NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.75 |
97.72 |
0.97 |
1.0% |
94.05 |
| High |
98.48 |
98.18 |
-0.30 |
-0.3% |
97.15 |
| Low |
96.75 |
96.98 |
0.23 |
0.2% |
93.04 |
| Close |
97.55 |
97.89 |
0.34 |
0.3% |
96.91 |
| Range |
1.73 |
1.20 |
-0.53 |
-30.6% |
4.11 |
| ATR |
2.02 |
1.96 |
-0.06 |
-2.9% |
0.00 |
| Volume |
41,992 |
65,932 |
23,940 |
57.0% |
316,669 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.28 |
100.79 |
98.55 |
|
| R3 |
100.08 |
99.59 |
98.22 |
|
| R2 |
98.88 |
98.88 |
98.11 |
|
| R1 |
98.39 |
98.39 |
98.00 |
98.64 |
| PP |
97.68 |
97.68 |
97.68 |
97.81 |
| S1 |
97.19 |
97.19 |
97.78 |
97.44 |
| S2 |
96.48 |
96.48 |
97.67 |
|
| S3 |
95.28 |
95.99 |
97.56 |
|
| S4 |
94.08 |
94.79 |
97.23 |
|
|
| 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 |
94.95 |
3.53 |
3.6% |
1.47 |
1.5% |
83% |
False |
False |
63,249 |
| 10 |
98.48 |
92.66 |
5.82 |
5.9% |
1.56 |
1.6% |
90% |
False |
False |
59,158 |
| 20 |
98.48 |
88.05 |
10.43 |
10.7% |
1.92 |
2.0% |
94% |
False |
False |
52,668 |
| 40 |
98.48 |
79.12 |
19.36 |
19.8% |
2.28 |
2.3% |
97% |
False |
False |
49,811 |
| 60 |
98.48 |
79.12 |
19.36 |
19.8% |
2.41 |
2.5% |
97% |
False |
False |
49,702 |
| 80 |
107.29 |
79.12 |
28.17 |
28.8% |
2.32 |
2.4% |
67% |
False |
False |
48,989 |
| 100 |
107.68 |
79.12 |
28.56 |
29.2% |
2.19 |
2.2% |
66% |
False |
False |
47,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.28 |
|
2.618 |
101.32 |
|
1.618 |
100.12 |
|
1.000 |
99.38 |
|
0.618 |
98.92 |
|
HIGH |
98.18 |
|
0.618 |
97.72 |
|
0.500 |
97.58 |
|
0.382 |
97.44 |
|
LOW |
96.98 |
|
0.618 |
96.24 |
|
1.000 |
95.78 |
|
1.618 |
95.04 |
|
2.618 |
93.84 |
|
4.250 |
91.88 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.79 |
97.67 |
| PP |
97.68 |
97.46 |
| S1 |
97.58 |
97.24 |
|