NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.20 |
94.67 |
0.47 |
0.5% |
92.56 |
| High |
95.38 |
96.27 |
0.89 |
0.9% |
96.04 |
| Low |
94.20 |
94.39 |
0.19 |
0.2% |
92.19 |
| Close |
94.94 |
95.74 |
0.80 |
0.8% |
94.33 |
| Range |
1.18 |
1.88 |
0.70 |
59.3% |
3.85 |
| ATR |
2.01 |
2.00 |
-0.01 |
-0.4% |
0.00 |
| Volume |
17,369 |
12,964 |
-4,405 |
-25.4% |
84,104 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.11 |
100.30 |
96.77 |
|
| R3 |
99.23 |
98.42 |
96.26 |
|
| R2 |
97.35 |
97.35 |
96.08 |
|
| R1 |
96.54 |
96.54 |
95.91 |
96.95 |
| PP |
95.47 |
95.47 |
95.47 |
95.67 |
| S1 |
94.66 |
94.66 |
95.57 |
95.07 |
| S2 |
93.59 |
93.59 |
95.40 |
|
| S3 |
91.71 |
92.78 |
95.22 |
|
| S4 |
89.83 |
90.90 |
94.71 |
|
|
| 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 |
96.27 |
93.13 |
3.14 |
3.3% |
1.52 |
1.6% |
83% |
True |
False |
16,236 |
| 10 |
96.27 |
88.60 |
7.67 |
8.0% |
1.91 |
2.0% |
93% |
True |
False |
16,842 |
| 20 |
96.27 |
88.25 |
8.02 |
8.4% |
1.91 |
2.0% |
93% |
True |
False |
13,828 |
| 40 |
96.27 |
79.69 |
16.58 |
17.3% |
2.13 |
2.2% |
97% |
True |
False |
12,170 |
| 60 |
96.27 |
79.69 |
16.58 |
17.3% |
2.11 |
2.2% |
97% |
True |
False |
10,352 |
| 80 |
107.14 |
79.69 |
27.45 |
28.7% |
1.97 |
2.1% |
58% |
False |
False |
9,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.26 |
|
2.618 |
101.19 |
|
1.618 |
99.31 |
|
1.000 |
98.15 |
|
0.618 |
97.43 |
|
HIGH |
96.27 |
|
0.618 |
95.55 |
|
0.500 |
95.33 |
|
0.382 |
95.11 |
|
LOW |
94.39 |
|
0.618 |
93.23 |
|
1.000 |
92.51 |
|
1.618 |
91.35 |
|
2.618 |
89.47 |
|
4.250 |
86.40 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.60 |
95.47 |
| PP |
95.47 |
95.19 |
| S1 |
95.33 |
94.92 |
|