NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
88.87 |
87.26 |
-1.61 |
-1.8% |
90.14 |
| High |
89.63 |
91.74 |
2.11 |
2.4% |
91.74 |
| Low |
86.92 |
87.23 |
0.31 |
0.4% |
86.92 |
| Close |
87.13 |
91.40 |
4.27 |
4.9% |
91.40 |
| Range |
2.71 |
4.51 |
1.80 |
66.4% |
4.82 |
| ATR |
2.47 |
2.62 |
0.15 |
6.2% |
0.00 |
| Volume |
287,692 |
286,390 |
-1,302 |
-0.5% |
1,282,077 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.65 |
102.04 |
93.88 |
|
| R3 |
99.14 |
97.53 |
92.64 |
|
| R2 |
94.63 |
94.63 |
92.23 |
|
| R1 |
93.02 |
93.02 |
91.81 |
93.83 |
| PP |
90.12 |
90.12 |
90.12 |
90.53 |
| S1 |
88.51 |
88.51 |
90.99 |
89.32 |
| S2 |
85.61 |
85.61 |
90.57 |
|
| S3 |
81.10 |
84.00 |
90.16 |
|
| S4 |
76.59 |
79.49 |
88.92 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.48 |
102.76 |
94.05 |
|
| R3 |
99.66 |
97.94 |
92.73 |
|
| R2 |
94.84 |
94.84 |
92.28 |
|
| R1 |
93.12 |
93.12 |
91.84 |
93.98 |
| PP |
90.02 |
90.02 |
90.02 |
90.45 |
| S1 |
88.30 |
88.30 |
90.96 |
89.16 |
| S2 |
85.20 |
85.20 |
90.52 |
|
| S3 |
80.38 |
83.48 |
90.07 |
|
| S4 |
75.56 |
78.66 |
88.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.74 |
86.92 |
4.82 |
5.3% |
2.76 |
3.0% |
93% |
True |
False |
256,415 |
| 10 |
91.74 |
86.84 |
4.90 |
5.4% |
2.54 |
2.8% |
93% |
True |
False |
254,928 |
| 20 |
93.25 |
84.05 |
9.20 |
10.1% |
2.36 |
2.6% |
80% |
False |
False |
192,335 |
| 40 |
93.25 |
77.70 |
15.55 |
17.0% |
2.71 |
3.0% |
88% |
False |
False |
126,357 |
| 60 |
98.50 |
77.70 |
20.80 |
22.8% |
2.55 |
2.8% |
66% |
False |
False |
94,420 |
| 80 |
107.12 |
77.70 |
29.42 |
32.2% |
2.38 |
2.6% |
47% |
False |
False |
78,292 |
| 100 |
109.84 |
77.70 |
32.14 |
35.2% |
2.28 |
2.5% |
43% |
False |
False |
66,531 |
| 120 |
110.87 |
77.70 |
33.17 |
36.3% |
2.17 |
2.4% |
41% |
False |
False |
58,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.91 |
|
2.618 |
103.55 |
|
1.618 |
99.04 |
|
1.000 |
96.25 |
|
0.618 |
94.53 |
|
HIGH |
91.74 |
|
0.618 |
90.02 |
|
0.500 |
89.49 |
|
0.382 |
88.95 |
|
LOW |
87.23 |
|
0.618 |
84.44 |
|
1.000 |
82.72 |
|
1.618 |
79.93 |
|
2.618 |
75.42 |
|
4.250 |
68.06 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.76 |
90.71 |
| PP |
90.12 |
90.02 |
| S1 |
89.49 |
89.33 |
|