NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.17 |
96.14 |
0.97 |
1.0% |
94.05 |
| High |
96.64 |
97.15 |
0.51 |
0.5% |
97.15 |
| Low |
94.95 |
95.88 |
0.93 |
1.0% |
93.04 |
| Close |
96.51 |
96.91 |
0.40 |
0.4% |
96.91 |
| Range |
1.69 |
1.27 |
-0.42 |
-24.9% |
4.11 |
| ATR |
2.15 |
2.09 |
-0.06 |
-2.9% |
0.00 |
| Volume |
97,035 |
62,016 |
-35,019 |
-36.1% |
316,669 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.46 |
99.95 |
97.61 |
|
| R3 |
99.19 |
98.68 |
97.26 |
|
| R2 |
97.92 |
97.92 |
97.14 |
|
| R1 |
97.41 |
97.41 |
97.03 |
97.67 |
| PP |
96.65 |
96.65 |
96.65 |
96.77 |
| S1 |
96.14 |
96.14 |
96.79 |
96.40 |
| S2 |
95.38 |
95.38 |
96.68 |
|
| S3 |
94.11 |
94.87 |
96.56 |
|
| S4 |
92.84 |
93.60 |
96.21 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.03 |
106.58 |
99.17 |
|
| R3 |
103.92 |
102.47 |
98.04 |
|
| R2 |
99.81 |
99.81 |
97.66 |
|
| R1 |
98.36 |
98.36 |
97.29 |
99.09 |
| PP |
95.70 |
95.70 |
95.70 |
96.06 |
| S1 |
94.25 |
94.25 |
96.53 |
94.98 |
| S2 |
91.59 |
91.59 |
96.16 |
|
| S3 |
87.48 |
90.14 |
95.78 |
|
| S4 |
83.37 |
86.03 |
94.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.15 |
93.04 |
4.11 |
4.2% |
1.68 |
1.7% |
94% |
True |
False |
63,333 |
| 10 |
97.15 |
91.60 |
5.55 |
5.7% |
1.72 |
1.8% |
96% |
True |
False |
60,790 |
| 20 |
97.15 |
87.84 |
9.31 |
9.6% |
2.09 |
2.2% |
97% |
True |
False |
50,961 |
| 40 |
97.15 |
79.12 |
18.03 |
18.6% |
2.32 |
2.4% |
99% |
True |
False |
49,327 |
| 60 |
97.15 |
79.12 |
18.03 |
18.6% |
2.41 |
2.5% |
99% |
True |
False |
48,802 |
| 80 |
107.29 |
79.12 |
28.17 |
29.1% |
2.31 |
2.4% |
63% |
False |
False |
48,475 |
| 100 |
108.90 |
79.12 |
29.78 |
30.7% |
2.21 |
2.3% |
60% |
False |
False |
47,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.55 |
|
2.618 |
100.47 |
|
1.618 |
99.20 |
|
1.000 |
98.42 |
|
0.618 |
97.93 |
|
HIGH |
97.15 |
|
0.618 |
96.66 |
|
0.500 |
96.52 |
|
0.382 |
96.37 |
|
LOW |
95.88 |
|
0.618 |
95.10 |
|
1.000 |
94.61 |
|
1.618 |
93.83 |
|
2.618 |
92.56 |
|
4.250 |
90.48 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.78 |
96.43 |
| PP |
96.65 |
95.96 |
| S1 |
96.52 |
95.48 |
|