NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.00 |
94.30 |
-0.70 |
-0.7% |
92.56 |
| High |
95.56 |
94.69 |
-0.87 |
-0.9% |
96.04 |
| Low |
94.55 |
93.13 |
-1.42 |
-1.5% |
92.19 |
| Close |
94.84 |
94.33 |
-0.51 |
-0.5% |
94.33 |
| Range |
1.01 |
1.56 |
0.55 |
54.5% |
3.85 |
| ATR |
2.10 |
2.08 |
-0.03 |
-1.3% |
0.00 |
| Volume |
15,891 |
15,882 |
-9 |
-0.1% |
84,104 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.73 |
98.09 |
95.19 |
|
| R3 |
97.17 |
96.53 |
94.76 |
|
| R2 |
95.61 |
95.61 |
94.62 |
|
| R1 |
94.97 |
94.97 |
94.47 |
95.29 |
| PP |
94.05 |
94.05 |
94.05 |
94.21 |
| S1 |
93.41 |
93.41 |
94.19 |
93.73 |
| S2 |
92.49 |
92.49 |
94.04 |
|
| S3 |
90.93 |
91.85 |
93.90 |
|
| S4 |
89.37 |
90.29 |
93.47 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.74 |
103.88 |
96.45 |
|
| R3 |
101.89 |
100.03 |
95.39 |
|
| R2 |
98.04 |
98.04 |
95.04 |
|
| R1 |
96.18 |
96.18 |
94.68 |
97.11 |
| PP |
94.19 |
94.19 |
94.19 |
94.65 |
| S1 |
92.33 |
92.33 |
93.98 |
93.26 |
| S2 |
90.34 |
90.34 |
93.62 |
|
| S3 |
86.49 |
88.48 |
93.27 |
|
| S4 |
82.64 |
84.63 |
92.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.04 |
92.19 |
3.85 |
4.1% |
1.56 |
1.7% |
56% |
False |
False |
16,820 |
| 10 |
96.04 |
88.60 |
7.44 |
7.9% |
1.94 |
2.1% |
77% |
False |
False |
15,019 |
| 20 |
96.04 |
88.25 |
7.79 |
8.3% |
1.90 |
2.0% |
78% |
False |
False |
13,056 |
| 40 |
96.04 |
79.69 |
16.35 |
17.3% |
2.15 |
2.3% |
90% |
False |
False |
11,347 |
| 60 |
96.04 |
79.69 |
16.35 |
17.3% |
2.10 |
2.2% |
90% |
False |
False |
9,754 |
| 80 |
107.14 |
79.69 |
27.45 |
29.1% |
1.95 |
2.1% |
53% |
False |
False |
8,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.32 |
|
2.618 |
98.77 |
|
1.618 |
97.21 |
|
1.000 |
96.25 |
|
0.618 |
95.65 |
|
HIGH |
94.69 |
|
0.618 |
94.09 |
|
0.500 |
93.91 |
|
0.382 |
93.73 |
|
LOW |
93.13 |
|
0.618 |
92.17 |
|
1.000 |
91.57 |
|
1.618 |
90.61 |
|
2.618 |
89.05 |
|
4.250 |
86.50 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.19 |
94.59 |
| PP |
94.05 |
94.50 |
| S1 |
93.91 |
94.42 |
|