NYMEX Light Sweet Crude Oil Future April 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 |
97.48 |
98.00 |
0.52 |
0.5% |
95.15 |
| High |
97.73 |
98.00 |
0.27 |
0.3% |
97.73 |
| Low |
97.48 |
97.34 |
-0.14 |
-0.1% |
95.05 |
| Close |
97.73 |
97.81 |
0.08 |
0.1% |
97.73 |
| Range |
0.25 |
0.66 |
0.41 |
164.0% |
2.68 |
| ATR |
1.32 |
1.27 |
-0.05 |
-3.6% |
0.00 |
| Volume |
4,202 |
4,424 |
222 |
5.3% |
24,684 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.70 |
99.41 |
98.17 |
|
| R3 |
99.04 |
98.75 |
97.99 |
|
| R2 |
98.38 |
98.38 |
97.93 |
|
| R1 |
98.09 |
98.09 |
97.87 |
97.91 |
| PP |
97.72 |
97.72 |
97.72 |
97.62 |
| S1 |
97.43 |
97.43 |
97.75 |
97.25 |
| S2 |
97.06 |
97.06 |
97.69 |
|
| S3 |
96.40 |
96.77 |
97.63 |
|
| S4 |
95.74 |
96.11 |
97.45 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.88 |
103.98 |
99.20 |
|
| R3 |
102.20 |
101.30 |
98.47 |
|
| R2 |
99.52 |
99.52 |
98.22 |
|
| R1 |
98.62 |
98.62 |
97.98 |
99.07 |
| PP |
96.84 |
96.84 |
96.84 |
97.06 |
| S1 |
95.94 |
95.94 |
97.48 |
96.39 |
| S2 |
94.16 |
94.16 |
97.24 |
|
| S3 |
91.48 |
93.26 |
96.99 |
|
| S4 |
88.80 |
90.58 |
96.26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.81 |
|
2.618 |
99.73 |
|
1.618 |
99.07 |
|
1.000 |
98.66 |
|
0.618 |
98.41 |
|
HIGH |
98.00 |
|
0.618 |
97.75 |
|
0.500 |
97.67 |
|
0.382 |
97.59 |
|
LOW |
97.34 |
|
0.618 |
96.93 |
|
1.000 |
96.68 |
|
1.618 |
96.27 |
|
2.618 |
95.61 |
|
4.250 |
94.54 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.76 |
97.67 |
| PP |
97.72 |
97.54 |
| S1 |
97.67 |
97.40 |
|