NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
98.69 |
97.55 |
-1.14 |
-1.2% |
97.69 |
High |
99.30 |
98.18 |
-1.12 |
-1.1% |
99.30 |
Low |
97.75 |
96.91 |
-0.84 |
-0.9% |
96.91 |
Close |
97.75 |
97.41 |
-0.34 |
-0.3% |
97.41 |
Range |
1.55 |
1.27 |
-0.28 |
-18.1% |
2.39 |
ATR |
|
|
|
|
|
Volume |
4,167 |
6,178 |
2,011 |
48.3% |
20,785 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.31 |
100.63 |
98.11 |
|
R3 |
100.04 |
99.36 |
97.76 |
|
R2 |
98.77 |
98.77 |
97.64 |
|
R1 |
98.09 |
98.09 |
97.53 |
97.80 |
PP |
97.50 |
97.50 |
97.50 |
97.35 |
S1 |
96.82 |
96.82 |
97.29 |
96.53 |
S2 |
96.23 |
96.23 |
97.18 |
|
S3 |
94.96 |
95.55 |
97.06 |
|
S4 |
93.69 |
94.28 |
96.71 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.04 |
103.62 |
98.72 |
|
R3 |
102.65 |
101.23 |
98.07 |
|
R2 |
100.26 |
100.26 |
97.85 |
|
R1 |
98.84 |
98.84 |
97.63 |
98.36 |
PP |
97.87 |
97.87 |
97.87 |
97.63 |
S1 |
96.45 |
96.45 |
97.19 |
95.97 |
S2 |
95.48 |
95.48 |
96.97 |
|
S3 |
93.09 |
94.06 |
96.75 |
|
S4 |
90.70 |
91.67 |
96.10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.58 |
2.618 |
101.50 |
1.618 |
100.23 |
1.000 |
99.45 |
0.618 |
98.96 |
HIGH |
98.18 |
0.618 |
97.69 |
0.500 |
97.55 |
0.382 |
97.40 |
LOW |
96.91 |
0.618 |
96.13 |
1.000 |
95.64 |
1.618 |
94.86 |
2.618 |
93.59 |
4.250 |
91.51 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
97.55 |
98.11 |
PP |
97.50 |
97.87 |
S1 |
97.46 |
97.64 |
|