NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.23 |
96.36 |
1.13 |
1.2% |
93.25 |
| High |
96.28 |
96.53 |
0.25 |
0.3% |
96.28 |
| Low |
94.98 |
95.02 |
0.04 |
0.0% |
92.05 |
| Close |
96.01 |
95.97 |
-0.04 |
0.0% |
96.01 |
| Range |
1.30 |
1.51 |
0.21 |
16.2% |
4.23 |
| ATR |
2.19 |
2.14 |
-0.05 |
-2.2% |
0.00 |
| Volume |
153,625 |
76,991 |
-76,634 |
-49.9% |
1,049,108 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.37 |
99.68 |
96.80 |
|
| R3 |
98.86 |
98.17 |
96.39 |
|
| R2 |
97.35 |
97.35 |
96.25 |
|
| R1 |
96.66 |
96.66 |
96.11 |
96.25 |
| PP |
95.84 |
95.84 |
95.84 |
95.64 |
| S1 |
95.15 |
95.15 |
95.83 |
94.74 |
| S2 |
94.33 |
94.33 |
95.69 |
|
| S3 |
92.82 |
93.64 |
95.55 |
|
| S4 |
91.31 |
92.13 |
95.14 |
|
|
| 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 |
96.53 |
92.56 |
3.97 |
4.1% |
1.64 |
1.7% |
86% |
True |
False |
174,992 |
| 10 |
96.53 |
91.71 |
4.82 |
5.0% |
1.81 |
1.9% |
88% |
True |
False |
201,715 |
| 20 |
96.53 |
86.84 |
9.69 |
10.1% |
2.08 |
2.2% |
94% |
True |
False |
223,796 |
| 40 |
96.53 |
77.70 |
18.83 |
19.6% |
2.42 |
2.5% |
97% |
True |
False |
167,112 |
| 60 |
96.53 |
77.70 |
18.83 |
19.6% |
2.52 |
2.6% |
97% |
True |
False |
126,102 |
| 80 |
107.12 |
77.70 |
29.42 |
30.7% |
2.42 |
2.5% |
62% |
False |
False |
101,827 |
| 100 |
107.16 |
77.70 |
29.46 |
30.7% |
2.29 |
2.4% |
62% |
False |
False |
86,583 |
| 120 |
110.87 |
77.70 |
33.17 |
34.6% |
2.21 |
2.3% |
55% |
False |
False |
75,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.95 |
|
2.618 |
100.48 |
|
1.618 |
98.97 |
|
1.000 |
98.04 |
|
0.618 |
97.46 |
|
HIGH |
96.53 |
|
0.618 |
95.95 |
|
0.500 |
95.78 |
|
0.382 |
95.60 |
|
LOW |
95.02 |
|
0.618 |
94.09 |
|
1.000 |
93.51 |
|
1.618 |
92.58 |
|
2.618 |
91.07 |
|
4.250 |
88.60 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.91 |
95.72 |
| PP |
95.84 |
95.48 |
| S1 |
95.78 |
95.23 |
|