NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
96.08 |
95.30 |
-0.78 |
-0.8% |
96.64 |
High |
96.37 |
95.60 |
-0.77 |
-0.8% |
98.29 |
Low |
94.76 |
93.95 |
-0.81 |
-0.9% |
95.32 |
Close |
95.49 |
94.62 |
-0.87 |
-0.9% |
96.15 |
Range |
1.61 |
1.65 |
0.04 |
2.5% |
2.97 |
ATR |
2.05 |
2.02 |
-0.03 |
-1.4% |
0.00 |
Volume |
174,777 |
118,564 |
-56,213 |
-32.2% |
1,010,328 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.67 |
98.80 |
95.53 |
|
R3 |
98.02 |
97.15 |
95.07 |
|
R2 |
96.37 |
96.37 |
94.92 |
|
R1 |
95.50 |
95.50 |
94.77 |
95.11 |
PP |
94.72 |
94.72 |
94.72 |
94.53 |
S1 |
93.85 |
93.85 |
94.47 |
93.46 |
S2 |
93.07 |
93.07 |
94.32 |
|
S3 |
91.42 |
92.20 |
94.17 |
|
S4 |
89.77 |
90.55 |
93.71 |
|
|
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 |
97.72 |
93.95 |
3.77 |
4.0% |
1.95 |
2.1% |
18% |
False |
True |
178,534 |
10 |
98.29 |
93.95 |
4.34 |
4.6% |
1.82 |
1.9% |
15% |
False |
True |
183,357 |
20 |
98.29 |
87.58 |
10.71 |
11.3% |
1.97 |
2.1% |
66% |
False |
False |
135,716 |
40 |
98.29 |
84.46 |
13.83 |
14.6% |
2.10 |
2.2% |
73% |
False |
False |
89,445 |
60 |
98.29 |
78.16 |
20.13 |
21.3% |
2.39 |
2.5% |
82% |
False |
False |
69,648 |
80 |
98.64 |
78.16 |
20.48 |
21.6% |
2.30 |
2.4% |
80% |
False |
False |
55,977 |
100 |
107.12 |
78.16 |
28.96 |
30.6% |
2.17 |
2.3% |
57% |
False |
False |
47,184 |
120 |
109.80 |
78.16 |
31.64 |
33.4% |
2.10 |
2.2% |
52% |
False |
False |
40,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.61 |
2.618 |
99.92 |
1.618 |
98.27 |
1.000 |
97.25 |
0.618 |
96.62 |
HIGH |
95.60 |
0.618 |
94.97 |
0.500 |
94.78 |
0.382 |
94.58 |
LOW |
93.95 |
0.618 |
92.93 |
1.000 |
92.30 |
1.618 |
91.28 |
2.618 |
89.63 |
4.250 |
86.94 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
94.78 |
95.25 |
PP |
94.72 |
95.04 |
S1 |
94.67 |
94.83 |
|