NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
91.62 |
92.28 |
0.66 |
0.7% |
90.41 |
| High |
92.59 |
94.68 |
2.09 |
2.3% |
91.98 |
| Low |
90.89 |
92.07 |
1.18 |
1.3% |
87.20 |
| Close |
92.46 |
93.94 |
1.48 |
1.6% |
91.64 |
| Range |
1.70 |
2.61 |
0.91 |
53.5% |
4.78 |
| ATR |
2.51 |
2.51 |
0.01 |
0.3% |
0.00 |
| Volume |
84,290 |
70,664 |
-13,626 |
-16.2% |
328,532 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.39 |
100.28 |
95.38 |
|
| R3 |
98.78 |
97.67 |
94.66 |
|
| R2 |
96.17 |
96.17 |
94.42 |
|
| R1 |
95.06 |
95.06 |
94.18 |
95.62 |
| PP |
93.56 |
93.56 |
93.56 |
93.84 |
| S1 |
92.45 |
92.45 |
93.70 |
93.01 |
| S2 |
90.95 |
90.95 |
93.46 |
|
| S3 |
88.34 |
89.84 |
93.22 |
|
| S4 |
85.73 |
87.23 |
92.50 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
102.91 |
94.27 |
|
| R3 |
99.83 |
98.13 |
92.95 |
|
| R2 |
95.05 |
95.05 |
92.52 |
|
| R1 |
93.35 |
93.35 |
92.08 |
94.20 |
| PP |
90.27 |
90.27 |
90.27 |
90.70 |
| S1 |
88.57 |
88.57 |
91.20 |
89.42 |
| S2 |
85.49 |
85.49 |
90.76 |
|
| S3 |
80.71 |
83.79 |
90.33 |
|
| S4 |
75.93 |
79.01 |
89.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.68 |
87.20 |
7.48 |
8.0% |
2.67 |
2.8% |
90% |
True |
False |
73,310 |
| 10 |
94.68 |
87.14 |
7.54 |
8.0% |
2.40 |
2.6% |
90% |
True |
False |
62,696 |
| 20 |
94.68 |
84.87 |
9.81 |
10.4% |
2.29 |
2.4% |
92% |
True |
False |
48,974 |
| 40 |
94.68 |
78.16 |
16.52 |
17.6% |
2.53 |
2.7% |
96% |
True |
False |
40,186 |
| 60 |
96.60 |
78.16 |
18.44 |
19.6% |
2.48 |
2.6% |
86% |
False |
False |
32,313 |
| 80 |
107.12 |
78.16 |
28.96 |
30.8% |
2.28 |
2.4% |
54% |
False |
False |
27,403 |
| 100 |
109.80 |
78.16 |
31.64 |
33.7% |
2.17 |
2.3% |
50% |
False |
False |
23,801 |
| 120 |
110.65 |
78.16 |
32.49 |
34.6% |
2.07 |
2.2% |
49% |
False |
False |
21,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.77 |
|
2.618 |
101.51 |
|
1.618 |
98.90 |
|
1.000 |
97.29 |
|
0.618 |
96.29 |
|
HIGH |
94.68 |
|
0.618 |
93.68 |
|
0.500 |
93.38 |
|
0.382 |
93.07 |
|
LOW |
92.07 |
|
0.618 |
90.46 |
|
1.000 |
89.46 |
|
1.618 |
87.85 |
|
2.618 |
85.24 |
|
4.250 |
80.98 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.75 |
93.00 |
| PP |
93.56 |
92.07 |
| S1 |
93.38 |
91.13 |
|