NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
92.28 |
93.70 |
1.42 |
1.5% |
90.41 |
| High |
94.68 |
94.97 |
0.29 |
0.3% |
91.98 |
| Low |
92.07 |
93.10 |
1.03 |
1.1% |
87.20 |
| Close |
93.94 |
93.63 |
-0.31 |
-0.3% |
91.64 |
| Range |
2.61 |
1.87 |
-0.74 |
-28.4% |
4.78 |
| ATR |
2.51 |
2.47 |
-0.05 |
-1.8% |
0.00 |
| Volume |
70,664 |
113,870 |
43,206 |
61.1% |
328,532 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.51 |
98.44 |
94.66 |
|
| R3 |
97.64 |
96.57 |
94.14 |
|
| R2 |
95.77 |
95.77 |
93.97 |
|
| R1 |
94.70 |
94.70 |
93.80 |
94.30 |
| PP |
93.90 |
93.90 |
93.90 |
93.70 |
| S1 |
92.83 |
92.83 |
93.46 |
92.43 |
| S2 |
92.03 |
92.03 |
93.29 |
|
| S3 |
90.16 |
90.96 |
93.12 |
|
| S4 |
88.29 |
89.09 |
92.60 |
|
|
| 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 |
94.97 |
87.20 |
7.77 |
8.3% |
2.66 |
2.8% |
83% |
True |
False |
83,610 |
| 10 |
94.97 |
87.20 |
7.77 |
8.3% |
2.34 |
2.5% |
83% |
True |
False |
68,665 |
| 20 |
94.97 |
84.99 |
9.98 |
10.7% |
2.27 |
2.4% |
87% |
True |
False |
53,277 |
| 40 |
94.97 |
78.16 |
16.81 |
18.0% |
2.52 |
2.7% |
92% |
True |
False |
42,411 |
| 60 |
96.58 |
78.16 |
18.42 |
19.7% |
2.48 |
2.7% |
84% |
False |
False |
33,911 |
| 80 |
107.12 |
78.16 |
28.96 |
30.9% |
2.29 |
2.4% |
53% |
False |
False |
28,727 |
| 100 |
109.80 |
78.16 |
31.64 |
33.8% |
2.17 |
2.3% |
49% |
False |
False |
24,778 |
| 120 |
110.65 |
78.16 |
32.49 |
34.7% |
2.07 |
2.2% |
48% |
False |
False |
22,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.92 |
|
2.618 |
99.87 |
|
1.618 |
98.00 |
|
1.000 |
96.84 |
|
0.618 |
96.13 |
|
HIGH |
94.97 |
|
0.618 |
94.26 |
|
0.500 |
94.04 |
|
0.382 |
93.81 |
|
LOW |
93.10 |
|
0.618 |
91.94 |
|
1.000 |
91.23 |
|
1.618 |
90.07 |
|
2.618 |
88.20 |
|
4.250 |
85.15 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.04 |
93.40 |
| PP |
93.90 |
93.16 |
| S1 |
93.77 |
92.93 |
|