NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.36 |
94.05 |
-0.31 |
-0.3% |
92.29 |
| High |
94.42 |
95.10 |
0.68 |
0.7% |
95.61 |
| Low |
92.66 |
93.04 |
0.38 |
0.4% |
91.60 |
| Close |
93.83 |
93.76 |
-0.07 |
-0.1% |
93.83 |
| Range |
1.76 |
2.06 |
0.30 |
17.0% |
4.01 |
| ATR |
2.28 |
2.26 |
-0.02 |
-0.7% |
0.00 |
| Volume |
58,519 |
48,262 |
-10,257 |
-17.5% |
291,234 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.15 |
99.01 |
94.89 |
|
| R3 |
98.09 |
96.95 |
94.33 |
|
| R2 |
96.03 |
96.03 |
94.14 |
|
| R1 |
94.89 |
94.89 |
93.95 |
94.43 |
| PP |
93.97 |
93.97 |
93.97 |
93.74 |
| S1 |
92.83 |
92.83 |
93.57 |
92.37 |
| S2 |
91.91 |
91.91 |
93.38 |
|
| S3 |
89.85 |
90.77 |
93.19 |
|
| S4 |
87.79 |
88.71 |
92.63 |
|
|
| 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 |
92.66 |
2.95 |
3.1% |
1.84 |
2.0% |
37% |
False |
False |
54,429 |
| 10 |
95.61 |
88.05 |
7.56 |
8.1% |
2.25 |
2.4% |
76% |
False |
False |
52,115 |
| 20 |
95.61 |
87.84 |
7.77 |
8.3% |
2.16 |
2.3% |
76% |
False |
False |
48,662 |
| 40 |
95.61 |
79.12 |
16.49 |
17.6% |
2.47 |
2.6% |
89% |
False |
False |
47,269 |
| 60 |
95.61 |
79.12 |
16.49 |
17.6% |
2.44 |
2.6% |
89% |
False |
False |
47,070 |
| 80 |
107.29 |
79.12 |
28.17 |
30.0% |
2.30 |
2.5% |
52% |
False |
False |
46,931 |
| 100 |
110.02 |
79.12 |
30.90 |
33.0% |
2.22 |
2.4% |
47% |
False |
False |
45,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.86 |
|
2.618 |
100.49 |
|
1.618 |
98.43 |
|
1.000 |
97.16 |
|
0.618 |
96.37 |
|
HIGH |
95.10 |
|
0.618 |
94.31 |
|
0.500 |
94.07 |
|
0.382 |
93.83 |
|
LOW |
93.04 |
|
0.618 |
91.77 |
|
1.000 |
90.98 |
|
1.618 |
89.71 |
|
2.618 |
87.65 |
|
4.250 |
84.29 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.07 |
93.91 |
| PP |
93.97 |
93.86 |
| S1 |
93.86 |
93.81 |
|