NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.25 |
96.60 |
0.35 |
0.4% |
97.20 |
| High |
96.67 |
98.30 |
1.63 |
1.7% |
98.27 |
| Low |
94.96 |
95.25 |
0.29 |
0.3% |
94.63 |
| Close |
96.03 |
96.16 |
0.13 |
0.1% |
97.07 |
| Range |
1.71 |
3.05 |
1.34 |
78.4% |
3.64 |
| ATR |
1.98 |
2.05 |
0.08 |
3.9% |
0.00 |
| Volume |
71,846 |
59,634 |
-12,212 |
-17.0% |
265,297 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.72 |
103.99 |
97.84 |
|
| R3 |
102.67 |
100.94 |
97.00 |
|
| R2 |
99.62 |
99.62 |
96.72 |
|
| R1 |
97.89 |
97.89 |
96.44 |
97.23 |
| PP |
96.57 |
96.57 |
96.57 |
96.24 |
| S1 |
94.84 |
94.84 |
95.88 |
94.18 |
| S2 |
93.52 |
93.52 |
95.60 |
|
| S3 |
90.47 |
91.79 |
95.32 |
|
| S4 |
87.42 |
88.74 |
94.48 |
|
|
| 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 |
98.30 |
94.63 |
3.67 |
3.8% |
2.19 |
2.3% |
42% |
True |
False |
58,657 |
| 10 |
98.94 |
94.63 |
4.31 |
4.5% |
2.12 |
2.2% |
35% |
False |
False |
57,727 |
| 20 |
98.94 |
92.66 |
6.28 |
6.5% |
1.84 |
1.9% |
56% |
False |
False |
58,442 |
| 40 |
98.94 |
85.90 |
13.04 |
13.6% |
2.03 |
2.1% |
79% |
False |
False |
52,326 |
| 60 |
98.94 |
79.12 |
19.82 |
20.6% |
2.26 |
2.3% |
86% |
False |
False |
50,222 |
| 80 |
98.94 |
79.12 |
19.82 |
20.6% |
2.31 |
2.4% |
86% |
False |
False |
49,445 |
| 100 |
107.29 |
79.12 |
28.17 |
29.3% |
2.21 |
2.3% |
60% |
False |
False |
49,218 |
| 120 |
110.02 |
79.12 |
30.90 |
32.1% |
2.15 |
2.2% |
55% |
False |
False |
47,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.26 |
|
2.618 |
106.28 |
|
1.618 |
103.23 |
|
1.000 |
101.35 |
|
0.618 |
100.18 |
|
HIGH |
98.30 |
|
0.618 |
97.13 |
|
0.500 |
96.78 |
|
0.382 |
96.42 |
|
LOW |
95.25 |
|
0.618 |
93.37 |
|
1.000 |
92.20 |
|
1.618 |
90.32 |
|
2.618 |
87.27 |
|
4.250 |
82.29 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.78 |
96.63 |
| PP |
96.57 |
96.47 |
| S1 |
96.37 |
96.32 |
|