NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.28 |
93.87 |
0.59 |
0.6% |
91.98 |
| High |
94.51 |
95.50 |
0.99 |
1.0% |
95.26 |
| Low |
93.25 |
93.47 |
0.22 |
0.2% |
91.23 |
| Close |
94.07 |
94.91 |
0.84 |
0.9% |
93.43 |
| Range |
1.26 |
2.03 |
0.77 |
61.1% |
4.03 |
| ATR |
2.20 |
2.18 |
-0.01 |
-0.5% |
0.00 |
| Volume |
42,333 |
40,991 |
-1,342 |
-3.2% |
240,979 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.72 |
99.84 |
96.03 |
|
| R3 |
98.69 |
97.81 |
95.47 |
|
| R2 |
96.66 |
96.66 |
95.28 |
|
| R1 |
95.78 |
95.78 |
95.10 |
96.22 |
| PP |
94.63 |
94.63 |
94.63 |
94.85 |
| S1 |
93.75 |
93.75 |
94.72 |
94.19 |
| S2 |
92.60 |
92.60 |
94.54 |
|
| S3 |
90.57 |
91.72 |
94.35 |
|
| S4 |
88.54 |
89.69 |
93.79 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.40 |
103.44 |
95.65 |
|
| R3 |
101.37 |
99.41 |
94.54 |
|
| R2 |
97.34 |
97.34 |
94.17 |
|
| R1 |
95.38 |
95.38 |
93.80 |
96.36 |
| PP |
93.31 |
93.31 |
93.31 |
93.80 |
| S1 |
91.35 |
91.35 |
93.06 |
92.33 |
| S2 |
89.28 |
89.28 |
92.69 |
|
| S3 |
85.25 |
87.32 |
92.32 |
|
| S4 |
81.22 |
83.29 |
91.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.50 |
92.27 |
3.23 |
3.4% |
1.68 |
1.8% |
82% |
True |
False |
40,913 |
| 10 |
95.50 |
87.58 |
7.92 |
8.3% |
2.13 |
2.2% |
93% |
True |
False |
45,079 |
| 20 |
95.50 |
87.50 |
8.00 |
8.4% |
2.17 |
2.3% |
93% |
True |
False |
37,656 |
| 40 |
95.50 |
78.83 |
16.67 |
17.6% |
2.40 |
2.5% |
96% |
True |
False |
30,196 |
| 60 |
95.50 |
78.83 |
16.67 |
17.6% |
2.38 |
2.5% |
96% |
True |
False |
24,404 |
| 80 |
107.15 |
78.83 |
28.32 |
29.8% |
2.19 |
2.3% |
57% |
False |
False |
20,661 |
| 100 |
109.21 |
78.83 |
30.38 |
32.0% |
2.06 |
2.2% |
53% |
False |
False |
18,007 |
| 120 |
109.82 |
78.83 |
30.99 |
32.7% |
1.94 |
2.0% |
52% |
False |
False |
16,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.13 |
|
2.618 |
100.81 |
|
1.618 |
98.78 |
|
1.000 |
97.53 |
|
0.618 |
96.75 |
|
HIGH |
95.50 |
|
0.618 |
94.72 |
|
0.500 |
94.49 |
|
0.382 |
94.25 |
|
LOW |
93.47 |
|
0.618 |
92.22 |
|
1.000 |
91.44 |
|
1.618 |
90.19 |
|
2.618 |
88.16 |
|
4.250 |
84.84 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.77 |
94.63 |
| PP |
94.63 |
94.35 |
| S1 |
94.49 |
94.08 |
|