NYMEX Light Sweet Crude Oil Future February 2013
Trading Metrics calculated at close of trading on 29-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
96.75 |
97.10 |
0.35 |
0.4% |
97.90 |
High |
97.75 |
97.60 |
-0.15 |
-0.2% |
99.63 |
Low |
96.70 |
96.23 |
-0.47 |
-0.5% |
96.88 |
Close |
97.67 |
96.88 |
-0.79 |
-0.8% |
97.49 |
Range |
1.05 |
1.37 |
0.32 |
30.5% |
2.75 |
ATR |
1.69 |
1.68 |
-0.02 |
-1.1% |
0.00 |
Volume |
6,661 |
5,829 |
-832 |
-12.5% |
54,593 |
|
Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.01 |
100.32 |
97.63 |
|
R3 |
99.64 |
98.95 |
97.26 |
|
R2 |
98.27 |
98.27 |
97.13 |
|
R1 |
97.58 |
97.58 |
97.01 |
97.24 |
PP |
96.90 |
96.90 |
96.90 |
96.74 |
S1 |
96.21 |
96.21 |
96.75 |
95.87 |
S2 |
95.53 |
95.53 |
96.63 |
|
S3 |
94.16 |
94.84 |
96.50 |
|
S4 |
92.79 |
93.47 |
96.13 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.25 |
104.62 |
99.00 |
|
R3 |
103.50 |
101.87 |
98.25 |
|
R2 |
100.75 |
100.75 |
97.99 |
|
R1 |
99.12 |
99.12 |
97.74 |
98.56 |
PP |
98.00 |
98.00 |
98.00 |
97.72 |
S1 |
96.37 |
96.37 |
97.24 |
95.81 |
S2 |
95.25 |
95.25 |
96.99 |
|
S3 |
92.50 |
93.62 |
96.73 |
|
S4 |
89.75 |
90.87 |
95.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.63 |
95.89 |
3.74 |
3.9% |
1.78 |
1.8% |
26% |
False |
False |
10,063 |
10 |
99.63 |
95.85 |
3.78 |
3.9% |
1.49 |
1.5% |
27% |
False |
False |
10,022 |
20 |
99.63 |
89.15 |
10.48 |
10.8% |
1.61 |
1.7% |
74% |
False |
False |
9,364 |
40 |
99.63 |
86.36 |
13.27 |
13.7% |
1.67 |
1.7% |
79% |
False |
False |
7,702 |
60 |
99.63 |
80.09 |
19.54 |
20.2% |
1.81 |
1.9% |
86% |
False |
False |
6,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.42 |
2.618 |
101.19 |
1.618 |
99.82 |
1.000 |
98.97 |
0.618 |
98.45 |
HIGH |
97.60 |
0.618 |
97.08 |
0.500 |
96.92 |
0.382 |
96.75 |
LOW |
96.23 |
0.618 |
95.38 |
1.000 |
94.86 |
1.618 |
94.01 |
2.618 |
92.64 |
4.250 |
90.41 |
|
|
Fisher Pivots for day following 29-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
96.92 |
97.30 |
PP |
96.90 |
97.16 |
S1 |
96.89 |
97.02 |
|