NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
95.30 |
94.75 |
-0.55 |
-0.6% |
96.67 |
High |
95.60 |
96.92 |
1.32 |
1.4% |
97.72 |
Low |
93.95 |
94.51 |
0.56 |
0.6% |
93.95 |
Close |
94.62 |
96.47 |
1.85 |
2.0% |
96.47 |
Range |
1.65 |
2.41 |
0.76 |
46.1% |
3.77 |
ATR |
2.02 |
2.05 |
0.03 |
1.4% |
0.00 |
Volume |
118,564 |
249,063 |
130,499 |
110.1% |
951,471 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.20 |
102.24 |
97.80 |
|
R3 |
100.79 |
99.83 |
97.13 |
|
R2 |
98.38 |
98.38 |
96.91 |
|
R1 |
97.42 |
97.42 |
96.69 |
97.90 |
PP |
95.97 |
95.97 |
95.97 |
96.21 |
S1 |
95.01 |
95.01 |
96.25 |
95.49 |
S2 |
93.56 |
93.56 |
96.03 |
|
S3 |
91.15 |
92.60 |
95.81 |
|
S4 |
88.74 |
90.19 |
95.14 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.36 |
105.68 |
98.54 |
|
R3 |
103.59 |
101.91 |
97.51 |
|
R2 |
99.82 |
99.82 |
97.16 |
|
R1 |
98.14 |
98.14 |
96.82 |
97.10 |
PP |
96.05 |
96.05 |
96.05 |
95.52 |
S1 |
94.37 |
94.37 |
96.12 |
93.33 |
S2 |
92.28 |
92.28 |
95.78 |
|
S3 |
88.51 |
90.60 |
95.43 |
|
S4 |
84.74 |
86.83 |
94.40 |
|
|
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 |
3.9% |
2.08 |
2.2% |
67% |
False |
False |
190,294 |
10 |
98.29 |
93.95 |
4.34 |
4.5% |
1.93 |
2.0% |
58% |
False |
False |
196,179 |
20 |
98.29 |
90.89 |
7.40 |
7.7% |
1.87 |
1.9% |
75% |
False |
False |
144,561 |
40 |
98.29 |
84.46 |
13.83 |
14.3% |
2.08 |
2.2% |
87% |
False |
False |
94,463 |
60 |
98.29 |
78.16 |
20.13 |
20.9% |
2.37 |
2.5% |
91% |
False |
False |
73,374 |
80 |
98.64 |
78.16 |
20.48 |
21.2% |
2.31 |
2.4% |
89% |
False |
False |
58,898 |
100 |
107.12 |
78.16 |
28.96 |
30.0% |
2.18 |
2.3% |
63% |
False |
False |
49,538 |
120 |
109.80 |
78.16 |
31.64 |
32.8% |
2.11 |
2.2% |
58% |
False |
False |
42,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.16 |
2.618 |
103.23 |
1.618 |
100.82 |
1.000 |
99.33 |
0.618 |
98.41 |
HIGH |
96.92 |
0.618 |
96.00 |
0.500 |
95.72 |
0.382 |
95.43 |
LOW |
94.51 |
0.618 |
93.02 |
1.000 |
92.10 |
1.618 |
90.61 |
2.618 |
88.20 |
4.250 |
84.27 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
96.22 |
96.13 |
PP |
95.97 |
95.78 |
S1 |
95.72 |
95.44 |
|