NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.02 |
94.45 |
1.43 |
1.5% |
91.22 |
| High |
95.32 |
95.61 |
0.29 |
0.3% |
92.64 |
| Low |
92.77 |
93.87 |
1.10 |
1.2% |
88.05 |
| Close |
94.64 |
94.39 |
-0.25 |
-0.3% |
92.33 |
| Range |
2.55 |
1.74 |
-0.81 |
-31.8% |
4.59 |
| ATR |
2.46 |
2.41 |
-0.05 |
-2.1% |
0.00 |
| Volume |
36,989 |
69,182 |
32,193 |
87.0% |
224,776 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.84 |
98.86 |
95.35 |
|
| R3 |
98.10 |
97.12 |
94.87 |
|
| R2 |
96.36 |
96.36 |
94.71 |
|
| R1 |
95.38 |
95.38 |
94.55 |
95.00 |
| PP |
94.62 |
94.62 |
94.62 |
94.44 |
| S1 |
93.64 |
93.64 |
94.23 |
93.26 |
| S2 |
92.88 |
92.88 |
94.07 |
|
| S3 |
91.14 |
91.90 |
93.91 |
|
| S4 |
89.40 |
90.16 |
93.43 |
|
|
| 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 |
95.61 |
88.05 |
7.56 |
8.0% |
2.56 |
2.7% |
84% |
True |
False |
57,148 |
| 10 |
95.61 |
88.05 |
7.56 |
8.0% |
2.28 |
2.4% |
84% |
True |
False |
46,179 |
| 20 |
95.61 |
85.90 |
9.71 |
10.3% |
2.21 |
2.3% |
87% |
True |
False |
46,209 |
| 40 |
95.61 |
79.12 |
16.49 |
17.5% |
2.47 |
2.6% |
93% |
True |
False |
46,112 |
| 60 |
96.92 |
79.12 |
17.80 |
18.9% |
2.47 |
2.6% |
86% |
False |
False |
46,446 |
| 80 |
107.29 |
79.12 |
28.17 |
29.8% |
2.30 |
2.4% |
54% |
False |
False |
46,912 |
| 100 |
110.02 |
79.12 |
30.90 |
32.7% |
2.22 |
2.3% |
49% |
False |
False |
45,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.01 |
|
2.618 |
100.17 |
|
1.618 |
98.43 |
|
1.000 |
97.35 |
|
0.618 |
96.69 |
|
HIGH |
95.61 |
|
0.618 |
94.95 |
|
0.500 |
94.74 |
|
0.382 |
94.53 |
|
LOW |
93.87 |
|
0.618 |
92.79 |
|
1.000 |
92.13 |
|
1.618 |
91.05 |
|
2.618 |
89.31 |
|
4.250 |
86.48 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.74 |
94.13 |
| PP |
94.62 |
93.87 |
| S1 |
94.51 |
93.61 |
|