NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
95.16 |
94.63 |
-0.53 |
-0.6% |
92.90 |
High |
95.50 |
95.63 |
0.13 |
0.1% |
96.12 |
Low |
93.98 |
94.63 |
0.65 |
0.7% |
92.44 |
Close |
94.70 |
95.32 |
0.62 |
0.7% |
94.74 |
Range |
1.52 |
1.00 |
-0.52 |
-34.2% |
3.68 |
ATR |
1.90 |
1.83 |
-0.06 |
-3.4% |
0.00 |
Volume |
9,500 |
6,723 |
-2,777 |
-29.2% |
44,877 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.19 |
97.76 |
95.87 |
|
R3 |
97.19 |
96.76 |
95.60 |
|
R2 |
96.19 |
96.19 |
95.50 |
|
R1 |
95.76 |
95.76 |
95.41 |
95.98 |
PP |
95.19 |
95.19 |
95.19 |
95.30 |
S1 |
94.76 |
94.76 |
95.23 |
94.98 |
S2 |
94.19 |
94.19 |
95.14 |
|
S3 |
93.19 |
93.76 |
95.05 |
|
S4 |
92.19 |
92.76 |
94.77 |
|
|
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% |
1.27 |
1.3% |
70% |
False |
False |
8,468 |
10 |
96.12 |
89.15 |
6.97 |
7.3% |
1.62 |
1.7% |
89% |
False |
False |
8,960 |
20 |
96.12 |
88.66 |
7.46 |
7.8% |
1.68 |
1.8% |
89% |
False |
False |
7,801 |
40 |
96.12 |
80.09 |
16.03 |
16.8% |
1.94 |
2.0% |
95% |
False |
False |
6,703 |
60 |
96.12 |
80.09 |
16.03 |
16.8% |
1.70 |
1.8% |
95% |
False |
False |
5,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.88 |
2.618 |
98.25 |
1.618 |
97.25 |
1.000 |
96.63 |
0.618 |
96.25 |
HIGH |
95.63 |
0.618 |
95.25 |
0.500 |
95.13 |
0.382 |
95.01 |
LOW |
94.63 |
0.618 |
94.01 |
1.000 |
93.63 |
1.618 |
93.01 |
2.618 |
92.01 |
4.250 |
90.38 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
95.26 |
95.07 |
PP |
95.19 |
94.81 |
S1 |
95.13 |
94.56 |
|