NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.06 |
95.77 |
-0.29 |
-0.3% |
97.86 |
| High |
96.65 |
97.79 |
1.14 |
1.2% |
98.64 |
| Low |
95.13 |
95.69 |
0.56 |
0.6% |
95.13 |
| Close |
95.76 |
97.49 |
1.73 |
1.8% |
97.49 |
| Range |
1.52 |
2.10 |
0.58 |
38.2% |
3.51 |
| ATR |
1.82 |
1.84 |
0.02 |
1.1% |
0.00 |
| Volume |
15,338 |
19,126 |
3,788 |
24.7% |
77,386 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.29 |
102.49 |
98.65 |
|
| R3 |
101.19 |
100.39 |
98.07 |
|
| R2 |
99.09 |
99.09 |
97.88 |
|
| R1 |
98.29 |
98.29 |
97.68 |
98.69 |
| PP |
96.99 |
96.99 |
96.99 |
97.19 |
| S1 |
96.19 |
96.19 |
97.30 |
96.59 |
| S2 |
94.89 |
94.89 |
97.11 |
|
| S3 |
92.79 |
94.09 |
96.91 |
|
| S4 |
90.69 |
91.99 |
96.34 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.62 |
106.06 |
99.42 |
|
| R3 |
104.11 |
102.55 |
98.46 |
|
| R2 |
100.60 |
100.60 |
98.13 |
|
| R1 |
99.04 |
99.04 |
97.81 |
98.07 |
| PP |
97.09 |
97.09 |
97.09 |
96.60 |
| S1 |
95.53 |
95.53 |
97.17 |
94.56 |
| S2 |
93.58 |
93.58 |
96.85 |
|
| S3 |
90.07 |
92.02 |
96.52 |
|
| S4 |
86.56 |
88.51 |
95.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.64 |
95.13 |
3.51 |
3.6% |
1.90 |
1.9% |
67% |
False |
False |
15,477 |
| 10 |
99.38 |
95.13 |
4.25 |
4.4% |
1.75 |
1.8% |
56% |
False |
False |
15,651 |
| 20 |
99.38 |
92.19 |
7.19 |
7.4% |
1.66 |
1.7% |
74% |
False |
False |
16,682 |
| 40 |
99.38 |
85.97 |
13.41 |
13.8% |
1.83 |
1.9% |
86% |
False |
False |
13,901 |
| 60 |
99.38 |
79.69 |
19.69 |
20.2% |
2.06 |
2.1% |
90% |
False |
False |
12,430 |
| 80 |
99.38 |
79.69 |
19.69 |
20.2% |
1.99 |
2.0% |
90% |
False |
False |
10,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.72 |
|
2.618 |
103.29 |
|
1.618 |
101.19 |
|
1.000 |
99.89 |
|
0.618 |
99.09 |
|
HIGH |
97.79 |
|
0.618 |
96.99 |
|
0.500 |
96.74 |
|
0.382 |
96.49 |
|
LOW |
95.69 |
|
0.618 |
94.39 |
|
1.000 |
93.59 |
|
1.618 |
92.29 |
|
2.618 |
90.19 |
|
4.250 |
86.77 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.24 |
97.15 |
| PP |
96.99 |
96.80 |
| S1 |
96.74 |
96.46 |
|