NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.23 |
97.97 |
0.74 |
0.8% |
95.46 |
| High |
97.98 |
97.98 |
0.00 |
0.0% |
97.98 |
| Low |
96.86 |
97.02 |
0.16 |
0.2% |
94.24 |
| Close |
97.75 |
97.80 |
0.05 |
0.1% |
97.75 |
| Range |
1.12 |
0.96 |
-0.16 |
-14.3% |
3.74 |
| ATR |
1.70 |
1.65 |
-0.05 |
-3.1% |
0.00 |
| Volume |
15,338 |
12,414 |
-2,924 |
-19.1% |
62,014 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.48 |
100.10 |
98.33 |
|
| R3 |
99.52 |
99.14 |
98.06 |
|
| R2 |
98.56 |
98.56 |
97.98 |
|
| R1 |
98.18 |
98.18 |
97.89 |
97.89 |
| PP |
97.60 |
97.60 |
97.60 |
97.46 |
| S1 |
97.22 |
97.22 |
97.71 |
96.93 |
| S2 |
96.64 |
96.64 |
97.62 |
|
| S3 |
95.68 |
96.26 |
97.54 |
|
| S4 |
94.72 |
95.30 |
97.27 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.88 |
106.55 |
99.81 |
|
| R3 |
104.14 |
102.81 |
98.78 |
|
| R2 |
100.40 |
100.40 |
98.44 |
|
| R1 |
99.07 |
99.07 |
98.09 |
99.74 |
| PP |
96.66 |
96.66 |
96.66 |
96.99 |
| S1 |
95.33 |
95.33 |
97.41 |
96.00 |
| S2 |
92.92 |
92.92 |
97.06 |
|
| S3 |
89.18 |
91.59 |
96.72 |
|
| S4 |
85.44 |
87.85 |
95.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.06 |
|
2.618 |
100.49 |
|
1.618 |
99.53 |
|
1.000 |
98.94 |
|
0.618 |
98.57 |
|
HIGH |
97.98 |
|
0.618 |
97.61 |
|
0.500 |
97.50 |
|
0.382 |
97.39 |
|
LOW |
97.02 |
|
0.618 |
96.43 |
|
1.000 |
96.06 |
|
1.618 |
95.47 |
|
2.618 |
94.51 |
|
4.250 |
92.94 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.70 |
97.56 |
| PP |
97.60 |
97.32 |
| S1 |
97.50 |
97.08 |
|