NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.60 |
95.02 |
-0.58 |
-0.6% |
96.90 |
| High |
95.90 |
97.21 |
1.31 |
1.4% |
97.98 |
| Low |
94.28 |
94.86 |
0.58 |
0.6% |
94.28 |
| Close |
94.96 |
96.76 |
1.80 |
1.9% |
96.76 |
| Range |
1.62 |
2.35 |
0.73 |
45.1% |
3.70 |
| ATR |
1.96 |
1.99 |
0.03 |
1.4% |
0.00 |
| Volume |
29,466 |
46,116 |
16,650 |
56.5% |
213,634 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.33 |
102.39 |
98.05 |
|
| R3 |
100.98 |
100.04 |
97.41 |
|
| R2 |
98.63 |
98.63 |
97.19 |
|
| R1 |
97.69 |
97.69 |
96.98 |
98.16 |
| PP |
96.28 |
96.28 |
96.28 |
96.51 |
| S1 |
95.34 |
95.34 |
96.54 |
95.81 |
| S2 |
93.93 |
93.93 |
96.33 |
|
| S3 |
91.58 |
92.99 |
96.11 |
|
| S4 |
89.23 |
90.64 |
95.47 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.44 |
105.80 |
98.80 |
|
| R3 |
103.74 |
102.10 |
97.78 |
|
| R2 |
100.04 |
100.04 |
97.44 |
|
| R1 |
98.40 |
98.40 |
97.10 |
97.37 |
| PP |
96.34 |
96.34 |
96.34 |
95.83 |
| S1 |
94.70 |
94.70 |
96.42 |
93.67 |
| S2 |
92.64 |
92.64 |
96.08 |
|
| S3 |
88.94 |
91.00 |
95.74 |
|
| S4 |
85.24 |
87.30 |
94.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.98 |
94.28 |
3.70 |
3.8% |
2.01 |
2.1% |
67% |
False |
False |
42,726 |
| 10 |
98.60 |
94.28 |
4.32 |
4.5% |
1.88 |
1.9% |
57% |
False |
False |
41,307 |
| 20 |
98.60 |
91.23 |
7.37 |
7.6% |
1.81 |
1.9% |
75% |
False |
False |
44,208 |
| 40 |
98.60 |
84.91 |
13.69 |
14.1% |
2.02 |
2.1% |
87% |
False |
False |
36,277 |
| 60 |
98.60 |
78.83 |
19.77 |
20.4% |
2.30 |
2.4% |
91% |
False |
False |
31,381 |
| 80 |
98.85 |
78.83 |
20.02 |
20.7% |
2.22 |
2.3% |
90% |
False |
False |
25,712 |
| 100 |
107.15 |
78.83 |
28.32 |
29.3% |
2.07 |
2.1% |
63% |
False |
False |
22,471 |
| 120 |
109.80 |
78.83 |
30.97 |
32.0% |
2.00 |
2.1% |
58% |
False |
False |
19,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.20 |
|
2.618 |
103.36 |
|
1.618 |
101.01 |
|
1.000 |
99.56 |
|
0.618 |
98.66 |
|
HIGH |
97.21 |
|
0.618 |
96.31 |
|
0.500 |
96.04 |
|
0.382 |
95.76 |
|
LOW |
94.86 |
|
0.618 |
93.41 |
|
1.000 |
92.51 |
|
1.618 |
91.06 |
|
2.618 |
88.71 |
|
4.250 |
84.87 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.52 |
96.42 |
| PP |
96.28 |
96.08 |
| S1 |
96.04 |
95.75 |
|