NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
94.55 |
94.20 |
-0.35 |
-0.4% |
92.56 |
High |
95.55 |
95.38 |
-0.17 |
-0.2% |
96.04 |
Low |
93.57 |
94.20 |
0.63 |
0.7% |
92.19 |
Close |
94.28 |
94.94 |
0.66 |
0.7% |
94.33 |
Range |
1.98 |
1.18 |
-0.80 |
-40.4% |
3.85 |
ATR |
2.07 |
2.01 |
-0.06 |
-3.1% |
0.00 |
Volume |
19,077 |
17,369 |
-1,708 |
-9.0% |
84,104 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.38 |
97.84 |
95.59 |
|
R3 |
97.20 |
96.66 |
95.26 |
|
R2 |
96.02 |
96.02 |
95.16 |
|
R1 |
95.48 |
95.48 |
95.05 |
95.75 |
PP |
94.84 |
94.84 |
94.84 |
94.98 |
S1 |
94.30 |
94.30 |
94.83 |
94.57 |
S2 |
93.66 |
93.66 |
94.72 |
|
S3 |
92.48 |
93.12 |
94.62 |
|
S4 |
91.30 |
91.94 |
94.29 |
|
|
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 |
93.13 |
2.91 |
3.1% |
1.45 |
1.5% |
62% |
False |
False |
18,804 |
10 |
96.04 |
88.60 |
7.44 |
7.8% |
1.90 |
2.0% |
85% |
False |
False |
16,912 |
20 |
96.04 |
88.25 |
7.79 |
8.2% |
1.88 |
2.0% |
86% |
False |
False |
13,945 |
40 |
96.04 |
79.69 |
16.35 |
17.2% |
2.14 |
2.3% |
93% |
False |
False |
11,982 |
60 |
96.04 |
79.69 |
16.35 |
17.2% |
2.10 |
2.2% |
93% |
False |
False |
10,192 |
80 |
107.14 |
79.69 |
27.45 |
28.9% |
1.97 |
2.1% |
56% |
False |
False |
8,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.40 |
2.618 |
98.47 |
1.618 |
97.29 |
1.000 |
96.56 |
0.618 |
96.11 |
HIGH |
95.38 |
0.618 |
94.93 |
0.500 |
94.79 |
0.382 |
94.65 |
LOW |
94.20 |
0.618 |
93.47 |
1.000 |
93.02 |
1.618 |
92.29 |
2.618 |
91.11 |
4.250 |
89.19 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
94.89 |
94.74 |
PP |
94.84 |
94.54 |
S1 |
94.79 |
94.34 |
|