NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
97.57 |
97.97 |
0.40 |
0.4% |
95.16 |
High |
99.04 |
98.84 |
-0.20 |
-0.2% |
97.83 |
Low |
97.57 |
97.94 |
0.37 |
0.4% |
93.98 |
Close |
98.31 |
98.60 |
0.29 |
0.3% |
97.62 |
Range |
1.47 |
0.90 |
-0.57 |
-38.8% |
3.85 |
ATR |
1.69 |
1.64 |
-0.06 |
-3.3% |
0.00 |
Volume |
6,892 |
11,807 |
4,915 |
71.3% |
46,132 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.16 |
100.78 |
99.10 |
|
R3 |
100.26 |
99.88 |
98.85 |
|
R2 |
99.36 |
99.36 |
98.77 |
|
R1 |
98.98 |
98.98 |
98.68 |
99.17 |
PP |
98.46 |
98.46 |
98.46 |
98.56 |
S1 |
98.08 |
98.08 |
98.52 |
98.27 |
S2 |
97.56 |
97.56 |
98.44 |
|
S3 |
96.66 |
97.18 |
98.35 |
|
S4 |
95.76 |
96.28 |
98.11 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.03 |
106.67 |
99.74 |
|
R3 |
104.18 |
102.82 |
98.68 |
|
R2 |
100.33 |
100.33 |
98.33 |
|
R1 |
98.97 |
98.97 |
97.97 |
99.65 |
PP |
96.48 |
96.48 |
96.48 |
96.82 |
S1 |
95.12 |
95.12 |
97.27 |
95.80 |
S2 |
92.63 |
92.63 |
96.91 |
|
S3 |
88.78 |
91.27 |
96.56 |
|
S4 |
84.93 |
87.42 |
95.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.04 |
95.85 |
3.19 |
3.2% |
1.21 |
1.2% |
86% |
False |
False |
9,981 |
10 |
99.04 |
93.49 |
5.55 |
5.6% |
1.30 |
1.3% |
92% |
False |
False |
8,906 |
20 |
99.04 |
89.15 |
9.89 |
10.0% |
1.52 |
1.5% |
96% |
False |
False |
8,499 |
40 |
99.04 |
80.09 |
18.95 |
19.2% |
1.86 |
1.9% |
98% |
False |
False |
7,222 |
60 |
99.04 |
80.09 |
18.95 |
19.2% |
1.76 |
1.8% |
98% |
False |
False |
6,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.67 |
2.618 |
101.20 |
1.618 |
100.30 |
1.000 |
99.74 |
0.618 |
99.40 |
HIGH |
98.84 |
0.618 |
98.50 |
0.500 |
98.39 |
0.382 |
98.28 |
LOW |
97.94 |
0.618 |
97.38 |
1.000 |
97.04 |
1.618 |
96.48 |
2.618 |
95.58 |
4.250 |
94.12 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
98.53 |
98.39 |
PP |
98.46 |
98.17 |
S1 |
98.39 |
97.96 |
|