NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.79 |
94.34 |
0.55 |
0.6% |
92.29 |
| High |
94.90 |
95.89 |
0.99 |
1.0% |
95.61 |
| Low |
93.61 |
93.81 |
0.20 |
0.2% |
91.60 |
| Close |
94.46 |
95.27 |
0.81 |
0.9% |
93.83 |
| Range |
1.29 |
2.08 |
0.79 |
61.2% |
4.01 |
| ATR |
2.19 |
2.18 |
-0.01 |
-0.4% |
0.00 |
| Volume |
53,803 |
55,553 |
1,750 |
3.3% |
291,234 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.23 |
100.33 |
96.41 |
|
| R3 |
99.15 |
98.25 |
95.84 |
|
| R2 |
97.07 |
97.07 |
95.65 |
|
| R1 |
96.17 |
96.17 |
95.46 |
96.62 |
| PP |
94.99 |
94.99 |
94.99 |
95.22 |
| S1 |
94.09 |
94.09 |
95.08 |
94.54 |
| S2 |
92.91 |
92.91 |
94.89 |
|
| S3 |
90.83 |
92.01 |
94.70 |
|
| S4 |
88.75 |
89.93 |
94.13 |
|
|
| 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 |
95.89 |
92.66 |
3.23 |
3.4% |
1.65 |
1.7% |
81% |
True |
False |
55,066 |
| 10 |
95.89 |
88.05 |
7.84 |
8.2% |
2.11 |
2.2% |
92% |
True |
False |
56,107 |
| 20 |
95.89 |
87.84 |
8.05 |
8.4% |
2.17 |
2.3% |
92% |
True |
False |
49,361 |
| 40 |
95.89 |
79.12 |
16.77 |
17.6% |
2.41 |
2.5% |
96% |
True |
False |
48,443 |
| 60 |
95.89 |
79.12 |
16.77 |
17.6% |
2.43 |
2.6% |
96% |
True |
False |
47,454 |
| 80 |
107.29 |
79.12 |
28.17 |
29.6% |
2.30 |
2.4% |
57% |
False |
False |
47,337 |
| 100 |
109.39 |
79.12 |
30.27 |
31.8% |
2.20 |
2.3% |
53% |
False |
False |
46,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.73 |
|
2.618 |
101.34 |
|
1.618 |
99.26 |
|
1.000 |
97.97 |
|
0.618 |
97.18 |
|
HIGH |
95.89 |
|
0.618 |
95.10 |
|
0.500 |
94.85 |
|
0.382 |
94.60 |
|
LOW |
93.81 |
|
0.618 |
92.52 |
|
1.000 |
91.73 |
|
1.618 |
90.44 |
|
2.618 |
88.36 |
|
4.250 |
84.97 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.13 |
95.00 |
| PP |
94.99 |
94.73 |
| S1 |
94.85 |
94.47 |
|