NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
95.77 |
97.56 |
1.79 |
1.9% |
97.86 |
| High |
97.79 |
98.33 |
0.54 |
0.6% |
98.64 |
| Low |
95.69 |
96.16 |
0.47 |
0.5% |
95.13 |
| Close |
97.49 |
96.43 |
-1.06 |
-1.1% |
97.49 |
| Range |
2.10 |
2.17 |
0.07 |
3.3% |
3.51 |
| ATR |
1.84 |
1.87 |
0.02 |
1.3% |
0.00 |
| Volume |
19,126 |
15,414 |
-3,712 |
-19.4% |
77,386 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.48 |
102.13 |
97.62 |
|
| R3 |
101.31 |
99.96 |
97.03 |
|
| R2 |
99.14 |
99.14 |
96.83 |
|
| R1 |
97.79 |
97.79 |
96.63 |
97.38 |
| PP |
96.97 |
96.97 |
96.97 |
96.77 |
| S1 |
95.62 |
95.62 |
96.23 |
95.21 |
| S2 |
94.80 |
94.80 |
96.03 |
|
| S3 |
92.63 |
93.45 |
95.83 |
|
| S4 |
90.46 |
91.28 |
95.24 |
|
|
| 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 |
98.33 |
95.13 |
3.20 |
3.3% |
1.71 |
1.8% |
41% |
True |
False |
15,778 |
| 10 |
99.38 |
95.13 |
4.25 |
4.4% |
1.85 |
1.9% |
31% |
False |
False |
16,055 |
| 20 |
99.38 |
93.13 |
6.25 |
6.5% |
1.70 |
1.8% |
53% |
False |
False |
16,642 |
| 40 |
99.38 |
85.97 |
13.41 |
13.9% |
1.83 |
1.9% |
78% |
False |
False |
14,065 |
| 60 |
99.38 |
79.69 |
19.69 |
20.4% |
2.06 |
2.1% |
85% |
False |
False |
12,545 |
| 80 |
99.38 |
79.69 |
19.69 |
20.4% |
2.01 |
2.1% |
85% |
False |
False |
10,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.55 |
|
2.618 |
104.01 |
|
1.618 |
101.84 |
|
1.000 |
100.50 |
|
0.618 |
99.67 |
|
HIGH |
98.33 |
|
0.618 |
97.50 |
|
0.500 |
97.25 |
|
0.382 |
96.99 |
|
LOW |
96.16 |
|
0.618 |
94.82 |
|
1.000 |
93.99 |
|
1.618 |
92.65 |
|
2.618 |
90.48 |
|
4.250 |
86.94 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.25 |
96.73 |
| PP |
96.97 |
96.63 |
| S1 |
96.70 |
96.53 |
|