NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.36 |
94.36 |
0.00 |
0.0% |
92.29 |
| High |
95.15 |
94.42 |
-0.73 |
-0.8% |
95.61 |
| Low |
94.07 |
92.66 |
-1.41 |
-1.5% |
91.60 |
| Close |
94.35 |
93.83 |
-0.52 |
-0.6% |
93.83 |
| Range |
1.08 |
1.76 |
0.68 |
63.0% |
4.01 |
| ATR |
2.32 |
2.28 |
-0.04 |
-1.7% |
0.00 |
| Volume |
59,197 |
58,519 |
-678 |
-1.1% |
291,234 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.92 |
98.13 |
94.80 |
|
| R3 |
97.16 |
96.37 |
94.31 |
|
| R2 |
95.40 |
95.40 |
94.15 |
|
| R1 |
94.61 |
94.61 |
93.99 |
94.13 |
| PP |
93.64 |
93.64 |
93.64 |
93.39 |
| S1 |
92.85 |
92.85 |
93.67 |
92.37 |
| S2 |
91.88 |
91.88 |
93.51 |
|
| S3 |
90.12 |
91.09 |
93.35 |
|
| S4 |
88.36 |
89.33 |
92.86 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.71 |
103.78 |
96.04 |
|
| R3 |
101.70 |
99.77 |
94.93 |
|
| R2 |
97.69 |
97.69 |
94.57 |
|
| R1 |
95.76 |
95.76 |
94.20 |
96.73 |
| PP |
93.68 |
93.68 |
93.68 |
94.16 |
| S1 |
91.75 |
91.75 |
93.46 |
92.72 |
| S2 |
89.67 |
89.67 |
93.09 |
|
| S3 |
85.66 |
87.74 |
92.73 |
|
| S4 |
81.65 |
83.73 |
91.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.61 |
91.60 |
4.01 |
4.3% |
1.76 |
1.9% |
56% |
False |
False |
58,246 |
| 10 |
95.61 |
88.05 |
7.56 |
8.1% |
2.19 |
2.3% |
76% |
False |
False |
51,601 |
| 20 |
95.61 |
87.84 |
7.77 |
8.3% |
2.16 |
2.3% |
77% |
False |
False |
48,014 |
| 40 |
95.61 |
79.12 |
16.49 |
17.6% |
2.45 |
2.6% |
89% |
False |
False |
47,011 |
| 60 |
95.61 |
79.12 |
16.49 |
17.6% |
2.44 |
2.6% |
89% |
False |
False |
47,170 |
| 80 |
107.29 |
79.12 |
28.17 |
30.0% |
2.29 |
2.4% |
52% |
False |
False |
47,000 |
| 100 |
110.02 |
79.12 |
30.90 |
32.9% |
2.21 |
2.4% |
48% |
False |
False |
45,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.90 |
|
2.618 |
99.03 |
|
1.618 |
97.27 |
|
1.000 |
96.18 |
|
0.618 |
95.51 |
|
HIGH |
94.42 |
|
0.618 |
93.75 |
|
0.500 |
93.54 |
|
0.382 |
93.33 |
|
LOW |
92.66 |
|
0.618 |
91.57 |
|
1.000 |
90.90 |
|
1.618 |
89.81 |
|
2.618 |
88.05 |
|
4.250 |
85.18 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.73 |
94.14 |
| PP |
93.64 |
94.03 |
| S1 |
93.54 |
93.93 |
|