NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.56 |
95.55 |
0.99 |
1.0% |
93.60 |
| High |
96.04 |
96.58 |
0.54 |
0.6% |
96.58 |
| Low |
94.21 |
95.26 |
1.05 |
1.1% |
92.34 |
| Close |
95.89 |
96.32 |
0.43 |
0.4% |
96.32 |
| Range |
1.83 |
1.32 |
-0.51 |
-27.9% |
4.24 |
| ATR |
2.23 |
2.17 |
-0.07 |
-2.9% |
0.00 |
| Volume |
94,267 |
120,842 |
26,575 |
28.2% |
470,289 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.01 |
99.49 |
97.05 |
|
| R3 |
98.69 |
98.17 |
96.68 |
|
| R2 |
97.37 |
97.37 |
96.56 |
|
| R1 |
96.85 |
96.85 |
96.44 |
97.11 |
| PP |
96.05 |
96.05 |
96.05 |
96.19 |
| S1 |
95.53 |
95.53 |
96.20 |
95.79 |
| S2 |
94.73 |
94.73 |
96.08 |
|
| S3 |
93.41 |
94.21 |
95.96 |
|
| S4 |
92.09 |
92.89 |
95.59 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.80 |
106.30 |
98.65 |
|
| R3 |
103.56 |
102.06 |
97.49 |
|
| R2 |
99.32 |
99.32 |
97.10 |
|
| R1 |
97.82 |
97.82 |
96.71 |
98.57 |
| PP |
95.08 |
95.08 |
95.08 |
95.46 |
| S1 |
93.58 |
93.58 |
95.93 |
94.33 |
| S2 |
90.84 |
90.84 |
95.54 |
|
| S3 |
86.60 |
89.34 |
95.15 |
|
| S4 |
82.36 |
85.10 |
93.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.58 |
92.34 |
4.24 |
4.4% |
1.76 |
1.8% |
94% |
True |
False |
94,057 |
| 10 |
96.58 |
90.89 |
5.69 |
5.9% |
1.82 |
1.9% |
95% |
True |
False |
92,943 |
| 20 |
96.58 |
87.14 |
9.44 |
9.8% |
2.17 |
2.2% |
97% |
True |
False |
73,952 |
| 40 |
96.58 |
78.16 |
18.42 |
19.1% |
2.39 |
2.5% |
99% |
True |
False |
54,448 |
| 60 |
96.58 |
78.16 |
18.42 |
19.1% |
2.45 |
2.5% |
99% |
True |
False |
43,306 |
| 80 |
107.12 |
78.16 |
28.96 |
30.1% |
2.32 |
2.4% |
63% |
False |
False |
36,065 |
| 100 |
108.60 |
78.16 |
30.44 |
31.6% |
2.19 |
2.3% |
60% |
False |
False |
30,825 |
| 120 |
110.65 |
78.16 |
32.49 |
33.7% |
2.09 |
2.2% |
56% |
False |
False |
27,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.19 |
|
2.618 |
100.04 |
|
1.618 |
98.72 |
|
1.000 |
97.90 |
|
0.618 |
97.40 |
|
HIGH |
96.58 |
|
0.618 |
96.08 |
|
0.500 |
95.92 |
|
0.382 |
95.76 |
|
LOW |
95.26 |
|
0.618 |
94.44 |
|
1.000 |
93.94 |
|
1.618 |
93.12 |
|
2.618 |
91.80 |
|
4.250 |
89.65 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.19 |
95.81 |
| PP |
96.05 |
95.30 |
| S1 |
95.92 |
94.79 |
|