NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.93 |
93.90 |
-0.03 |
0.0% |
90.53 |
| High |
95.26 |
94.76 |
-0.50 |
-0.5% |
92.23 |
| Low |
93.50 |
93.70 |
0.20 |
0.2% |
87.58 |
| Close |
93.97 |
93.94 |
-0.03 |
0.0% |
91.93 |
| Range |
1.76 |
1.06 |
-0.70 |
-39.8% |
4.65 |
| ATR |
2.40 |
2.31 |
-0.10 |
-4.0% |
0.00 |
| Volume |
68,761 |
43,912 |
-24,849 |
-36.1% |
203,332 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.31 |
96.69 |
94.52 |
|
| R3 |
96.25 |
95.63 |
94.23 |
|
| R2 |
95.19 |
95.19 |
94.13 |
|
| R1 |
94.57 |
94.57 |
94.04 |
94.88 |
| PP |
94.13 |
94.13 |
94.13 |
94.29 |
| S1 |
93.51 |
93.51 |
93.84 |
93.82 |
| S2 |
93.07 |
93.07 |
93.75 |
|
| S3 |
92.01 |
92.45 |
93.65 |
|
| S4 |
90.95 |
91.39 |
93.36 |
|
|
| 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 |
95.26 |
87.93 |
7.33 |
7.8% |
2.26 |
2.4% |
82% |
False |
False |
49,183 |
| 10 |
95.26 |
87.58 |
7.68 |
8.2% |
2.16 |
2.3% |
83% |
False |
False |
42,269 |
| 20 |
95.26 |
86.87 |
8.39 |
8.9% |
2.16 |
2.3% |
84% |
False |
False |
33,848 |
| 40 |
95.26 |
78.83 |
16.43 |
17.5% |
2.43 |
2.6% |
92% |
False |
False |
27,792 |
| 60 |
95.40 |
78.83 |
16.57 |
17.6% |
2.37 |
2.5% |
91% |
False |
False |
22,328 |
| 80 |
107.15 |
78.83 |
28.32 |
30.1% |
2.16 |
2.3% |
53% |
False |
False |
19,083 |
| 100 |
109.30 |
78.83 |
30.47 |
32.4% |
2.05 |
2.2% |
50% |
False |
False |
16,662 |
| 120 |
110.08 |
78.83 |
31.25 |
33.3% |
1.91 |
2.0% |
48% |
False |
False |
15,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.27 |
|
2.618 |
97.54 |
|
1.618 |
96.48 |
|
1.000 |
95.82 |
|
0.618 |
95.42 |
|
HIGH |
94.76 |
|
0.618 |
94.36 |
|
0.500 |
94.23 |
|
0.382 |
94.10 |
|
LOW |
93.70 |
|
0.618 |
93.04 |
|
1.000 |
92.64 |
|
1.618 |
91.98 |
|
2.618 |
90.92 |
|
4.250 |
89.20 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.23 |
93.91 |
| PP |
94.13 |
93.88 |
| S1 |
94.04 |
93.85 |
|