NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
91.98 |
92.50 |
0.52 |
0.6% |
90.53 |
| High |
92.87 |
94.95 |
2.08 |
2.2% |
92.23 |
| Low |
91.23 |
92.43 |
1.20 |
1.3% |
87.58 |
| Close |
92.76 |
94.25 |
1.49 |
1.6% |
91.93 |
| Range |
1.64 |
2.52 |
0.88 |
53.7% |
4.65 |
| ATR |
2.45 |
2.45 |
0.01 |
0.2% |
0.00 |
| Volume |
53,907 |
35,703 |
-18,204 |
-33.8% |
203,332 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.44 |
100.36 |
95.64 |
|
| R3 |
98.92 |
97.84 |
94.94 |
|
| R2 |
96.40 |
96.40 |
94.71 |
|
| R1 |
95.32 |
95.32 |
94.48 |
95.86 |
| PP |
93.88 |
93.88 |
93.88 |
94.15 |
| S1 |
92.80 |
92.80 |
94.02 |
93.34 |
| S2 |
91.36 |
91.36 |
93.79 |
|
| S3 |
88.84 |
90.28 |
93.56 |
|
| S4 |
86.32 |
87.76 |
92.86 |
|
|
| 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 |
94.95 |
87.58 |
7.37 |
7.8% |
2.60 |
2.8% |
91% |
True |
False |
43,684 |
| 10 |
94.95 |
87.50 |
7.45 |
7.9% |
2.36 |
2.5% |
91% |
True |
False |
36,783 |
| 20 |
94.95 |
85.34 |
9.61 |
10.2% |
2.23 |
2.4% |
93% |
True |
False |
30,594 |
| 40 |
94.95 |
78.83 |
16.12 |
17.1% |
2.46 |
2.6% |
96% |
True |
False |
26,005 |
| 60 |
96.84 |
78.83 |
18.01 |
19.1% |
2.38 |
2.5% |
86% |
False |
False |
20,729 |
| 80 |
107.15 |
78.83 |
28.32 |
30.0% |
2.16 |
2.3% |
54% |
False |
False |
17,894 |
| 100 |
109.80 |
78.83 |
30.97 |
32.9% |
2.05 |
2.2% |
50% |
False |
False |
15,705 |
| 120 |
110.08 |
78.83 |
31.25 |
33.2% |
1.90 |
2.0% |
49% |
False |
False |
14,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.66 |
|
2.618 |
101.55 |
|
1.618 |
99.03 |
|
1.000 |
97.47 |
|
0.618 |
96.51 |
|
HIGH |
94.95 |
|
0.618 |
93.99 |
|
0.500 |
93.69 |
|
0.382 |
93.39 |
|
LOW |
92.43 |
|
0.618 |
90.87 |
|
1.000 |
89.91 |
|
1.618 |
88.35 |
|
2.618 |
85.83 |
|
4.250 |
81.72 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.06 |
93.31 |
| PP |
93.88 |
92.38 |
| S1 |
93.69 |
91.44 |
|