NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
88.00 |
91.98 |
3.98 |
4.5% |
90.53 |
| High |
92.23 |
92.87 |
0.64 |
0.7% |
92.23 |
| Low |
87.93 |
91.23 |
3.30 |
3.8% |
87.58 |
| Close |
91.93 |
92.76 |
0.83 |
0.9% |
91.93 |
| Range |
4.30 |
1.64 |
-2.66 |
-61.9% |
4.65 |
| ATR |
2.51 |
2.45 |
-0.06 |
-2.5% |
0.00 |
| Volume |
43,634 |
53,907 |
10,273 |
23.5% |
203,332 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.21 |
96.62 |
93.66 |
|
| R3 |
95.57 |
94.98 |
93.21 |
|
| R2 |
93.93 |
93.93 |
93.06 |
|
| R1 |
93.34 |
93.34 |
92.91 |
93.64 |
| PP |
92.29 |
92.29 |
92.29 |
92.43 |
| S1 |
91.70 |
91.70 |
92.61 |
92.00 |
| S2 |
90.65 |
90.65 |
92.46 |
|
| S3 |
89.01 |
90.06 |
92.31 |
|
| S4 |
87.37 |
88.42 |
91.86 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.53 |
102.88 |
94.49 |
|
| R3 |
99.88 |
98.23 |
93.21 |
|
| R2 |
95.23 |
95.23 |
92.78 |
|
| R1 |
93.58 |
93.58 |
92.36 |
94.41 |
| PP |
90.58 |
90.58 |
90.58 |
90.99 |
| S1 |
88.93 |
88.93 |
91.50 |
89.76 |
| S2 |
85.93 |
85.93 |
91.08 |
|
| S3 |
81.28 |
84.28 |
90.65 |
|
| S4 |
76.63 |
79.63 |
89.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.87 |
87.58 |
5.29 |
5.7% |
2.69 |
2.9% |
98% |
True |
False |
45,733 |
| 10 |
92.87 |
87.50 |
5.37 |
5.8% |
2.27 |
2.5% |
98% |
True |
False |
35,614 |
| 20 |
93.72 |
84.91 |
8.81 |
9.5% |
2.21 |
2.4% |
89% |
False |
False |
29,856 |
| 40 |
93.72 |
78.83 |
14.89 |
16.1% |
2.52 |
2.7% |
94% |
False |
False |
25,791 |
| 60 |
98.26 |
78.83 |
19.43 |
20.9% |
2.36 |
2.5% |
72% |
False |
False |
20,277 |
| 80 |
107.15 |
78.83 |
28.32 |
30.5% |
2.14 |
2.3% |
49% |
False |
False |
17,604 |
| 100 |
109.80 |
78.83 |
30.97 |
33.4% |
2.04 |
2.2% |
45% |
False |
False |
15,423 |
| 120 |
110.08 |
78.83 |
31.25 |
33.7% |
1.88 |
2.0% |
45% |
False |
False |
14,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.84 |
|
2.618 |
97.16 |
|
1.618 |
95.52 |
|
1.000 |
94.51 |
|
0.618 |
93.88 |
|
HIGH |
92.87 |
|
0.618 |
92.24 |
|
0.500 |
92.05 |
|
0.382 |
91.86 |
|
LOW |
91.23 |
|
0.618 |
90.22 |
|
1.000 |
89.59 |
|
1.618 |
88.58 |
|
2.618 |
86.94 |
|
4.250 |
84.26 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.52 |
91.92 |
| PP |
92.29 |
91.07 |
| S1 |
92.05 |
90.23 |
|