NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.97 |
96.39 |
0.42 |
0.4% |
96.87 |
| High |
96.83 |
96.66 |
-0.17 |
-0.2% |
98.60 |
| Low |
95.57 |
95.08 |
-0.49 |
-0.5% |
95.63 |
| Close |
96.63 |
95.81 |
-0.82 |
-0.8% |
96.45 |
| Range |
1.26 |
1.58 |
0.32 |
25.4% |
2.97 |
| ATR |
2.02 |
1.99 |
-0.03 |
-1.6% |
0.00 |
| Volume |
60,893 |
37,273 |
-23,620 |
-38.8% |
199,436 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.59 |
99.78 |
96.68 |
|
| R3 |
99.01 |
98.20 |
96.24 |
|
| R2 |
97.43 |
97.43 |
96.10 |
|
| R1 |
96.62 |
96.62 |
95.95 |
96.24 |
| PP |
95.85 |
95.85 |
95.85 |
95.66 |
| S1 |
95.04 |
95.04 |
95.67 |
94.66 |
| S2 |
94.27 |
94.27 |
95.52 |
|
| S3 |
92.69 |
93.46 |
95.38 |
|
| S4 |
91.11 |
91.88 |
94.94 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.80 |
104.10 |
98.08 |
|
| R3 |
102.83 |
101.13 |
97.27 |
|
| R2 |
99.86 |
99.86 |
96.99 |
|
| R1 |
98.16 |
98.16 |
96.72 |
97.53 |
| PP |
96.89 |
96.89 |
96.89 |
96.58 |
| S1 |
95.19 |
95.19 |
96.18 |
94.56 |
| S2 |
93.92 |
93.92 |
95.91 |
|
| S3 |
90.95 |
92.22 |
95.63 |
|
| S4 |
87.98 |
89.25 |
94.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.60 |
94.73 |
3.87 |
4.0% |
2.07 |
2.2% |
28% |
False |
False |
45,732 |
| 10 |
98.60 |
94.58 |
4.02 |
4.2% |
1.79 |
1.9% |
31% |
False |
False |
44,564 |
| 20 |
98.60 |
87.58 |
11.02 |
11.5% |
1.96 |
2.0% |
75% |
False |
False |
44,822 |
| 40 |
98.60 |
84.91 |
13.69 |
14.3% |
2.05 |
2.1% |
80% |
False |
False |
35,768 |
| 60 |
98.60 |
78.83 |
19.77 |
20.6% |
2.32 |
2.4% |
86% |
False |
False |
30,477 |
| 80 |
98.98 |
78.83 |
20.15 |
21.0% |
2.21 |
2.3% |
84% |
False |
False |
25,069 |
| 100 |
107.15 |
78.83 |
28.32 |
29.6% |
2.06 |
2.2% |
60% |
False |
False |
21,888 |
| 120 |
109.80 |
78.83 |
30.97 |
32.3% |
1.98 |
2.1% |
55% |
False |
False |
19,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.38 |
|
2.618 |
100.80 |
|
1.618 |
99.22 |
|
1.000 |
98.24 |
|
0.618 |
97.64 |
|
HIGH |
96.66 |
|
0.618 |
96.06 |
|
0.500 |
95.87 |
|
0.382 |
95.68 |
|
LOW |
95.08 |
|
0.618 |
94.10 |
|
1.000 |
93.50 |
|
1.618 |
92.52 |
|
2.618 |
90.94 |
|
4.250 |
88.37 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.87 |
96.36 |
| PP |
95.85 |
96.17 |
| S1 |
95.83 |
95.99 |
|