NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
94.69 |
95.16 |
0.47 |
0.5% |
92.90 |
High |
95.20 |
95.50 |
0.30 |
0.3% |
96.12 |
Low |
93.49 |
93.98 |
0.49 |
0.5% |
92.44 |
Close |
94.74 |
94.70 |
-0.04 |
0.0% |
94.74 |
Range |
1.71 |
1.52 |
-0.19 |
-11.1% |
3.68 |
ATR |
1.92 |
1.90 |
-0.03 |
-1.5% |
0.00 |
Volume |
6,811 |
9,500 |
2,689 |
39.5% |
44,877 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.29 |
98.51 |
95.54 |
|
R3 |
97.77 |
96.99 |
95.12 |
|
R2 |
96.25 |
96.25 |
94.98 |
|
R1 |
95.47 |
95.47 |
94.84 |
95.10 |
PP |
94.73 |
94.73 |
94.73 |
94.54 |
S1 |
93.95 |
93.95 |
94.56 |
93.58 |
S2 |
93.21 |
93.21 |
94.42 |
|
S3 |
91.69 |
92.43 |
94.28 |
|
S4 |
90.17 |
90.91 |
93.86 |
|
|
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 |
93.49 |
2.63 |
2.8% |
1.45 |
1.5% |
46% |
False |
False |
8,387 |
10 |
96.12 |
89.15 |
6.97 |
7.4% |
1.79 |
1.9% |
80% |
False |
False |
8,842 |
20 |
96.12 |
88.66 |
7.46 |
7.9% |
1.72 |
1.8% |
81% |
False |
False |
7,680 |
40 |
96.12 |
80.09 |
16.03 |
16.9% |
1.98 |
2.1% |
91% |
False |
False |
6,617 |
60 |
96.12 |
80.09 |
16.03 |
16.9% |
1.70 |
1.8% |
91% |
False |
False |
5,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.96 |
2.618 |
99.48 |
1.618 |
97.96 |
1.000 |
97.02 |
0.618 |
96.44 |
HIGH |
95.50 |
0.618 |
94.92 |
0.500 |
94.74 |
0.382 |
94.56 |
LOW |
93.98 |
0.618 |
93.04 |
1.000 |
92.46 |
1.618 |
91.52 |
2.618 |
90.00 |
4.250 |
87.52 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
94.74 |
94.67 |
PP |
94.73 |
94.65 |
S1 |
94.71 |
94.62 |
|