NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
92.29 |
93.02 |
0.73 |
0.8% |
91.22 |
| High |
93.25 |
95.32 |
2.07 |
2.2% |
92.64 |
| Low |
91.60 |
92.77 |
1.17 |
1.3% |
88.05 |
| Close |
93.15 |
94.64 |
1.49 |
1.6% |
92.33 |
| Range |
1.65 |
2.55 |
0.90 |
54.5% |
4.59 |
| ATR |
2.46 |
2.46 |
0.01 |
0.3% |
0.00 |
| Volume |
67,347 |
36,989 |
-30,358 |
-45.1% |
224,776 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.89 |
100.82 |
96.04 |
|
| R3 |
99.34 |
98.27 |
95.34 |
|
| R2 |
96.79 |
96.79 |
95.11 |
|
| R1 |
95.72 |
95.72 |
94.87 |
96.26 |
| PP |
94.24 |
94.24 |
94.24 |
94.51 |
| S1 |
93.17 |
93.17 |
94.41 |
93.71 |
| S2 |
91.69 |
91.69 |
94.17 |
|
| S3 |
89.14 |
90.62 |
93.94 |
|
| S4 |
86.59 |
88.07 |
93.24 |
|
|
| 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 |
95.32 |
88.05 |
7.27 |
7.7% |
2.60 |
2.7% |
91% |
True |
False |
52,100 |
| 10 |
95.32 |
87.84 |
7.48 |
7.9% |
2.36 |
2.5% |
91% |
True |
False |
43,125 |
| 20 |
95.32 |
85.89 |
9.43 |
10.0% |
2.24 |
2.4% |
93% |
True |
False |
44,584 |
| 40 |
95.32 |
79.12 |
16.20 |
17.1% |
2.48 |
2.6% |
96% |
True |
False |
45,549 |
| 60 |
97.33 |
79.12 |
18.21 |
19.2% |
2.47 |
2.6% |
85% |
False |
False |
45,890 |
| 80 |
107.29 |
79.12 |
28.17 |
29.8% |
2.30 |
2.4% |
55% |
False |
False |
46,384 |
| 100 |
110.02 |
79.12 |
30.90 |
32.7% |
2.22 |
2.3% |
50% |
False |
False |
45,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.16 |
|
2.618 |
102.00 |
|
1.618 |
99.45 |
|
1.000 |
97.87 |
|
0.618 |
96.90 |
|
HIGH |
95.32 |
|
0.618 |
94.35 |
|
0.500 |
94.05 |
|
0.382 |
93.74 |
|
LOW |
92.77 |
|
0.618 |
91.19 |
|
1.000 |
90.22 |
|
1.618 |
88.64 |
|
2.618 |
86.09 |
|
4.250 |
81.93 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.44 |
93.71 |
| PP |
94.24 |
92.78 |
| S1 |
94.05 |
91.85 |
|