NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
95.03 |
95.50 |
0.47 |
0.5% |
92.26 |
High |
96.12 |
95.75 |
-0.37 |
-0.4% |
93.25 |
Low |
94.86 |
94.91 |
0.05 |
0.1% |
89.15 |
Close |
95.27 |
95.22 |
-0.05 |
-0.1% |
93.13 |
Range |
1.26 |
0.84 |
-0.42 |
-33.3% |
4.10 |
ATR |
2.02 |
1.94 |
-0.08 |
-4.2% |
0.00 |
Volume |
9,506 |
9,803 |
297 |
3.1% |
42,070 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.81 |
97.36 |
95.68 |
|
R3 |
96.97 |
96.52 |
95.45 |
|
R2 |
96.13 |
96.13 |
95.37 |
|
R1 |
95.68 |
95.68 |
95.30 |
95.49 |
PP |
95.29 |
95.29 |
95.29 |
95.20 |
S1 |
94.84 |
94.84 |
95.14 |
94.65 |
S2 |
94.45 |
94.45 |
95.07 |
|
S3 |
93.61 |
94.00 |
94.99 |
|
S4 |
92.77 |
93.16 |
94.76 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.14 |
102.74 |
95.39 |
|
R3 |
100.04 |
98.64 |
94.26 |
|
R2 |
95.94 |
95.94 |
93.88 |
|
R1 |
94.54 |
94.54 |
93.51 |
95.24 |
PP |
91.84 |
91.84 |
91.84 |
92.20 |
S1 |
90.44 |
90.44 |
92.75 |
91.14 |
S2 |
87.74 |
87.74 |
92.38 |
|
S3 |
83.64 |
86.34 |
92.00 |
|
S4 |
79.54 |
82.24 |
90.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.12 |
89.94 |
6.18 |
6.5% |
1.77 |
1.9% |
85% |
False |
False |
9,905 |
10 |
96.12 |
89.15 |
6.97 |
7.3% |
1.65 |
1.7% |
87% |
False |
False |
8,421 |
20 |
96.12 |
88.66 |
7.46 |
7.8% |
1.67 |
1.8% |
88% |
False |
False |
7,276 |
40 |
96.12 |
80.09 |
16.03 |
16.8% |
1.95 |
2.0% |
94% |
False |
False |
6,355 |
60 |
96.12 |
80.09 |
16.03 |
16.8% |
1.69 |
1.8% |
94% |
False |
False |
5,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.32 |
2.618 |
97.95 |
1.618 |
97.11 |
1.000 |
96.59 |
0.618 |
96.27 |
HIGH |
95.75 |
0.618 |
95.43 |
0.500 |
95.33 |
0.382 |
95.23 |
LOW |
94.91 |
0.618 |
94.39 |
1.000 |
94.07 |
1.618 |
93.55 |
2.618 |
92.71 |
4.250 |
91.34 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
95.33 |
95.17 |
PP |
95.29 |
95.11 |
S1 |
95.26 |
95.06 |
|