NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.25 |
94.21 |
0.96 |
1.0% |
91.34 |
| High |
94.90 |
95.75 |
0.85 |
0.9% |
94.72 |
| Low |
92.68 |
93.93 |
1.25 |
1.3% |
90.63 |
| Close |
94.33 |
95.60 |
1.27 |
1.3% |
92.87 |
| Range |
2.22 |
1.82 |
-0.40 |
-18.0% |
4.09 |
| ATR |
2.30 |
2.26 |
-0.03 |
-1.5% |
0.00 |
| Volume |
262,398 |
201,169 |
-61,229 |
-23.3% |
1,073,739 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.55 |
99.90 |
96.60 |
|
| R3 |
98.73 |
98.08 |
96.10 |
|
| R2 |
96.91 |
96.91 |
95.93 |
|
| R1 |
96.26 |
96.26 |
95.77 |
96.59 |
| PP |
95.09 |
95.09 |
95.09 |
95.26 |
| S1 |
94.44 |
94.44 |
95.43 |
94.77 |
| S2 |
93.27 |
93.27 |
95.27 |
|
| S3 |
91.45 |
92.62 |
95.10 |
|
| S4 |
89.63 |
90.80 |
94.60 |
|
|
| 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 |
95.75 |
91.71 |
4.04 |
4.2% |
1.93 |
2.0% |
96% |
True |
False |
218,343 |
| 10 |
95.75 |
87.23 |
8.52 |
8.9% |
2.15 |
2.3% |
98% |
True |
False |
225,561 |
| 20 |
95.75 |
86.84 |
8.91 |
9.3% |
2.21 |
2.3% |
98% |
True |
False |
237,782 |
| 40 |
95.75 |
77.70 |
18.05 |
18.9% |
2.50 |
2.6% |
99% |
True |
False |
165,230 |
| 60 |
95.75 |
77.70 |
18.05 |
18.9% |
2.55 |
2.7% |
99% |
True |
False |
123,092 |
| 80 |
107.12 |
77.70 |
29.42 |
30.8% |
2.41 |
2.5% |
61% |
False |
False |
99,468 |
| 100 |
109.01 |
77.70 |
31.31 |
32.8% |
2.29 |
2.4% |
57% |
False |
False |
84,435 |
| 120 |
110.87 |
77.70 |
33.17 |
34.7% |
2.22 |
2.3% |
54% |
False |
False |
73,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.49 |
|
2.618 |
100.51 |
|
1.618 |
98.69 |
|
1.000 |
97.57 |
|
0.618 |
96.87 |
|
HIGH |
95.75 |
|
0.618 |
95.05 |
|
0.500 |
94.84 |
|
0.382 |
94.63 |
|
LOW |
93.93 |
|
0.618 |
92.81 |
|
1.000 |
92.11 |
|
1.618 |
90.99 |
|
2.618 |
89.17 |
|
4.250 |
86.20 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.35 |
95.12 |
| PP |
95.09 |
94.64 |
| S1 |
94.84 |
94.16 |
|