NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.75 |
97.14 |
0.39 |
0.4% |
97.64 |
| High |
97.58 |
97.42 |
-0.16 |
-0.2% |
99.38 |
| Low |
96.36 |
95.87 |
-0.49 |
-0.5% |
96.45 |
| Close |
97.37 |
96.55 |
-0.82 |
-0.8% |
97.20 |
| Range |
1.22 |
1.55 |
0.33 |
27.0% |
2.93 |
| ATR |
1.87 |
1.85 |
-0.02 |
-1.2% |
0.00 |
| Volume |
14,725 |
14,290 |
-435 |
-3.0% |
79,124 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.26 |
100.46 |
97.40 |
|
| R3 |
99.71 |
98.91 |
96.98 |
|
| R2 |
98.16 |
98.16 |
96.83 |
|
| R1 |
97.36 |
97.36 |
96.69 |
96.99 |
| PP |
96.61 |
96.61 |
96.61 |
96.43 |
| S1 |
95.81 |
95.81 |
96.41 |
95.44 |
| S2 |
95.06 |
95.06 |
96.27 |
|
| S3 |
93.51 |
94.26 |
96.12 |
|
| S4 |
91.96 |
92.71 |
95.70 |
|
|
| 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 |
4.0% |
1.97 |
2.0% |
26% |
False |
False |
15,015 |
| 10 |
99.38 |
95.40 |
3.98 |
4.1% |
1.68 |
1.7% |
29% |
False |
False |
16,566 |
| 20 |
99.38 |
88.60 |
10.78 |
11.2% |
1.79 |
1.9% |
74% |
False |
False |
16,704 |
| 40 |
99.38 |
85.97 |
13.41 |
13.9% |
1.85 |
1.9% |
79% |
False |
False |
13,602 |
| 60 |
99.38 |
79.69 |
19.69 |
20.4% |
2.08 |
2.2% |
86% |
False |
False |
12,156 |
| 80 |
99.38 |
79.69 |
19.69 |
20.4% |
2.00 |
2.1% |
86% |
False |
False |
10,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.01 |
|
2.618 |
101.48 |
|
1.618 |
99.93 |
|
1.000 |
98.97 |
|
0.618 |
98.38 |
|
HIGH |
97.42 |
|
0.618 |
96.83 |
|
0.500 |
96.65 |
|
0.382 |
96.46 |
|
LOW |
95.87 |
|
0.618 |
94.91 |
|
1.000 |
94.32 |
|
1.618 |
93.36 |
|
2.618 |
91.81 |
|
4.250 |
89.28 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.65 |
97.09 |
| PP |
96.61 |
96.91 |
| S1 |
96.58 |
96.73 |
|