NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.34 |
95.17 |
0.83 |
0.9% |
92.29 |
| High |
95.89 |
96.64 |
0.75 |
0.8% |
95.61 |
| Low |
93.81 |
94.95 |
1.14 |
1.2% |
91.60 |
| Close |
95.27 |
96.51 |
1.24 |
1.3% |
93.83 |
| Range |
2.08 |
1.69 |
-0.39 |
-18.8% |
4.01 |
| ATR |
2.18 |
2.15 |
-0.04 |
-1.6% |
0.00 |
| Volume |
55,553 |
97,035 |
41,482 |
74.7% |
291,234 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.10 |
100.50 |
97.44 |
|
| R3 |
99.41 |
98.81 |
96.97 |
|
| R2 |
97.72 |
97.72 |
96.82 |
|
| R1 |
97.12 |
97.12 |
96.66 |
97.42 |
| PP |
96.03 |
96.03 |
96.03 |
96.19 |
| S1 |
95.43 |
95.43 |
96.36 |
95.73 |
| S2 |
94.34 |
94.34 |
96.20 |
|
| S3 |
92.65 |
93.74 |
96.05 |
|
| S4 |
90.96 |
92.05 |
95.58 |
|
|
| 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 |
96.64 |
92.66 |
3.98 |
4.1% |
1.78 |
1.8% |
97% |
True |
False |
62,634 |
| 10 |
96.64 |
88.38 |
8.26 |
8.6% |
2.02 |
2.1% |
98% |
True |
False |
60,767 |
| 20 |
96.64 |
87.84 |
8.80 |
9.1% |
2.11 |
2.2% |
99% |
True |
False |
51,648 |
| 40 |
96.64 |
79.12 |
17.52 |
18.2% |
2.37 |
2.5% |
99% |
True |
False |
49,866 |
| 60 |
96.64 |
79.12 |
17.52 |
18.2% |
2.43 |
2.5% |
99% |
True |
False |
48,514 |
| 80 |
107.29 |
79.12 |
28.17 |
29.2% |
2.31 |
2.4% |
62% |
False |
False |
48,162 |
| 100 |
109.39 |
79.12 |
30.27 |
31.4% |
2.21 |
2.3% |
57% |
False |
False |
46,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.82 |
|
2.618 |
101.06 |
|
1.618 |
99.37 |
|
1.000 |
98.33 |
|
0.618 |
97.68 |
|
HIGH |
96.64 |
|
0.618 |
95.99 |
|
0.500 |
95.80 |
|
0.382 |
95.60 |
|
LOW |
94.95 |
|
0.618 |
93.91 |
|
1.000 |
93.26 |
|
1.618 |
92.22 |
|
2.618 |
90.53 |
|
4.250 |
87.77 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.27 |
96.05 |
| PP |
96.03 |
95.59 |
| S1 |
95.80 |
95.13 |
|