NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
88.41 |
92.29 |
3.88 |
4.4% |
91.22 |
| High |
92.64 |
93.25 |
0.61 |
0.7% |
92.64 |
| Low |
88.38 |
91.60 |
3.22 |
3.6% |
88.05 |
| Close |
92.33 |
93.15 |
0.82 |
0.9% |
92.33 |
| Range |
4.26 |
1.65 |
-2.61 |
-61.3% |
4.59 |
| ATR |
2.52 |
2.46 |
-0.06 |
-2.5% |
0.00 |
| Volume |
61,789 |
67,347 |
5,558 |
9.0% |
224,776 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.62 |
97.03 |
94.06 |
|
| R3 |
95.97 |
95.38 |
93.60 |
|
| R2 |
94.32 |
94.32 |
93.45 |
|
| R1 |
93.73 |
93.73 |
93.30 |
94.03 |
| PP |
92.67 |
92.67 |
92.67 |
92.81 |
| S1 |
92.08 |
92.08 |
93.00 |
92.38 |
| S2 |
91.02 |
91.02 |
92.85 |
|
| S3 |
89.37 |
90.43 |
92.70 |
|
| S4 |
87.72 |
88.78 |
92.24 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.78 |
103.14 |
94.85 |
|
| R3 |
100.19 |
98.55 |
93.59 |
|
| R2 |
95.60 |
95.60 |
93.17 |
|
| R1 |
93.96 |
93.96 |
92.75 |
94.78 |
| PP |
91.01 |
91.01 |
91.01 |
91.42 |
| S1 |
89.37 |
89.37 |
91.91 |
90.19 |
| S2 |
86.42 |
86.42 |
91.49 |
|
| S3 |
81.83 |
84.78 |
91.07 |
|
| S4 |
77.24 |
80.19 |
89.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.25 |
88.05 |
5.20 |
5.6% |
2.67 |
2.9% |
98% |
True |
False |
49,801 |
| 10 |
93.25 |
87.84 |
5.41 |
5.8% |
2.27 |
2.4% |
98% |
True |
False |
43,576 |
| 20 |
94.08 |
85.43 |
8.65 |
9.3% |
2.22 |
2.4% |
89% |
False |
False |
44,616 |
| 40 |
94.08 |
79.12 |
14.96 |
16.1% |
2.56 |
2.7% |
94% |
False |
False |
46,041 |
| 60 |
98.52 |
79.12 |
19.40 |
20.8% |
2.45 |
2.6% |
72% |
False |
False |
45,882 |
| 80 |
107.29 |
79.12 |
28.17 |
30.2% |
2.28 |
2.4% |
50% |
False |
False |
46,656 |
| 100 |
110.02 |
79.12 |
30.90 |
33.2% |
2.21 |
2.4% |
45% |
False |
False |
45,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.26 |
|
2.618 |
97.57 |
|
1.618 |
95.92 |
|
1.000 |
94.90 |
|
0.618 |
94.27 |
|
HIGH |
93.25 |
|
0.618 |
92.62 |
|
0.500 |
92.43 |
|
0.382 |
92.23 |
|
LOW |
91.60 |
|
0.618 |
90.58 |
|
1.000 |
89.95 |
|
1.618 |
88.93 |
|
2.618 |
87.28 |
|
4.250 |
84.59 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.91 |
92.32 |
| PP |
92.67 |
91.48 |
| S1 |
92.43 |
90.65 |
|