NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.20 |
96.36 |
-0.84 |
-0.9% |
97.20 |
| High |
98.27 |
97.20 |
-1.07 |
-1.1% |
98.94 |
| Low |
95.08 |
95.89 |
0.81 |
0.9% |
96.00 |
| Close |
96.16 |
96.96 |
0.80 |
0.8% |
96.79 |
| Range |
3.19 |
1.31 |
-1.88 |
-58.9% |
2.94 |
| ATR |
2.06 |
2.01 |
-0.05 |
-2.6% |
0.00 |
| Volume |
61,166 |
60,688 |
-478 |
-0.8% |
270,252 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.61 |
100.10 |
97.68 |
|
| R3 |
99.30 |
98.79 |
97.32 |
|
| R2 |
97.99 |
97.99 |
97.20 |
|
| R1 |
97.48 |
97.48 |
97.08 |
97.74 |
| PP |
96.68 |
96.68 |
96.68 |
96.81 |
| S1 |
96.17 |
96.17 |
96.84 |
96.43 |
| S2 |
95.37 |
95.37 |
96.72 |
|
| S3 |
94.06 |
94.86 |
96.60 |
|
| S4 |
92.75 |
93.55 |
96.24 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.06 |
104.37 |
98.41 |
|
| R3 |
103.12 |
101.43 |
97.60 |
|
| R2 |
100.18 |
100.18 |
97.33 |
|
| R1 |
98.49 |
98.49 |
97.06 |
97.87 |
| PP |
97.24 |
97.24 |
97.24 |
96.93 |
| S1 |
95.55 |
95.55 |
96.52 |
94.93 |
| S2 |
94.30 |
94.30 |
96.25 |
|
| S3 |
91.36 |
92.61 |
95.98 |
|
| S4 |
88.42 |
89.67 |
95.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.94 |
95.08 |
3.86 |
4.0% |
1.98 |
2.0% |
49% |
False |
False |
60,168 |
| 10 |
98.94 |
93.81 |
5.13 |
5.3% |
1.81 |
1.9% |
61% |
False |
False |
60,671 |
| 20 |
98.94 |
88.05 |
10.89 |
11.2% |
1.95 |
2.0% |
82% |
False |
False |
57,808 |
| 40 |
98.94 |
85.10 |
13.84 |
14.3% |
2.12 |
2.2% |
86% |
False |
False |
50,631 |
| 60 |
98.94 |
79.12 |
19.82 |
20.4% |
2.34 |
2.4% |
90% |
False |
False |
50,041 |
| 80 |
99.60 |
79.12 |
20.48 |
21.1% |
2.30 |
2.4% |
87% |
False |
False |
49,114 |
| 100 |
107.29 |
79.12 |
28.17 |
29.1% |
2.18 |
2.3% |
63% |
False |
False |
48,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.77 |
|
2.618 |
100.63 |
|
1.618 |
99.32 |
|
1.000 |
98.51 |
|
0.618 |
98.01 |
|
HIGH |
97.20 |
|
0.618 |
96.70 |
|
0.500 |
96.55 |
|
0.382 |
96.39 |
|
LOW |
95.89 |
|
0.618 |
95.08 |
|
1.000 |
94.58 |
|
1.618 |
93.77 |
|
2.618 |
92.46 |
|
4.250 |
90.32 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.82 |
96.87 |
| PP |
96.68 |
96.77 |
| S1 |
96.55 |
96.68 |
|