NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.25 |
92.71 |
-0.54 |
-0.6% |
91.34 |
| High |
94.14 |
93.92 |
-0.22 |
-0.2% |
94.72 |
| Low |
92.05 |
92.56 |
0.51 |
0.6% |
90.63 |
| Close |
92.73 |
93.43 |
0.70 |
0.8% |
92.87 |
| Range |
2.09 |
1.36 |
-0.73 |
-34.9% |
4.09 |
| ATR |
2.37 |
2.30 |
-0.07 |
-3.1% |
0.00 |
| Volume |
251,136 |
180,780 |
-70,356 |
-28.0% |
1,073,739 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.38 |
96.77 |
94.18 |
|
| R3 |
96.02 |
95.41 |
93.80 |
|
| R2 |
94.66 |
94.66 |
93.68 |
|
| R1 |
94.05 |
94.05 |
93.55 |
94.36 |
| PP |
93.30 |
93.30 |
93.30 |
93.46 |
| S1 |
92.69 |
92.69 |
93.31 |
93.00 |
| S2 |
91.94 |
91.94 |
93.18 |
|
| S3 |
90.58 |
91.33 |
93.06 |
|
| S4 |
89.22 |
89.97 |
92.68 |
|
|
| 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 |
91.71 |
3.01 |
3.2% |
1.73 |
1.9% |
57% |
False |
False |
217,351 |
| 10 |
94.72 |
86.92 |
7.80 |
8.3% |
2.22 |
2.4% |
83% |
False |
False |
234,712 |
| 20 |
94.72 |
86.84 |
7.88 |
8.4% |
2.23 |
2.4% |
84% |
False |
False |
235,528 |
| 40 |
94.72 |
77.70 |
17.02 |
18.2% |
2.55 |
2.7% |
92% |
False |
False |
155,450 |
| 60 |
94.72 |
77.70 |
17.02 |
18.2% |
2.55 |
2.7% |
92% |
False |
False |
116,063 |
| 80 |
107.12 |
77.70 |
29.42 |
31.5% |
2.40 |
2.6% |
53% |
False |
False |
94,186 |
| 100 |
109.41 |
77.70 |
31.71 |
33.9% |
2.29 |
2.4% |
50% |
False |
False |
80,144 |
| 120 |
110.87 |
77.70 |
33.17 |
35.5% |
2.21 |
2.4% |
47% |
False |
False |
70,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.70 |
|
2.618 |
97.48 |
|
1.618 |
96.12 |
|
1.000 |
95.28 |
|
0.618 |
94.76 |
|
HIGH |
93.92 |
|
0.618 |
93.40 |
|
0.500 |
93.24 |
|
0.382 |
93.08 |
|
LOW |
92.56 |
|
0.618 |
91.72 |
|
1.000 |
91.20 |
|
1.618 |
90.36 |
|
2.618 |
89.00 |
|
4.250 |
86.78 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.37 |
93.26 |
| PP |
93.30 |
93.09 |
| S1 |
93.24 |
92.93 |
|