NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.18 |
95.40 |
0.22 |
0.2% |
93.06 |
| High |
95.99 |
96.77 |
0.78 |
0.8% |
96.49 |
| Low |
95.10 |
95.07 |
-0.03 |
0.0% |
92.83 |
| Close |
95.56 |
96.34 |
0.78 |
0.8% |
95.01 |
| Range |
0.89 |
1.70 |
0.81 |
91.0% |
3.66 |
| ATR |
1.78 |
1.77 |
-0.01 |
-0.3% |
0.00 |
| Volume |
13,340 |
10,082 |
-3,258 |
-24.4% |
61,203 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.16 |
100.45 |
97.28 |
|
| R3 |
99.46 |
98.75 |
96.81 |
|
| R2 |
97.76 |
97.76 |
96.65 |
|
| R1 |
97.05 |
97.05 |
96.50 |
97.41 |
| PP |
96.06 |
96.06 |
96.06 |
96.24 |
| S1 |
95.35 |
95.35 |
96.18 |
95.71 |
| S2 |
94.36 |
94.36 |
96.03 |
|
| S3 |
92.66 |
93.65 |
95.87 |
|
| S4 |
90.96 |
91.95 |
95.41 |
|
|
| 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 |
104.00 |
|
2.618 |
101.22 |
|
1.618 |
99.52 |
|
1.000 |
98.47 |
|
0.618 |
97.82 |
|
HIGH |
96.77 |
|
0.618 |
96.12 |
|
0.500 |
95.92 |
|
0.382 |
95.72 |
|
LOW |
95.07 |
|
0.618 |
94.02 |
|
1.000 |
93.37 |
|
1.618 |
92.32 |
|
2.618 |
90.62 |
|
4.250 |
87.85 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.20 |
96.06 |
| PP |
96.06 |
95.78 |
| S1 |
95.92 |
95.51 |
|