NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
98.47 |
97.00 |
-1.47 |
-1.5% |
97.64 |
| High |
99.38 |
98.17 |
-1.21 |
-1.2% |
99.38 |
| Low |
96.95 |
96.62 |
-0.33 |
-0.3% |
96.45 |
| Close |
97.42 |
97.20 |
-0.22 |
-0.2% |
97.20 |
| Range |
2.43 |
1.55 |
-0.88 |
-36.2% |
2.93 |
| ATR |
1.85 |
1.83 |
-0.02 |
-1.2% |
0.00 |
| Volume |
18,085 |
14,072 |
-4,013 |
-22.2% |
79,124 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.98 |
101.14 |
98.05 |
|
| R3 |
100.43 |
99.59 |
97.63 |
|
| R2 |
98.88 |
98.88 |
97.48 |
|
| R1 |
98.04 |
98.04 |
97.34 |
98.46 |
| PP |
97.33 |
97.33 |
97.33 |
97.54 |
| S1 |
96.49 |
96.49 |
97.06 |
96.91 |
| S2 |
95.78 |
95.78 |
96.92 |
|
| S3 |
94.23 |
94.94 |
96.77 |
|
| S4 |
92.68 |
93.39 |
96.35 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.47 |
104.76 |
98.81 |
|
| R3 |
103.54 |
101.83 |
98.01 |
|
| R2 |
100.61 |
100.61 |
97.74 |
|
| R1 |
98.90 |
98.90 |
97.47 |
98.29 |
| PP |
97.68 |
97.68 |
97.68 |
97.37 |
| S1 |
95.97 |
95.97 |
96.93 |
95.36 |
| S2 |
94.75 |
94.75 |
96.66 |
|
| S3 |
91.82 |
93.04 |
96.39 |
|
| S4 |
88.89 |
90.11 |
95.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.38 |
96.45 |
2.93 |
3.0% |
1.61 |
1.7% |
26% |
False |
False |
15,824 |
| 10 |
99.38 |
93.57 |
5.81 |
6.0% |
1.59 |
1.6% |
62% |
False |
False |
17,215 |
| 20 |
99.38 |
88.60 |
10.78 |
11.1% |
1.77 |
1.8% |
80% |
False |
False |
16,117 |
| 40 |
99.38 |
80.68 |
18.70 |
19.2% |
2.02 |
2.1% |
88% |
False |
False |
13,346 |
| 60 |
99.38 |
79.69 |
19.69 |
20.3% |
2.11 |
2.2% |
89% |
False |
False |
11,871 |
| 80 |
106.17 |
79.69 |
26.48 |
27.2% |
2.03 |
2.1% |
66% |
False |
False |
10,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.76 |
|
2.618 |
102.23 |
|
1.618 |
100.68 |
|
1.000 |
99.72 |
|
0.618 |
99.13 |
|
HIGH |
98.17 |
|
0.618 |
97.58 |
|
0.500 |
97.40 |
|
0.382 |
97.21 |
|
LOW |
96.62 |
|
0.618 |
95.66 |
|
1.000 |
95.07 |
|
1.618 |
94.11 |
|
2.618 |
92.56 |
|
4.250 |
90.03 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.40 |
98.00 |
| PP |
97.33 |
97.73 |
| S1 |
97.27 |
97.47 |
|