NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.20 |
96.75 |
-0.45 |
-0.5% |
94.05 |
| High |
97.45 |
98.48 |
1.03 |
1.1% |
97.15 |
| Low |
96.00 |
96.75 |
0.75 |
0.8% |
93.04 |
| Close |
96.91 |
97.55 |
0.64 |
0.7% |
96.91 |
| Range |
1.45 |
1.73 |
0.28 |
19.3% |
4.11 |
| ATR |
2.04 |
2.02 |
-0.02 |
-1.1% |
0.00 |
| Volume |
49,271 |
41,992 |
-7,279 |
-14.8% |
316,669 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.78 |
101.90 |
98.50 |
|
| R3 |
101.05 |
100.17 |
98.03 |
|
| R2 |
99.32 |
99.32 |
97.87 |
|
| R1 |
98.44 |
98.44 |
97.71 |
98.88 |
| PP |
97.59 |
97.59 |
97.59 |
97.82 |
| S1 |
96.71 |
96.71 |
97.39 |
97.15 |
| S2 |
95.86 |
95.86 |
97.23 |
|
| S3 |
94.13 |
94.98 |
97.07 |
|
| S4 |
92.40 |
93.25 |
96.60 |
|
|
| 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 |
98.48 |
93.81 |
4.67 |
4.8% |
1.64 |
1.7% |
80% |
True |
False |
61,173 |
| 10 |
98.48 |
92.66 |
5.82 |
6.0% |
1.62 |
1.7% |
84% |
True |
False |
59,483 |
| 20 |
98.48 |
87.84 |
10.64 |
10.9% |
1.99 |
2.0% |
91% |
True |
False |
51,304 |
| 40 |
98.48 |
79.12 |
19.36 |
19.8% |
2.28 |
2.3% |
95% |
True |
False |
48,862 |
| 60 |
98.48 |
79.12 |
19.36 |
19.8% |
2.42 |
2.5% |
95% |
True |
False |
49,013 |
| 80 |
107.29 |
79.12 |
28.17 |
28.9% |
2.32 |
2.4% |
65% |
False |
False |
48,492 |
| 100 |
107.68 |
79.12 |
28.56 |
29.3% |
2.19 |
2.2% |
65% |
False |
False |
47,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.83 |
|
2.618 |
103.01 |
|
1.618 |
101.28 |
|
1.000 |
100.21 |
|
0.618 |
99.55 |
|
HIGH |
98.48 |
|
0.618 |
97.82 |
|
0.500 |
97.62 |
|
0.382 |
97.41 |
|
LOW |
96.75 |
|
0.618 |
95.68 |
|
1.000 |
95.02 |
|
1.618 |
93.95 |
|
2.618 |
92.22 |
|
4.250 |
89.40 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.62 |
97.43 |
| PP |
97.59 |
97.30 |
| S1 |
97.57 |
97.18 |
|