NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.05 |
95.46 |
0.41 |
0.4% |
93.06 |
| High |
95.42 |
95.79 |
0.37 |
0.4% |
96.49 |
| Low |
93.96 |
94.24 |
0.28 |
0.3% |
92.83 |
| Close |
95.01 |
94.99 |
-0.02 |
0.0% |
95.01 |
| Range |
1.46 |
1.55 |
0.09 |
6.2% |
3.66 |
| ATR |
1.86 |
1.84 |
-0.02 |
-1.2% |
0.00 |
| Volume |
8,296 |
10,795 |
2,499 |
30.1% |
61,203 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.66 |
98.87 |
95.84 |
|
| R3 |
98.11 |
97.32 |
95.42 |
|
| R2 |
96.56 |
96.56 |
95.27 |
|
| R1 |
95.77 |
95.77 |
95.13 |
95.39 |
| PP |
95.01 |
95.01 |
95.01 |
94.82 |
| S1 |
94.22 |
94.22 |
94.85 |
93.84 |
| S2 |
93.46 |
93.46 |
94.71 |
|
| S3 |
91.91 |
92.67 |
94.56 |
|
| S4 |
90.36 |
91.12 |
94.14 |
|
|
| 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 |
102.38 |
|
2.618 |
99.85 |
|
1.618 |
98.30 |
|
1.000 |
97.34 |
|
0.618 |
96.75 |
|
HIGH |
95.79 |
|
0.618 |
95.20 |
|
0.500 |
95.02 |
|
0.382 |
94.83 |
|
LOW |
94.24 |
|
0.618 |
93.28 |
|
1.000 |
92.69 |
|
1.618 |
91.73 |
|
2.618 |
90.18 |
|
4.250 |
87.65 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.02 |
95.02 |
| PP |
95.01 |
95.01 |
| S1 |
95.00 |
95.00 |
|