NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.05 |
93.79 |
-0.26 |
-0.3% |
92.29 |
| High |
95.10 |
94.90 |
-0.20 |
-0.2% |
95.61 |
| Low |
93.04 |
93.61 |
0.57 |
0.6% |
91.60 |
| Close |
93.76 |
94.46 |
0.70 |
0.7% |
93.83 |
| Range |
2.06 |
1.29 |
-0.77 |
-37.4% |
4.01 |
| ATR |
2.26 |
2.19 |
-0.07 |
-3.1% |
0.00 |
| Volume |
48,262 |
53,803 |
5,541 |
11.5% |
291,234 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.19 |
97.62 |
95.17 |
|
| R3 |
96.90 |
96.33 |
94.81 |
|
| R2 |
95.61 |
95.61 |
94.70 |
|
| R1 |
95.04 |
95.04 |
94.58 |
95.33 |
| PP |
94.32 |
94.32 |
94.32 |
94.47 |
| S1 |
93.75 |
93.75 |
94.34 |
94.04 |
| S2 |
93.03 |
93.03 |
94.22 |
|
| S3 |
91.74 |
92.46 |
94.11 |
|
| S4 |
90.45 |
91.17 |
93.75 |
|
|
| 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% |
1.59 |
1.7% |
61% |
False |
False |
57,792 |
| 10 |
95.61 |
88.05 |
7.56 |
8.0% |
2.09 |
2.2% |
85% |
False |
False |
54,946 |
| 20 |
95.61 |
87.84 |
7.77 |
8.2% |
2.13 |
2.3% |
85% |
False |
False |
49,149 |
| 40 |
95.61 |
79.12 |
16.49 |
17.5% |
2.41 |
2.6% |
93% |
False |
False |
47,909 |
| 60 |
95.61 |
79.12 |
16.49 |
17.5% |
2.43 |
2.6% |
93% |
False |
False |
47,160 |
| 80 |
107.29 |
79.12 |
28.17 |
29.8% |
2.30 |
2.4% |
54% |
False |
False |
47,107 |
| 100 |
110.02 |
79.12 |
30.90 |
32.7% |
2.21 |
2.3% |
50% |
False |
False |
45,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.38 |
|
2.618 |
98.28 |
|
1.618 |
96.99 |
|
1.000 |
96.19 |
|
0.618 |
95.70 |
|
HIGH |
94.90 |
|
0.618 |
94.41 |
|
0.500 |
94.26 |
|
0.382 |
94.10 |
|
LOW |
93.61 |
|
0.618 |
92.81 |
|
1.000 |
92.32 |
|
1.618 |
91.52 |
|
2.618 |
90.23 |
|
4.250 |
88.13 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.39 |
94.27 |
| PP |
94.32 |
94.07 |
| S1 |
94.26 |
93.88 |
|