NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.64 |
97.15 |
-0.49 |
-0.5% |
94.55 |
| High |
97.68 |
98.85 |
1.17 |
1.2% |
97.57 |
| Low |
96.45 |
97.15 |
0.70 |
0.7% |
93.57 |
| Close |
97.34 |
97.99 |
0.65 |
0.7% |
97.33 |
| Range |
1.23 |
1.70 |
0.47 |
38.2% |
4.00 |
| ATR |
1.87 |
1.86 |
-0.01 |
-0.6% |
0.00 |
| Volume |
11,371 |
12,699 |
1,328 |
11.7% |
93,031 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.10 |
102.24 |
98.93 |
|
| R3 |
101.40 |
100.54 |
98.46 |
|
| R2 |
99.70 |
99.70 |
98.30 |
|
| R1 |
98.84 |
98.84 |
98.15 |
99.27 |
| PP |
98.00 |
98.00 |
98.00 |
98.21 |
| S1 |
97.14 |
97.14 |
97.83 |
97.57 |
| S2 |
96.30 |
96.30 |
97.68 |
|
| S3 |
94.60 |
95.44 |
97.52 |
|
| S4 |
92.90 |
93.74 |
97.06 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.16 |
106.74 |
99.53 |
|
| R3 |
104.16 |
102.74 |
98.43 |
|
| R2 |
100.16 |
100.16 |
98.06 |
|
| R1 |
98.74 |
98.74 |
97.70 |
99.45 |
| PP |
96.16 |
96.16 |
96.16 |
96.51 |
| S1 |
94.74 |
94.74 |
96.96 |
95.45 |
| S2 |
92.16 |
92.16 |
96.60 |
|
| S3 |
88.16 |
90.74 |
96.23 |
|
| S4 |
84.16 |
86.74 |
95.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.85 |
94.39 |
4.46 |
4.6% |
1.53 |
1.6% |
81% |
True |
False |
16,131 |
| 10 |
98.85 |
93.13 |
5.72 |
5.8% |
1.49 |
1.5% |
85% |
True |
False |
17,467 |
| 20 |
98.85 |
88.25 |
10.60 |
10.8% |
1.78 |
1.8% |
92% |
True |
False |
14,668 |
| 40 |
98.85 |
79.69 |
19.16 |
19.6% |
2.04 |
2.1% |
96% |
True |
False |
12,693 |
| 60 |
98.85 |
79.69 |
19.16 |
19.6% |
2.13 |
2.2% |
96% |
True |
False |
11,158 |
| 80 |
107.14 |
79.69 |
27.45 |
28.0% |
2.01 |
2.0% |
67% |
False |
False |
9,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.08 |
|
2.618 |
103.30 |
|
1.618 |
101.60 |
|
1.000 |
100.55 |
|
0.618 |
99.90 |
|
HIGH |
98.85 |
|
0.618 |
98.20 |
|
0.500 |
98.00 |
|
0.382 |
97.80 |
|
LOW |
97.15 |
|
0.618 |
96.10 |
|
1.000 |
95.45 |
|
1.618 |
94.40 |
|
2.618 |
92.70 |
|
4.250 |
89.93 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.00 |
97.87 |
| PP |
98.00 |
97.75 |
| S1 |
97.99 |
97.63 |
|