NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
91.34 |
92.05 |
0.71 |
0.8% |
90.14 |
| High |
92.33 |
94.42 |
2.09 |
2.3% |
91.74 |
| Low |
90.63 |
91.78 |
1.15 |
1.3% |
86.92 |
| Close |
92.20 |
93.67 |
1.47 |
1.6% |
91.40 |
| Range |
1.70 |
2.64 |
0.94 |
55.3% |
4.82 |
| ATR |
2.55 |
2.56 |
0.01 |
0.2% |
0.00 |
| Volume |
182,679 |
236,221 |
53,542 |
29.3% |
1,282,077 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.21 |
100.08 |
95.12 |
|
| R3 |
98.57 |
97.44 |
94.40 |
|
| R2 |
95.93 |
95.93 |
94.15 |
|
| R1 |
94.80 |
94.80 |
93.91 |
95.37 |
| PP |
93.29 |
93.29 |
93.29 |
93.57 |
| S1 |
92.16 |
92.16 |
93.43 |
92.73 |
| S2 |
90.65 |
90.65 |
93.19 |
|
| S3 |
88.01 |
89.52 |
92.94 |
|
| S4 |
85.37 |
86.88 |
92.22 |
|
|
| 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 |
94.42 |
86.92 |
7.50 |
8.0% |
2.70 |
2.9% |
90% |
True |
False |
252,074 |
| 10 |
94.42 |
86.84 |
7.58 |
8.1% |
2.44 |
2.6% |
90% |
True |
False |
239,969 |
| 20 |
94.42 |
84.19 |
10.23 |
10.9% |
2.35 |
2.5% |
93% |
True |
False |
205,454 |
| 40 |
94.42 |
77.70 |
16.72 |
17.8% |
2.61 |
2.8% |
96% |
True |
False |
134,175 |
| 60 |
96.70 |
77.70 |
19.00 |
20.3% |
2.57 |
2.7% |
84% |
False |
False |
100,372 |
| 80 |
107.12 |
77.70 |
29.42 |
31.4% |
2.40 |
2.6% |
54% |
False |
False |
82,527 |
| 100 |
109.84 |
77.70 |
32.14 |
34.3% |
2.29 |
2.4% |
50% |
False |
False |
70,237 |
| 120 |
110.87 |
77.70 |
33.17 |
35.4% |
2.19 |
2.3% |
48% |
False |
False |
61,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.64 |
|
2.618 |
101.33 |
|
1.618 |
98.69 |
|
1.000 |
97.06 |
|
0.618 |
96.05 |
|
HIGH |
94.42 |
|
0.618 |
93.41 |
|
0.500 |
93.10 |
|
0.382 |
92.79 |
|
LOW |
91.78 |
|
0.618 |
90.15 |
|
1.000 |
89.14 |
|
1.618 |
87.51 |
|
2.618 |
84.87 |
|
4.250 |
80.56 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.48 |
92.72 |
| PP |
93.29 |
91.77 |
| S1 |
93.10 |
90.83 |
|