NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.21 |
95.23 |
1.02 |
1.1% |
93.25 |
| High |
95.75 |
96.28 |
0.53 |
0.6% |
96.28 |
| Low |
93.93 |
94.98 |
1.05 |
1.1% |
92.05 |
| Close |
95.60 |
96.01 |
0.41 |
0.4% |
96.01 |
| Range |
1.82 |
1.30 |
-0.52 |
-28.6% |
4.23 |
| ATR |
2.26 |
2.19 |
-0.07 |
-3.0% |
0.00 |
| Volume |
201,169 |
153,625 |
-47,544 |
-23.6% |
1,049,108 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.66 |
99.13 |
96.73 |
|
| R3 |
98.36 |
97.83 |
96.37 |
|
| R2 |
97.06 |
97.06 |
96.25 |
|
| R1 |
96.53 |
96.53 |
96.13 |
96.80 |
| PP |
95.76 |
95.76 |
95.76 |
95.89 |
| S1 |
95.23 |
95.23 |
95.89 |
95.50 |
| S2 |
94.46 |
94.46 |
95.77 |
|
| S3 |
93.16 |
93.93 |
95.65 |
|
| S4 |
91.86 |
92.63 |
95.30 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.47 |
105.97 |
98.34 |
|
| R3 |
103.24 |
101.74 |
97.17 |
|
| R2 |
99.01 |
99.01 |
96.79 |
|
| R1 |
97.51 |
97.51 |
96.40 |
98.26 |
| PP |
94.78 |
94.78 |
94.78 |
95.16 |
| S1 |
93.28 |
93.28 |
95.62 |
94.03 |
| S2 |
90.55 |
90.55 |
95.23 |
|
| S3 |
86.32 |
89.05 |
94.85 |
|
| S4 |
82.09 |
84.82 |
93.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.28 |
92.05 |
4.23 |
4.4% |
1.76 |
1.8% |
94% |
True |
False |
209,821 |
| 10 |
96.28 |
90.63 |
5.65 |
5.9% |
1.83 |
1.9% |
95% |
True |
False |
212,284 |
| 20 |
96.28 |
86.84 |
9.44 |
9.8% |
2.19 |
2.3% |
97% |
True |
False |
233,606 |
| 40 |
96.28 |
77.70 |
18.58 |
19.4% |
2.45 |
2.6% |
99% |
True |
False |
167,166 |
| 60 |
96.28 |
77.70 |
18.58 |
19.4% |
2.53 |
2.6% |
99% |
True |
False |
125,244 |
| 80 |
107.12 |
77.70 |
29.42 |
30.6% |
2.41 |
2.5% |
62% |
False |
False |
101,168 |
| 100 |
108.19 |
77.70 |
30.49 |
31.8% |
2.30 |
2.4% |
60% |
False |
False |
85,919 |
| 120 |
110.87 |
77.70 |
33.17 |
34.5% |
2.21 |
2.3% |
55% |
False |
False |
74,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.81 |
|
2.618 |
99.68 |
|
1.618 |
98.38 |
|
1.000 |
97.58 |
|
0.618 |
97.08 |
|
HIGH |
96.28 |
|
0.618 |
95.78 |
|
0.500 |
95.63 |
|
0.382 |
95.48 |
|
LOW |
94.98 |
|
0.618 |
94.18 |
|
1.000 |
93.68 |
|
1.618 |
92.88 |
|
2.618 |
91.58 |
|
4.250 |
89.46 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.88 |
95.50 |
| PP |
95.76 |
94.99 |
| S1 |
95.63 |
94.48 |
|