NYMEX Light Sweet Crude Oil Future May 2013
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.55 |
98.43 |
0.88 |
0.9% |
97.69 |
| High |
98.18 |
98.51 |
0.33 |
0.3% |
99.30 |
| Low |
96.91 |
96.29 |
-0.62 |
-0.6% |
96.91 |
| Close |
97.41 |
96.88 |
-0.53 |
-0.5% |
97.41 |
| Range |
1.27 |
2.22 |
0.95 |
74.8% |
2.39 |
| ATR |
|
|
|
|
|
| Volume |
6,178 |
4,942 |
-1,236 |
-20.0% |
20,785 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.89 |
102.60 |
98.10 |
|
| R3 |
101.67 |
100.38 |
97.49 |
|
| R2 |
99.45 |
99.45 |
97.29 |
|
| R1 |
98.16 |
98.16 |
97.08 |
97.70 |
| PP |
97.23 |
97.23 |
97.23 |
96.99 |
| S1 |
95.94 |
95.94 |
96.68 |
95.48 |
| S2 |
95.01 |
95.01 |
96.47 |
|
| S3 |
92.79 |
93.72 |
96.27 |
|
| S4 |
90.57 |
91.50 |
95.66 |
|
|
| 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 |
107.95 |
|
2.618 |
104.32 |
|
1.618 |
102.10 |
|
1.000 |
100.73 |
|
0.618 |
99.88 |
|
HIGH |
98.51 |
|
0.618 |
97.66 |
|
0.500 |
97.40 |
|
0.382 |
97.14 |
|
LOW |
96.29 |
|
0.618 |
94.92 |
|
1.000 |
94.07 |
|
1.618 |
92.70 |
|
2.618 |
90.48 |
|
4.250 |
86.86 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.40 |
97.80 |
| PP |
97.23 |
97.49 |
| S1 |
97.05 |
97.19 |
|