31 |
1.40 |
-1.91 |
-57.7% |
2.97 |
| ATR |
2.14 |
2.09 |
-0.05 |
-2.5% |
0.00 |
| Volume |
221,177 |
187,890 |
-33,287 |
-15.0% |
1,010,328 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.20 |
99.67 |
97.10 |
|
| R3 |
98.80 |
98.27 |
96.72 |
|
| R2 |
97.40 |
97.40 |
96.59 |
|
| R1 |
96.87 |
96.87 |
96.46 |
97.14 |
| PP |
96.00 |
96.00 |
96.00 |
96.14 |
| S1 |
95.47 |
95.47 |
96.20 |
95.74 |
| S2 |
94.60 |
94.60 |
96.07 |
|
| S3 |
93.20 |
94.07 |
95.95 |
|
| S4 |
91.80 |
92.67 |
95.56 |
|
|
| 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 |
4.0% |
2.06 |
2.1% |
49% |
False |
False |
204,587 |
| 10 |
98.29 |
93.00 |
5.29 |
5.5% |
1.90 |
2.0% |
63% |
False |
False |
171,458 |
| 20 |
98.29 |
87.20 |
11.09 |
11.5% |
2.04 |
2.1% |
82% |
False |
False |
128,021 |
| 40 |
98.29 |
84.40 |
13.89 |
14.4% |
2.19 |
2.3% |
86% |
False |
False |
84,110 |
| 60 |
98.29 |
78.16 |
20.13 |
20.9% |
2.39 |
2.5% |
90% |
False |
False |
65,274 |
| 80 |
99.24 |
78.16 |
21.08 |
21.9% |
2.32 |
2.4% |
86% |
False |
False |
52,809 |
| 100 |
107.12 |
78.16 |
28.96 |
30.1% |
2.17 |
2.3% |
63% |
False |
False |
44,450 |
| 120 |
109.80 |
78.16 |
31.64 |
32.8% |
2.10 |
2.2% |
57% |
False |
False |
38,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.49 |
|
2.618 |
100.21 |
|
1.618 |
98.81 |
|
1.000 |
97.94 |
|
0.618 |
97.41 |
|
HIGH |
96.54 |
|
0.618 |
96.01 |
|
0.500 |
95.84 |
|
0.382 |
95.67 |
|
LOW |
95.14 |
|
0.618 |
94.27 |
|
1.000 |
93.74 |
|
1.618 |
92.87 |
|
2.618 |
91.47 |
|
4.250 |
89.19 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.17 |
96.24 |
| PP |
96.00 |
96.15 |
| S1 |
95.84 |
96.07 |
|