NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 23-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
97.97 |
99.06 |
1.09 |
1.1% |
95.16 |
High |
98.84 |
99.63 |
0.79 |
0.8% |
97.83 |
Low |
97.94 |
97.19 |
-0.75 |
-0.8% |
93.98 |
Close |
98.60 |
97.75 |
-0.85 |
-0.9% |
97.62 |
Range |
0.90 |
2.44 |
1.54 |
171.1% |
3.85 |
ATR |
1.64 |
1.69 |
0.06 |
3.5% |
0.00 |
Volume |
11,807 |
14,610 |
2,803 |
23.7% |
46,132 |
|
Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.51 |
104.07 |
99.09 |
|
R3 |
103.07 |
101.63 |
98.42 |
|
R2 |
100.63 |
100.63 |
98.20 |
|
R1 |
99.19 |
99.19 |
97.97 |
98.69 |
PP |
98.19 |
98.19 |
98.19 |
97.94 |
S1 |
96.75 |
96.75 |
97.53 |
96.25 |
S2 |
95.75 |
95.75 |
97.30 |
|
S3 |
93.31 |
94.31 |
97.08 |
|
S4 |
90.87 |
91.87 |
96.41 |
|
|
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 |
99.63 |
96.77 |
2.86 |
2.9% |
1.38 |
1.4% |
34% |
True |
False |
10,499 |
10 |
99.63 |
93.49 |
6.14 |
6.3% |
1.46 |
1.5% |
69% |
True |
False |
9,386 |
20 |
99.63 |
89.15 |
10.48 |
10.7% |
1.55 |
1.6% |
82% |
True |
False |
8,903 |
40 |
99.63 |
80.09 |
19.54 |
20.0% |
1.88 |
1.9% |
90% |
True |
False |
7,442 |
60 |
99.63 |
80.09 |
19.54 |
20.0% |
1.80 |
1.8% |
90% |
True |
False |
6,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.00 |
2.618 |
106.02 |
1.618 |
103.58 |
1.000 |
102.07 |
0.618 |
101.14 |
HIGH |
99.63 |
0.618 |
98.70 |
0.500 |
98.41 |
0.382 |
98.12 |
LOW |
97.19 |
0.618 |
95.68 |
1.000 |
94.75 |
1.618 |
93.24 |
2.618 |
90.80 |
4.250 |
86.82 |
|
|
Fisher Pivots for day following 23-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
98.41 |
98.41 |
PP |
98.19 |
98.19 |
S1 |
97.97 |
97.97 |
|