NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.74 |
93.75 |
0.01 |
0.0% |
91.62 |
| High |
94.47 |
94.11 |
-0.36 |
-0.4% |
94.97 |
| Low |
93.36 |
91.97 |
-1.39 |
-1.5% |
90.89 |
| Close |
93.63 |
93.15 |
-0.48 |
-0.5% |
93.15 |
| Range |
1.11 |
2.14 |
1.03 |
92.8% |
4.08 |
| ATR |
2.37 |
2.35 |
-0.02 |
-0.7% |
0.00 |
| Volume |
88,708 |
101,610 |
12,902 |
14.5% |
459,142 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.50 |
98.46 |
94.33 |
|
| R3 |
97.36 |
96.32 |
93.74 |
|
| R2 |
95.22 |
95.22 |
93.54 |
|
| R1 |
94.18 |
94.18 |
93.35 |
93.63 |
| PP |
93.08 |
93.08 |
93.08 |
92.80 |
| S1 |
92.04 |
92.04 |
92.95 |
91.49 |
| S2 |
90.94 |
90.94 |
92.76 |
|
| S3 |
88.80 |
89.90 |
92.56 |
|
| S4 |
86.66 |
87.76 |
91.97 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.24 |
103.28 |
95.39 |
|
| R3 |
101.16 |
99.20 |
94.27 |
|
| R2 |
97.08 |
97.08 |
93.90 |
|
| R1 |
95.12 |
95.12 |
93.52 |
96.10 |
| PP |
93.00 |
93.00 |
93.00 |
93.50 |
| S1 |
91.04 |
91.04 |
92.78 |
92.02 |
| S2 |
88.92 |
88.92 |
92.40 |
|
| S3 |
84.84 |
86.96 |
92.03 |
|
| S4 |
80.76 |
82.88 |
90.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.97 |
90.89 |
4.08 |
4.4% |
1.89 |
2.0% |
55% |
False |
False |
91,828 |
| 10 |
94.97 |
87.20 |
7.77 |
8.3% |
2.29 |
2.5% |
77% |
False |
False |
78,767 |
| 20 |
94.97 |
87.14 |
7.83 |
8.4% |
2.23 |
2.4% |
77% |
False |
False |
60,516 |
| 40 |
94.97 |
78.16 |
16.81 |
18.0% |
2.50 |
2.7% |
89% |
False |
False |
45,967 |
| 60 |
94.97 |
78.16 |
16.81 |
18.0% |
2.46 |
2.6% |
89% |
False |
False |
36,617 |
| 80 |
107.12 |
78.16 |
28.96 |
31.1% |
2.29 |
2.5% |
52% |
False |
False |
30,730 |
| 100 |
109.50 |
78.16 |
31.34 |
33.6% |
2.18 |
2.3% |
48% |
False |
False |
26,508 |
| 120 |
110.65 |
78.16 |
32.49 |
34.9% |
2.08 |
2.2% |
46% |
False |
False |
23,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.21 |
|
2.618 |
99.71 |
|
1.618 |
97.57 |
|
1.000 |
96.25 |
|
0.618 |
95.43 |
|
HIGH |
94.11 |
|
0.618 |
93.29 |
|
0.500 |
93.04 |
|
0.382 |
92.79 |
|
LOW |
91.97 |
|
0.618 |
90.65 |
|
1.000 |
89.83 |
|
1.618 |
88.51 |
|
2.618 |
86.37 |
|
4.250 |
82.88 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.11 |
93.47 |
| PP |
93.08 |
93.36 |
| S1 |
93.04 |
93.26 |
|