NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.84 |
98.47 |
0.63 |
0.6% |
94.55 |
| High |
98.55 |
99.38 |
0.83 |
0.8% |
97.57 |
| Low |
97.42 |
96.95 |
-0.47 |
-0.5% |
93.57 |
| Close |
98.30 |
97.42 |
-0.88 |
-0.9% |
97.33 |
| Range |
1.13 |
2.43 |
1.30 |
115.0% |
4.00 |
| ATR |
1.80 |
1.85 |
0.04 |
2.5% |
0.00 |
| Volume |
22,897 |
18,085 |
-4,812 |
-21.0% |
93,031 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.21 |
103.74 |
98.76 |
|
| R3 |
102.78 |
101.31 |
98.09 |
|
| R2 |
100.35 |
100.35 |
97.87 |
|
| R1 |
98.88 |
98.88 |
97.64 |
98.40 |
| PP |
97.92 |
97.92 |
97.92 |
97.68 |
| S1 |
96.45 |
96.45 |
97.20 |
95.97 |
| S2 |
95.49 |
95.49 |
96.97 |
|
| S3 |
93.06 |
94.02 |
96.75 |
|
| S4 |
90.63 |
91.59 |
96.08 |
|
|
| 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 |
99.38 |
96.40 |
2.98 |
3.1% |
1.53 |
1.6% |
34% |
True |
False |
16,520 |
| 10 |
99.38 |
93.13 |
6.25 |
6.4% |
1.59 |
1.6% |
69% |
True |
False |
17,396 |
| 20 |
99.38 |
88.60 |
10.78 |
11.1% |
1.73 |
1.8% |
82% |
True |
False |
15,742 |
| 40 |
99.38 |
79.69 |
19.69 |
20.2% |
2.06 |
2.1% |
90% |
True |
False |
13,199 |
| 60 |
99.38 |
79.69 |
19.69 |
20.2% |
2.12 |
2.2% |
90% |
True |
False |
11,714 |
| 80 |
106.82 |
79.69 |
27.13 |
27.8% |
2.02 |
2.1% |
65% |
False |
False |
10,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.71 |
|
2.618 |
105.74 |
|
1.618 |
103.31 |
|
1.000 |
101.81 |
|
0.618 |
100.88 |
|
HIGH |
99.38 |
|
0.618 |
98.45 |
|
0.500 |
98.17 |
|
0.382 |
97.88 |
|
LOW |
96.95 |
|
0.618 |
95.45 |
|
1.000 |
94.52 |
|
1.618 |
93.02 |
|
2.618 |
90.59 |
|
4.250 |
86.62 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.17 |
98.17 |
| PP |
97.92 |
97.92 |
| S1 |
97.67 |
97.67 |
|