NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
95.50 |
94.69 |
-0.81 |
-0.8% |
92.90 |
High |
95.75 |
95.20 |
-0.55 |
-0.6% |
96.12 |
Low |
94.91 |
93.49 |
-1.42 |
-1.5% |
92.44 |
Close |
95.22 |
94.74 |
-0.48 |
-0.5% |
94.74 |
Range |
0.84 |
1.71 |
0.87 |
103.6% |
3.68 |
ATR |
1.94 |
1.92 |
-0.01 |
-0.8% |
0.00 |
Volume |
9,803 |
6,811 |
-2,992 |
-30.5% |
44,877 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.61 |
98.88 |
95.68 |
|
R3 |
97.90 |
97.17 |
95.21 |
|
R2 |
96.19 |
96.19 |
95.05 |
|
R1 |
95.46 |
95.46 |
94.90 |
95.83 |
PP |
94.48 |
94.48 |
94.48 |
94.66 |
S1 |
93.75 |
93.75 |
94.58 |
94.12 |
S2 |
92.77 |
92.77 |
94.43 |
|
S3 |
91.06 |
92.04 |
94.27 |
|
S4 |
89.35 |
90.33 |
93.80 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.47 |
103.79 |
96.76 |
|
R3 |
101.79 |
100.11 |
95.75 |
|
R2 |
98.11 |
98.11 |
95.41 |
|
R1 |
96.43 |
96.43 |
95.08 |
97.27 |
PP |
94.43 |
94.43 |
94.43 |
94.86 |
S1 |
92.75 |
92.75 |
94.40 |
93.59 |
S2 |
90.75 |
90.75 |
94.07 |
|
S3 |
87.07 |
89.07 |
93.73 |
|
S4 |
83.39 |
85.39 |
92.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.12 |
92.44 |
3.68 |
3.9% |
1.45 |
1.5% |
63% |
False |
False |
8,975 |
10 |
96.12 |
89.15 |
6.97 |
7.4% |
1.74 |
1.8% |
80% |
False |
False |
8,694 |
20 |
96.12 |
88.66 |
7.46 |
7.9% |
1.73 |
1.8% |
82% |
False |
False |
7,427 |
40 |
96.12 |
80.09 |
16.03 |
16.9% |
1.96 |
2.1% |
91% |
False |
False |
6,443 |
60 |
96.12 |
80.09 |
16.03 |
16.9% |
1.69 |
1.8% |
91% |
False |
False |
5,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.47 |
2.618 |
99.68 |
1.618 |
97.97 |
1.000 |
96.91 |
0.618 |
96.26 |
HIGH |
95.20 |
0.618 |
94.55 |
0.500 |
94.35 |
0.382 |
94.14 |
LOW |
93.49 |
0.618 |
92.43 |
1.000 |
91.78 |
1.618 |
90.72 |
2.618 |
89.01 |
4.250 |
86.22 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
94.61 |
94.81 |
PP |
94.48 |
94.78 |
S1 |
94.35 |
94.76 |
|