NYMEX Light Sweet Crude Oil Future April 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.70 |
96.80 |
1.10 |
1.1% |
93.11 |
| High |
96.48 |
97.60 |
1.12 |
1.2% |
96.37 |
| Low |
95.45 |
96.80 |
1.35 |
1.4% |
93.10 |
| Close |
96.44 |
97.49 |
1.05 |
1.1% |
95.14 |
| Range |
1.03 |
0.80 |
-0.23 |
-22.3% |
3.27 |
| ATR |
1.42 |
1.40 |
-0.02 |
-1.3% |
0.00 |
| Volume |
2,994 |
3,774 |
780 |
26.1% |
27,132 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.70 |
99.39 |
97.93 |
|
| R3 |
98.90 |
98.59 |
97.71 |
|
| R2 |
98.10 |
98.10 |
97.64 |
|
| R1 |
97.79 |
97.79 |
97.56 |
97.95 |
| PP |
97.30 |
97.30 |
97.30 |
97.37 |
| S1 |
96.99 |
96.99 |
97.42 |
97.15 |
| S2 |
96.50 |
96.50 |
97.34 |
|
| S3 |
95.70 |
96.19 |
97.27 |
|
| S4 |
94.90 |
95.39 |
97.05 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.68 |
103.18 |
96.94 |
|
| R3 |
101.41 |
99.91 |
96.04 |
|
| R2 |
98.14 |
98.14 |
95.74 |
|
| R1 |
96.64 |
96.64 |
95.44 |
97.39 |
| PP |
94.87 |
94.87 |
94.87 |
95.25 |
| S1 |
93.37 |
93.37 |
94.84 |
94.12 |
| S2 |
91.60 |
91.60 |
94.54 |
|
| S3 |
88.33 |
90.10 |
94.24 |
|
| S4 |
85.06 |
86.83 |
93.34 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.00 |
|
2.618 |
99.69 |
|
1.618 |
98.89 |
|
1.000 |
98.40 |
|
0.618 |
98.09 |
|
HIGH |
97.60 |
|
0.618 |
97.29 |
|
0.500 |
97.20 |
|
0.382 |
97.11 |
|
LOW |
96.80 |
|
0.618 |
96.31 |
|
1.000 |
96.00 |
|
1.618 |
95.51 |
|
2.618 |
94.71 |
|
4.250 |
93.40 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.39 |
97.10 |
| PP |
97.30 |
96.71 |
| S1 |
97.20 |
96.33 |
|