NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.34 |
94.79 |
1.45 |
1.6% |
91.74 |
| High |
95.60 |
96.04 |
0.44 |
0.5% |
93.03 |
| Low |
93.34 |
94.50 |
1.16 |
1.2% |
88.60 |
| Close |
95.09 |
94.88 |
-0.21 |
-0.2% |
92.77 |
| Range |
2.26 |
1.54 |
-0.72 |
-31.9% |
4.43 |
| ATR |
2.24 |
2.19 |
-0.05 |
-2.2% |
0.00 |
| Volume |
10,310 |
25,805 |
15,495 |
150.3% |
66,089 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.76 |
98.86 |
95.73 |
|
| R3 |
98.22 |
97.32 |
95.30 |
|
| R2 |
96.68 |
96.68 |
95.16 |
|
| R1 |
95.78 |
95.78 |
95.02 |
96.23 |
| PP |
95.14 |
95.14 |
95.14 |
95.37 |
| S1 |
94.24 |
94.24 |
94.74 |
94.69 |
| S2 |
93.60 |
93.60 |
94.60 |
|
| S3 |
92.06 |
92.70 |
94.46 |
|
| S4 |
90.52 |
91.16 |
94.03 |
|
|
| 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 |
96.04 |
88.60 |
7.44 |
7.8% |
2.30 |
2.4% |
84% |
True |
False |
17,448 |
| 10 |
96.04 |
88.60 |
7.44 |
7.8% |
1.99 |
2.1% |
84% |
True |
False |
13,378 |
| 20 |
96.04 |
86.38 |
9.66 |
10.2% |
1.96 |
2.1% |
88% |
True |
False |
12,388 |
| 40 |
96.04 |
79.69 |
16.35 |
17.2% |
2.17 |
2.3% |
93% |
True |
False |
10,837 |
| 60 |
97.00 |
79.69 |
17.31 |
18.2% |
2.13 |
2.2% |
88% |
False |
False |
9,354 |
| 80 |
107.14 |
79.69 |
27.45 |
28.9% |
1.95 |
2.1% |
55% |
False |
False |
8,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.59 |
|
2.618 |
100.07 |
|
1.618 |
98.53 |
|
1.000 |
97.58 |
|
0.618 |
96.99 |
|
HIGH |
96.04 |
|
0.618 |
95.45 |
|
0.500 |
95.27 |
|
0.382 |
95.09 |
|
LOW |
94.50 |
|
0.618 |
93.55 |
|
1.000 |
92.96 |
|
1.618 |
92.01 |
|
2.618 |
90.47 |
|
4.250 |
87.96 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.27 |
94.63 |
| PP |
95.14 |
94.37 |
| S1 |
95.01 |
94.12 |
|