NYMEX Light Sweet Crude Oil Future May 2013
Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
96.99 |
98.37 |
1.38 |
1.4% |
98.43 |
High |
98.25 |
98.37 |
0.12 |
0.1% |
98.51 |
Low |
96.79 |
97.08 |
0.29 |
0.3% |
95.97 |
Close |
98.18 |
97.34 |
-0.84 |
-0.9% |
98.18 |
Range |
1.46 |
1.29 |
-0.17 |
-11.6% |
2.54 |
ATR |
1.07 |
1.09 |
0.02 |
1.4% |
0.00 |
Volume |
3,200 |
6,488 |
3,288 |
102.8% |
18,704 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.47 |
100.69 |
98.05 |
|
R3 |
100.18 |
99.40 |
97.69 |
|
R2 |
98.89 |
98.89 |
97.58 |
|
R1 |
98.11 |
98.11 |
97.46 |
97.86 |
PP |
97.60 |
97.60 |
97.60 |
97.47 |
S1 |
96.82 |
96.82 |
97.22 |
96.57 |
S2 |
96.31 |
96.31 |
97.10 |
|
S3 |
95.02 |
95.53 |
96.99 |
|
S4 |
93.73 |
94.24 |
96.63 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.17 |
104.22 |
99.58 |
|
R3 |
102.63 |
101.68 |
98.88 |
|
R2 |
100.09 |
100.09 |
98.65 |
|
R1 |
99.14 |
99.14 |
98.41 |
98.35 |
PP |
97.55 |
97.55 |
97.55 |
97.16 |
S1 |
96.60 |
96.60 |
97.95 |
95.81 |
S2 |
95.01 |
95.01 |
97.71 |
|
S3 |
92.47 |
94.06 |
97.48 |
|
S4 |
89.93 |
91.52 |
96.78 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.85 |
2.618 |
101.75 |
1.618 |
100.46 |
1.000 |
99.66 |
0.618 |
99.17 |
HIGH |
98.37 |
0.618 |
97.88 |
0.500 |
97.73 |
0.382 |
97.57 |
LOW |
97.08 |
0.618 |
96.28 |
1.000 |
95.79 |
1.618 |
94.99 |
2.618 |
93.70 |
4.250 |
91.60 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
97.73 |
97.28 |
PP |
97.60 |
97.23 |
S1 |
97.47 |
97.17 |
|