NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
87.26 |
91.34 |
4.08 |
4.7% |
90.14 |
| High |
91.74 |
92.33 |
0.59 |
0.6% |
91.74 |
| Low |
87.23 |
90.63 |
3.40 |
3.9% |
86.92 |
| Close |
91.40 |
92.20 |
0.80 |
0.9% |
91.40 |
| Range |
4.51 |
1.70 |
-2.81 |
-62.3% |
4.82 |
| ATR |
2.62 |
2.55 |
-0.07 |
-2.5% |
0.00 |
| Volume |
286,390 |
182,679 |
-103,711 |
-36.2% |
1,282,077 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.82 |
96.21 |
93.14 |
|
| R3 |
95.12 |
94.51 |
92.67 |
|
| R2 |
93.42 |
93.42 |
92.51 |
|
| R1 |
92.81 |
92.81 |
92.36 |
93.12 |
| PP |
91.72 |
91.72 |
91.72 |
91.87 |
| S1 |
91.11 |
91.11 |
92.04 |
91.42 |
| S2 |
90.02 |
90.02 |
91.89 |
|
| S3 |
88.32 |
89.41 |
91.73 |
|
| S4 |
86.62 |
87.71 |
91.27 |
|
|
| 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 |
92.33 |
86.92 |
5.41 |
5.9% |
2.77 |
3.0% |
98% |
True |
False |
258,188 |
| 10 |
92.33 |
86.84 |
5.49 |
6.0% |
2.34 |
2.5% |
98% |
True |
False |
245,877 |
| 20 |
93.25 |
84.05 |
9.20 |
10.0% |
2.33 |
2.5% |
89% |
False |
False |
197,752 |
| 40 |
93.25 |
77.70 |
15.55 |
16.9% |
2.69 |
2.9% |
93% |
False |
False |
129,728 |
| 60 |
98.02 |
77.70 |
20.32 |
22.0% |
2.56 |
2.8% |
71% |
False |
False |
96,895 |
| 80 |
107.12 |
77.70 |
29.42 |
31.9% |
2.38 |
2.6% |
49% |
False |
False |
80,148 |
| 100 |
109.84 |
77.70 |
32.14 |
34.9% |
2.28 |
2.5% |
45% |
False |
False |
68,092 |
| 120 |
110.87 |
77.70 |
33.17 |
36.0% |
2.18 |
2.4% |
44% |
False |
False |
60,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.56 |
|
2.618 |
96.78 |
|
1.618 |
95.08 |
|
1.000 |
94.03 |
|
0.618 |
93.38 |
|
HIGH |
92.33 |
|
0.618 |
91.68 |
|
0.500 |
91.48 |
|
0.382 |
91.28 |
|
LOW |
90.63 |
|
0.618 |
89.58 |
|
1.000 |
88.93 |
|
1.618 |
87.88 |
|
2.618 |
86.18 |
|
4.250 |
83.41 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.96 |
91.34 |
| PP |
91.72 |
90.48 |
| S1 |
91.48 |
89.63 |
|