NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.56 |
94.56 |
1.00 |
1.1% |
91.62 |
| High |
95.21 |
96.04 |
0.83 |
0.9% |
94.97 |
| Low |
93.00 |
94.21 |
1.21 |
1.3% |
90.89 |
| Close |
94.62 |
95.89 |
1.27 |
1.3% |
93.15 |
| Range |
2.21 |
1.83 |
-0.38 |
-17.2% |
4.08 |
| ATR |
2.26 |
2.23 |
-0.03 |
-1.4% |
0.00 |
| Volume |
80,084 |
94,267 |
14,183 |
17.7% |
459,142 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.87 |
100.21 |
96.90 |
|
| R3 |
99.04 |
98.38 |
96.39 |
|
| R2 |
97.21 |
97.21 |
96.23 |
|
| R1 |
96.55 |
96.55 |
96.06 |
96.88 |
| PP |
95.38 |
95.38 |
95.38 |
95.55 |
| S1 |
94.72 |
94.72 |
95.72 |
95.05 |
| S2 |
93.55 |
93.55 |
95.55 |
|
| S3 |
91.72 |
92.89 |
95.39 |
|
| S4 |
89.89 |
91.06 |
94.88 |
|
|
| 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 |
96.04 |
91.97 |
4.07 |
4.2% |
1.92 |
2.0% |
96% |
True |
False |
90,211 |
| 10 |
96.04 |
87.58 |
8.46 |
8.8% |
2.13 |
2.2% |
98% |
True |
False |
88,076 |
| 20 |
96.04 |
87.14 |
8.90 |
9.3% |
2.18 |
2.3% |
98% |
True |
False |
70,595 |
| 40 |
96.04 |
78.16 |
17.88 |
18.6% |
2.44 |
2.5% |
99% |
True |
False |
52,524 |
| 60 |
96.04 |
78.16 |
17.88 |
18.6% |
2.46 |
2.6% |
99% |
True |
False |
41,532 |
| 80 |
107.12 |
78.16 |
28.96 |
30.2% |
2.32 |
2.4% |
61% |
False |
False |
34,665 |
| 100 |
109.15 |
78.16 |
30.99 |
32.3% |
2.19 |
2.3% |
57% |
False |
False |
29,649 |
| 120 |
110.65 |
78.16 |
32.49 |
33.9% |
2.09 |
2.2% |
55% |
False |
False |
26,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.82 |
|
2.618 |
100.83 |
|
1.618 |
99.00 |
|
1.000 |
97.87 |
|
0.618 |
97.17 |
|
HIGH |
96.04 |
|
0.618 |
95.34 |
|
0.500 |
95.13 |
|
0.382 |
94.91 |
|
LOW |
94.21 |
|
0.618 |
93.08 |
|
1.000 |
92.38 |
|
1.618 |
91.25 |
|
2.618 |
89.42 |
|
4.250 |
86.43 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.64 |
95.41 |
| PP |
95.38 |
94.93 |
| S1 |
95.13 |
94.45 |
|