NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.43 |
93.46 |
0.03 |
0.0% |
91.34 |
| High |
94.21 |
93.87 |
-0.34 |
-0.4% |
94.72 |
| Low |
93.07 |
91.71 |
-1.36 |
-1.5% |
90.63 |
| Close |
93.36 |
92.87 |
-0.49 |
-0.5% |
92.87 |
| Range |
1.14 |
2.16 |
1.02 |
89.5% |
4.09 |
| ATR |
2.41 |
2.40 |
-0.02 |
-0.8% |
0.00 |
| Volume |
215,196 |
196,234 |
-18,962 |
-8.8% |
1,073,739 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.30 |
98.24 |
94.06 |
|
| R3 |
97.14 |
96.08 |
93.46 |
|
| R2 |
94.98 |
94.98 |
93.27 |
|
| R1 |
93.92 |
93.92 |
93.07 |
93.37 |
| PP |
92.82 |
92.82 |
92.82 |
92.54 |
| S1 |
91.76 |
91.76 |
92.67 |
91.21 |
| S2 |
90.66 |
90.66 |
92.47 |
|
| S3 |
88.50 |
89.60 |
92.28 |
|
| S4 |
86.34 |
87.44 |
91.68 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.01 |
103.03 |
95.12 |
|
| R3 |
100.92 |
98.94 |
93.99 |
|
| R2 |
96.83 |
96.83 |
93.62 |
|
| R1 |
94.85 |
94.85 |
93.24 |
95.84 |
| PP |
92.74 |
92.74 |
92.74 |
93.24 |
| S1 |
90.76 |
90.76 |
92.50 |
91.75 |
| S2 |
88.65 |
88.65 |
92.12 |
|
| S3 |
84.56 |
86.67 |
91.75 |
|
| S4 |
80.47 |
82.58 |
90.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.72 |
90.63 |
4.09 |
4.4% |
1.91 |
2.1% |
55% |
False |
False |
214,747 |
| 10 |
94.72 |
86.92 |
7.80 |
8.4% |
2.33 |
2.5% |
76% |
False |
False |
235,581 |
| 20 |
94.72 |
86.81 |
7.91 |
8.5% |
2.26 |
2.4% |
77% |
False |
False |
226,248 |
| 40 |
94.72 |
77.70 |
17.02 |
18.3% |
2.58 |
2.8% |
89% |
False |
False |
146,715 |
| 60 |
94.78 |
77.70 |
17.08 |
18.4% |
2.55 |
2.7% |
89% |
False |
False |
109,910 |
| 80 |
107.12 |
77.70 |
29.42 |
31.7% |
2.39 |
2.6% |
52% |
False |
False |
89,457 |
| 100 |
109.41 |
77.70 |
31.71 |
34.1% |
2.28 |
2.5% |
48% |
False |
False |
76,159 |
| 120 |
110.87 |
77.70 |
33.17 |
35.7% |
2.21 |
2.4% |
46% |
False |
False |
66,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.05 |
|
2.618 |
99.52 |
|
1.618 |
97.36 |
|
1.000 |
96.03 |
|
0.618 |
95.20 |
|
HIGH |
93.87 |
|
0.618 |
93.04 |
|
0.500 |
92.79 |
|
0.382 |
92.54 |
|
LOW |
91.71 |
|
0.618 |
90.38 |
|
1.000 |
89.55 |
|
1.618 |
88.22 |
|
2.618 |
86.06 |
|
4.250 |
82.53 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.84 |
93.22 |
| PP |
92.82 |
93.10 |
| S1 |
92.79 |
92.99 |
|