NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.36 |
96.69 |
0.33 |
0.3% |
97.20 |
| High |
97.20 |
97.00 |
-0.20 |
-0.2% |
98.94 |
| Low |
95.89 |
95.43 |
-0.46 |
-0.5% |
96.00 |
| Close |
96.96 |
96.14 |
-0.82 |
-0.8% |
96.79 |
| Range |
1.31 |
1.57 |
0.26 |
19.8% |
2.94 |
| ATR |
2.01 |
1.98 |
-0.03 |
-1.6% |
0.00 |
| Volume |
60,688 |
49,073 |
-11,615 |
-19.1% |
270,252 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.90 |
100.09 |
97.00 |
|
| R3 |
99.33 |
98.52 |
96.57 |
|
| R2 |
97.76 |
97.76 |
96.43 |
|
| R1 |
96.95 |
96.95 |
96.28 |
96.57 |
| PP |
96.19 |
96.19 |
96.19 |
96.00 |
| S1 |
95.38 |
95.38 |
96.00 |
95.00 |
| S2 |
94.62 |
94.62 |
95.85 |
|
| S3 |
93.05 |
93.81 |
95.71 |
|
| S4 |
91.48 |
92.24 |
95.28 |
|
|
| 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% |
2.05 |
2.1% |
27% |
False |
False |
56,796 |
| 10 |
98.94 |
94.95 |
3.99 |
4.2% |
1.76 |
1.8% |
30% |
False |
False |
60,023 |
| 20 |
98.94 |
88.05 |
10.89 |
11.3% |
1.93 |
2.0% |
74% |
False |
False |
58,065 |
| 40 |
98.94 |
85.43 |
13.51 |
14.1% |
2.05 |
2.1% |
79% |
False |
False |
50,851 |
| 60 |
98.94 |
79.12 |
19.82 |
20.6% |
2.34 |
2.4% |
86% |
False |
False |
49,919 |
| 80 |
99.41 |
79.12 |
20.29 |
21.1% |
2.29 |
2.4% |
84% |
False |
False |
48,599 |
| 100 |
107.29 |
79.12 |
28.17 |
29.3% |
2.18 |
2.3% |
60% |
False |
False |
48,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.67 |
|
2.618 |
101.11 |
|
1.618 |
99.54 |
|
1.000 |
98.57 |
|
0.618 |
97.97 |
|
HIGH |
97.00 |
|
0.618 |
96.40 |
|
0.500 |
96.22 |
|
0.382 |
96.03 |
|
LOW |
95.43 |
|
0.618 |
94.46 |
|
1.000 |
93.86 |
|
1.618 |
92.89 |
|
2.618 |
91.32 |
|
4.250 |
88.76 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.22 |
96.68 |
| PP |
96.19 |
96.50 |
| S1 |
96.17 |
96.32 |
|