NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.46 |
95.18 |
-0.28 |
-0.3% |
93.06 |
| High |
95.79 |
95.99 |
0.20 |
0.2% |
96.49 |
| Low |
94.24 |
95.10 |
0.86 |
0.9% |
92.83 |
| Close |
94.99 |
95.56 |
0.57 |
0.6% |
95.01 |
| Range |
1.55 |
0.89 |
-0.66 |
-42.6% |
3.66 |
| ATR |
1.84 |
1.78 |
-0.06 |
-3.3% |
0.00 |
| Volume |
10,795 |
13,340 |
2,545 |
23.6% |
61,203 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.22 |
97.78 |
96.05 |
|
| R3 |
97.33 |
96.89 |
95.80 |
|
| R2 |
96.44 |
96.44 |
95.72 |
|
| R1 |
96.00 |
96.00 |
95.64 |
96.22 |
| PP |
95.55 |
95.55 |
95.55 |
95.66 |
| S1 |
95.11 |
95.11 |
95.48 |
95.33 |
| S2 |
94.66 |
94.66 |
95.40 |
|
| S3 |
93.77 |
94.22 |
95.32 |
|
| S4 |
92.88 |
93.33 |
95.07 |
|
|
| 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 |
99.77 |
|
2.618 |
98.32 |
|
1.618 |
97.43 |
|
1.000 |
96.88 |
|
0.618 |
96.54 |
|
HIGH |
95.99 |
|
0.618 |
95.65 |
|
0.500 |
95.55 |
|
0.382 |
95.44 |
|
LOW |
95.10 |
|
0.618 |
94.55 |
|
1.000 |
94.21 |
|
1.618 |
93.66 |
|
2.618 |
92.77 |
|
4.250 |
91.32 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.56 |
95.37 |
| PP |
95.55 |
95.17 |
| S1 |
95.55 |
94.98 |
|