NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.86 |
96.75 |
-1.11 |
-1.1% |
97.64 |
| High |
98.64 |
97.58 |
-1.06 |
-1.1% |
99.38 |
| Low |
95.54 |
96.36 |
0.82 |
0.9% |
96.45 |
| Close |
96.59 |
97.37 |
0.78 |
0.8% |
97.20 |
| Range |
3.10 |
1.22 |
-1.88 |
-60.6% |
2.93 |
| ATR |
1.92 |
1.87 |
-0.05 |
-2.6% |
0.00 |
| Volume |
13,907 |
14,725 |
818 |
5.9% |
79,124 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.76 |
100.29 |
98.04 |
|
| R3 |
99.54 |
99.07 |
97.71 |
|
| R2 |
98.32 |
98.32 |
97.59 |
|
| R1 |
97.85 |
97.85 |
97.48 |
98.09 |
| PP |
97.10 |
97.10 |
97.10 |
97.22 |
| S1 |
96.63 |
96.63 |
97.26 |
96.87 |
| S2 |
95.88 |
95.88 |
97.15 |
|
| S3 |
94.66 |
95.41 |
97.03 |
|
| S4 |
93.44 |
94.19 |
96.70 |
|
|
| 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 |
95.54 |
3.84 |
3.9% |
1.89 |
1.9% |
48% |
False |
False |
16,737 |
| 10 |
99.38 |
94.39 |
4.99 |
5.1% |
1.71 |
1.8% |
60% |
False |
False |
16,434 |
| 20 |
99.38 |
88.60 |
10.78 |
11.1% |
1.80 |
1.9% |
81% |
False |
False |
16,673 |
| 40 |
99.38 |
85.97 |
13.41 |
13.8% |
1.90 |
2.0% |
85% |
False |
False |
13,475 |
| 60 |
99.38 |
79.69 |
19.69 |
20.2% |
2.07 |
2.1% |
90% |
False |
False |
12,045 |
| 80 |
99.53 |
79.69 |
19.84 |
20.4% |
2.00 |
2.1% |
89% |
False |
False |
10,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.77 |
|
2.618 |
100.77 |
|
1.618 |
99.55 |
|
1.000 |
98.80 |
|
0.618 |
98.33 |
|
HIGH |
97.58 |
|
0.618 |
97.11 |
|
0.500 |
96.97 |
|
0.382 |
96.83 |
|
LOW |
96.36 |
|
0.618 |
95.61 |
|
1.000 |
95.14 |
|
1.618 |
94.39 |
|
2.618 |
93.17 |
|
4.250 |
91.18 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.24 |
97.28 |
| PP |
97.10 |
97.18 |
| S1 |
96.97 |
97.09 |
|