NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.10 |
97.50 |
0.40 |
0.4% |
93.69 |
| High |
97.82 |
98.60 |
0.78 |
0.8% |
96.84 |
| Low |
96.59 |
96.09 |
-0.50 |
-0.5% |
92.65 |
| Close |
97.55 |
96.60 |
-0.95 |
-1.0% |
96.58 |
| Range |
1.23 |
2.51 |
1.28 |
104.1% |
4.19 |
| ATR |
1.97 |
2.01 |
0.04 |
2.0% |
0.00 |
| Volume |
39,114 |
40,589 |
1,475 |
3.8% |
230,117 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.63 |
103.12 |
97.98 |
|
| R3 |
102.12 |
100.61 |
97.29 |
|
| R2 |
99.61 |
99.61 |
97.06 |
|
| R1 |
98.10 |
98.10 |
96.83 |
97.60 |
| PP |
97.10 |
97.10 |
97.10 |
96.85 |
| S1 |
95.59 |
95.59 |
96.37 |
95.09 |
| S2 |
94.59 |
94.59 |
96.14 |
|
| S3 |
92.08 |
93.08 |
95.91 |
|
| S4 |
89.57 |
90.57 |
95.22 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.93 |
106.44 |
98.88 |
|
| R3 |
103.74 |
102.25 |
97.73 |
|
| R2 |
99.55 |
99.55 |
97.35 |
|
| R1 |
98.06 |
98.06 |
96.96 |
98.81 |
| PP |
95.36 |
95.36 |
95.36 |
95.73 |
| S1 |
93.87 |
93.87 |
96.20 |
94.62 |
| S2 |
91.17 |
91.17 |
95.81 |
|
| S3 |
86.98 |
89.68 |
95.43 |
|
| S4 |
82.79 |
85.49 |
94.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.60 |
95.55 |
3.05 |
3.2% |
1.66 |
1.7% |
34% |
True |
False |
36,233 |
| 10 |
98.60 |
92.27 |
6.33 |
6.6% |
1.73 |
1.8% |
68% |
True |
False |
41,823 |
| 20 |
98.60 |
87.58 |
11.02 |
11.4% |
1.95 |
2.0% |
82% |
True |
False |
42,046 |
| 40 |
98.60 |
78.83 |
19.77 |
20.5% |
2.28 |
2.4% |
90% |
True |
False |
33,497 |
| 60 |
98.60 |
78.83 |
19.77 |
20.5% |
2.36 |
2.4% |
90% |
True |
False |
27,983 |
| 80 |
106.76 |
78.83 |
27.93 |
28.9% |
2.24 |
2.3% |
64% |
False |
False |
23,358 |
| 100 |
107.35 |
78.83 |
28.52 |
29.5% |
2.05 |
2.1% |
62% |
False |
False |
20,271 |
| 120 |
109.80 |
78.83 |
30.97 |
32.1% |
1.95 |
2.0% |
57% |
False |
False |
18,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.27 |
|
2.618 |
105.17 |
|
1.618 |
102.66 |
|
1.000 |
101.11 |
|
0.618 |
100.15 |
|
HIGH |
98.60 |
|
0.618 |
97.64 |
|
0.500 |
97.35 |
|
0.382 |
97.05 |
|
LOW |
96.09 |
|
0.618 |
94.54 |
|
1.000 |
93.58 |
|
1.618 |
92.03 |
|
2.618 |
89.52 |
|
4.250 |
85.42 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.35 |
97.35 |
| PP |
97.10 |
97.10 |
| S1 |
96.85 |
96.85 |
|