NYMEX Light Sweet Crude Oil Future April 2013
Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
96.00 |
96.95 |
0.95 |
1.0% |
98.58 |
High |
96.61 |
98.55 |
1.94 |
2.0% |
98.58 |
Low |
96.00 |
96.95 |
0.95 |
1.0% |
96.00 |
Close |
96.51 |
98.22 |
1.71 |
1.8% |
98.22 |
Range |
0.61 |
1.60 |
0.99 |
162.3% |
2.58 |
ATR |
1.26 |
1.32 |
0.06 |
4.4% |
0.00 |
Volume |
6,907 |
4,928 |
-1,979 |
-28.7% |
26,209 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.71 |
102.06 |
99.10 |
|
R3 |
101.11 |
100.46 |
98.66 |
|
R2 |
99.51 |
99.51 |
98.51 |
|
R1 |
98.86 |
98.86 |
98.37 |
99.19 |
PP |
97.91 |
97.91 |
97.91 |
98.07 |
S1 |
97.26 |
97.26 |
98.07 |
97.59 |
S2 |
96.31 |
96.31 |
97.93 |
|
S3 |
94.71 |
95.66 |
97.78 |
|
S4 |
93.11 |
94.06 |
97.34 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.34 |
104.36 |
99.64 |
|
R3 |
102.76 |
101.78 |
98.93 |
|
R2 |
100.18 |
100.18 |
98.69 |
|
R1 |
99.20 |
99.20 |
98.46 |
98.40 |
PP |
97.60 |
97.60 |
97.60 |
97.20 |
S1 |
96.62 |
96.62 |
97.98 |
95.82 |
S2 |
95.02 |
95.02 |
97.75 |
|
S3 |
92.44 |
94.04 |
97.51 |
|
S4 |
89.86 |
91.46 |
96.80 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.35 |
2.618 |
102.74 |
1.618 |
101.14 |
1.000 |
100.15 |
0.618 |
99.54 |
HIGH |
98.55 |
0.618 |
97.94 |
0.500 |
97.75 |
0.382 |
97.56 |
LOW |
96.95 |
0.618 |
95.96 |
1.000 |
95.35 |
1.618 |
94.36 |
2.618 |
92.76 |
4.250 |
90.15 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
98.06 |
97.91 |
PP |
97.91 |
97.59 |
S1 |
97.75 |
97.28 |
|