NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
92.56 |
93.34 |
0.78 |
0.8% |
91.74 |
| High |
93.62 |
95.60 |
1.98 |
2.1% |
93.03 |
| Low |
92.19 |
93.34 |
1.15 |
1.2% |
88.60 |
| Close |
93.59 |
95.09 |
1.50 |
1.6% |
92.77 |
| Range |
1.43 |
2.26 |
0.83 |
58.0% |
4.43 |
| ATR |
2.24 |
2.24 |
0.00 |
0.1% |
0.00 |
| Volume |
16,216 |
10,310 |
-5,906 |
-36.4% |
66,089 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.46 |
100.53 |
96.33 |
|
| R3 |
99.20 |
98.27 |
95.71 |
|
| R2 |
96.94 |
96.94 |
95.50 |
|
| R1 |
96.01 |
96.01 |
95.30 |
96.48 |
| PP |
94.68 |
94.68 |
94.68 |
94.91 |
| S1 |
93.75 |
93.75 |
94.88 |
94.22 |
| S2 |
92.42 |
92.42 |
94.68 |
|
| S3 |
90.16 |
91.49 |
94.47 |
|
| S4 |
87.90 |
89.23 |
93.85 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.76 |
103.19 |
95.21 |
|
| R3 |
100.33 |
98.76 |
93.99 |
|
| R2 |
95.90 |
95.90 |
93.58 |
|
| R1 |
94.33 |
94.33 |
93.18 |
95.12 |
| PP |
91.47 |
91.47 |
91.47 |
91.86 |
| S1 |
89.90 |
89.90 |
92.36 |
90.69 |
| S2 |
87.04 |
87.04 |
91.96 |
|
| S3 |
82.61 |
85.47 |
91.55 |
|
| S4 |
78.18 |
81.04 |
90.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.60 |
88.60 |
7.00 |
7.4% |
2.35 |
2.5% |
93% |
True |
False |
15,019 |
| 10 |
95.60 |
88.25 |
7.35 |
7.7% |
2.06 |
2.2% |
93% |
True |
False |
11,868 |
| 20 |
95.60 |
86.38 |
9.22 |
9.7% |
1.99 |
2.1% |
94% |
True |
False |
11,673 |
| 40 |
95.60 |
79.69 |
15.91 |
16.7% |
2.18 |
2.3% |
97% |
True |
False |
10,359 |
| 60 |
97.00 |
79.69 |
17.31 |
18.2% |
2.13 |
2.2% |
89% |
False |
False |
9,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.21 |
|
2.618 |
101.52 |
|
1.618 |
99.26 |
|
1.000 |
97.86 |
|
0.618 |
97.00 |
|
HIGH |
95.60 |
|
0.618 |
94.74 |
|
0.500 |
94.47 |
|
0.382 |
94.20 |
|
LOW |
93.34 |
|
0.618 |
91.94 |
|
1.000 |
91.08 |
|
1.618 |
89.68 |
|
2.618 |
87.42 |
|
4.250 |
83.74 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.88 |
94.19 |
| PP |
94.68 |
93.29 |
| S1 |
94.47 |
92.39 |
|