NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.07 |
96.25 |
-0.82 |
-0.8% |
97.20 |
| High |
97.97 |
96.67 |
-1.30 |
-1.3% |
98.27 |
| Low |
95.67 |
94.96 |
-0.71 |
-0.7% |
94.63 |
| Close |
95.98 |
96.03 |
0.05 |
0.1% |
97.07 |
| Range |
2.30 |
1.71 |
-0.59 |
-25.7% |
3.64 |
| ATR |
2.00 |
1.98 |
-0.02 |
-1.0% |
0.00 |
| Volume |
67,438 |
71,846 |
4,408 |
6.5% |
265,297 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.02 |
100.23 |
96.97 |
|
| R3 |
99.31 |
98.52 |
96.50 |
|
| R2 |
97.60 |
97.60 |
96.34 |
|
| R1 |
96.81 |
96.81 |
96.19 |
96.35 |
| PP |
95.89 |
95.89 |
95.89 |
95.66 |
| S1 |
95.10 |
95.10 |
95.87 |
94.64 |
| S2 |
94.18 |
94.18 |
95.72 |
|
| S3 |
92.47 |
93.39 |
95.56 |
|
| S4 |
90.76 |
91.68 |
95.09 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.58 |
105.96 |
99.07 |
|
| R3 |
103.94 |
102.32 |
98.07 |
|
| R2 |
100.30 |
100.30 |
97.74 |
|
| R1 |
98.68 |
98.68 |
97.40 |
97.67 |
| PP |
96.66 |
96.66 |
96.66 |
96.15 |
| S1 |
95.04 |
95.04 |
96.74 |
94.03 |
| S2 |
93.02 |
93.02 |
96.40 |
|
| S3 |
89.38 |
91.40 |
96.07 |
|
| S4 |
85.74 |
87.76 |
95.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.97 |
94.63 |
3.34 |
3.5% |
1.90 |
2.0% |
42% |
False |
False |
56,545 |
| 10 |
98.94 |
94.63 |
4.31 |
4.5% |
1.94 |
2.0% |
32% |
False |
False |
58,357 |
| 20 |
98.94 |
92.66 |
6.28 |
6.5% |
1.78 |
1.8% |
54% |
False |
False |
58,920 |
| 40 |
98.94 |
85.89 |
13.05 |
13.6% |
2.01 |
2.1% |
78% |
False |
False |
51,752 |
| 60 |
98.94 |
79.12 |
19.82 |
20.6% |
2.25 |
2.3% |
85% |
False |
False |
50,006 |
| 80 |
98.94 |
79.12 |
19.82 |
20.6% |
2.30 |
2.4% |
85% |
False |
False |
49,147 |
| 100 |
107.29 |
79.12 |
28.17 |
29.3% |
2.20 |
2.3% |
60% |
False |
False |
48,891 |
| 120 |
110.02 |
79.12 |
30.90 |
32.2% |
2.14 |
2.2% |
55% |
False |
False |
47,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.94 |
|
2.618 |
101.15 |
|
1.618 |
99.44 |
|
1.000 |
98.38 |
|
0.618 |
97.73 |
|
HIGH |
96.67 |
|
0.618 |
96.02 |
|
0.500 |
95.82 |
|
0.382 |
95.61 |
|
LOW |
94.96 |
|
0.618 |
93.90 |
|
1.000 |
93.25 |
|
1.618 |
92.19 |
|
2.618 |
90.48 |
|
4.250 |
87.69 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.96 |
96.47 |
| PP |
95.89 |
96.32 |
| S1 |
95.82 |
96.18 |
|