NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
92.71 |
93.25 |
0.54 |
0.6% |
91.34 |
| High |
93.92 |
94.90 |
0.98 |
1.0% |
94.72 |
| Low |
92.56 |
92.68 |
0.12 |
0.1% |
90.63 |
| Close |
93.43 |
94.33 |
0.90 |
1.0% |
92.87 |
| Range |
1.36 |
2.22 |
0.86 |
63.2% |
4.09 |
| ATR |
2.30 |
2.30 |
-0.01 |
-0.3% |
0.00 |
| Volume |
180,780 |
262,398 |
81,618 |
45.1% |
1,073,739 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.63 |
99.70 |
95.55 |
|
| R3 |
98.41 |
97.48 |
94.94 |
|
| R2 |
96.19 |
96.19 |
94.74 |
|
| R1 |
95.26 |
95.26 |
94.53 |
95.73 |
| PP |
93.97 |
93.97 |
93.97 |
94.20 |
| S1 |
93.04 |
93.04 |
94.13 |
93.51 |
| S2 |
91.75 |
91.75 |
93.92 |
|
| S3 |
89.53 |
90.82 |
93.72 |
|
| S4 |
87.31 |
88.60 |
93.11 |
|
|
| 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 |
94.90 |
91.71 |
3.19 |
3.4% |
1.79 |
1.9% |
82% |
True |
False |
221,148 |
| 10 |
94.90 |
86.92 |
7.98 |
8.5% |
2.24 |
2.4% |
93% |
True |
False |
234,213 |
| 20 |
94.90 |
86.84 |
8.06 |
8.5% |
2.27 |
2.4% |
93% |
True |
False |
241,526 |
| 40 |
94.90 |
77.70 |
17.20 |
18.2% |
2.55 |
2.7% |
97% |
True |
False |
161,085 |
| 60 |
94.90 |
77.70 |
17.20 |
18.2% |
2.55 |
2.7% |
97% |
True |
False |
119,941 |
| 80 |
107.12 |
77.70 |
29.42 |
31.2% |
2.40 |
2.5% |
57% |
False |
False |
97,203 |
| 100 |
109.01 |
77.70 |
31.31 |
33.2% |
2.28 |
2.4% |
53% |
False |
False |
82,601 |
| 120 |
110.87 |
77.70 |
33.17 |
35.2% |
2.22 |
2.4% |
50% |
False |
False |
72,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.34 |
|
2.618 |
100.71 |
|
1.618 |
98.49 |
|
1.000 |
97.12 |
|
0.618 |
96.27 |
|
HIGH |
94.90 |
|
0.618 |
94.05 |
|
0.500 |
93.79 |
|
0.382 |
93.53 |
|
LOW |
92.68 |
|
0.618 |
91.31 |
|
1.000 |
90.46 |
|
1.618 |
89.09 |
|
2.618 |
86.87 |
|
4.250 |
83.25 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.15 |
94.05 |
| PP |
93.97 |
93.76 |
| S1 |
93.79 |
93.48 |
|