NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.43 |
95.05 |
-0.38 |
-0.4% |
93.06 |
| High |
96.08 |
95.42 |
-0.66 |
-0.7% |
96.49 |
| Low |
95.20 |
93.96 |
-1.24 |
-1.3% |
92.83 |
| Close |
95.43 |
95.01 |
-0.42 |
-0.4% |
95.01 |
| Range |
0.88 |
1.46 |
0.58 |
65.9% |
3.66 |
| ATR |
1.89 |
1.86 |
-0.03 |
-1.6% |
0.00 |
| Volume |
14,165 |
8,296 |
-5,869 |
-41.4% |
61,203 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.18 |
98.55 |
95.81 |
|
| R3 |
97.72 |
97.09 |
95.41 |
|
| R2 |
96.26 |
96.26 |
95.28 |
|
| R1 |
95.63 |
95.63 |
95.14 |
95.22 |
| PP |
94.80 |
94.80 |
94.80 |
94.59 |
| S1 |
94.17 |
94.17 |
94.88 |
93.76 |
| S2 |
93.34 |
93.34 |
94.74 |
|
| S3 |
91.88 |
92.71 |
94.61 |
|
| S4 |
90.42 |
91.25 |
94.21 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.76 |
104.04 |
97.02 |
|
| R3 |
102.10 |
100.38 |
96.02 |
|
| R2 |
98.44 |
98.44 |
95.68 |
|
| R1 |
96.72 |
96.72 |
95.35 |
97.58 |
| PP |
94.78 |
94.78 |
94.78 |
95.21 |
| S1 |
93.06 |
93.06 |
94.67 |
93.92 |
| S2 |
91.12 |
91.12 |
94.34 |
|
| S3 |
87.46 |
89.40 |
94.00 |
|
| S4 |
83.80 |
85.74 |
93.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.63 |
|
2.618 |
99.24 |
|
1.618 |
97.78 |
|
1.000 |
96.88 |
|
0.618 |
96.32 |
|
HIGH |
95.42 |
|
0.618 |
94.86 |
|
0.500 |
94.69 |
|
0.382 |
94.52 |
|
LOW |
93.96 |
|
0.618 |
93.06 |
|
1.000 |
92.50 |
|
1.618 |
91.60 |
|
2.618 |
90.14 |
|
4.250 |
87.76 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.90 |
95.23 |
| PP |
94.80 |
95.15 |
| S1 |
94.69 |
95.08 |
|