NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.45 |
94.36 |
-0.09 |
-0.1% |
91.22 |
| High |
95.61 |
95.15 |
-0.46 |
-0.5% |
92.64 |
| Low |
93.87 |
94.07 |
0.20 |
0.2% |
88.05 |
| Close |
94.39 |
94.35 |
-0.04 |
0.0% |
92.33 |
| Range |
1.74 |
1.08 |
-0.66 |
-37.9% |
4.59 |
| ATR |
2.41 |
2.32 |
-0.10 |
-3.9% |
0.00 |
| Volume |
69,182 |
59,197 |
-9,985 |
-14.4% |
224,776 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.76 |
97.14 |
94.94 |
|
| R3 |
96.68 |
96.06 |
94.65 |
|
| R2 |
95.60 |
95.60 |
94.55 |
|
| R1 |
94.98 |
94.98 |
94.45 |
94.75 |
| PP |
94.52 |
94.52 |
94.52 |
94.41 |
| S1 |
93.90 |
93.90 |
94.25 |
93.67 |
| S2 |
93.44 |
93.44 |
94.15 |
|
| S3 |
92.36 |
92.82 |
94.05 |
|
| S4 |
91.28 |
91.74 |
93.76 |
|
|
| 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 |
88.38 |
7.23 |
7.7% |
2.26 |
2.4% |
83% |
False |
False |
58,900 |
| 10 |
95.61 |
88.05 |
7.56 |
8.0% |
2.15 |
2.3% |
83% |
False |
False |
48,397 |
| 20 |
95.61 |
87.39 |
8.22 |
8.7% |
2.16 |
2.3% |
85% |
False |
False |
47,107 |
| 40 |
95.61 |
79.12 |
16.49 |
17.5% |
2.45 |
2.6% |
92% |
False |
False |
46,478 |
| 60 |
95.71 |
79.12 |
16.59 |
17.6% |
2.45 |
2.6% |
92% |
False |
False |
46,856 |
| 80 |
107.29 |
79.12 |
28.17 |
29.9% |
2.29 |
2.4% |
54% |
False |
False |
47,021 |
| 100 |
110.02 |
79.12 |
30.90 |
32.8% |
2.21 |
2.3% |
49% |
False |
False |
45,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.74 |
|
2.618 |
97.98 |
|
1.618 |
96.90 |
|
1.000 |
96.23 |
|
0.618 |
95.82 |
|
HIGH |
95.15 |
|
0.618 |
94.74 |
|
0.500 |
94.61 |
|
0.382 |
94.48 |
|
LOW |
94.07 |
|
0.618 |
93.40 |
|
1.000 |
92.99 |
|
1.618 |
92.32 |
|
2.618 |
91.24 |
|
4.250 |
89.48 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.61 |
94.30 |
| PP |
94.52 |
94.24 |
| S1 |
94.44 |
94.19 |
|