NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.55 |
96.64 |
1.09 |
1.1% |
93.60 |
| High |
96.58 |
96.83 |
0.25 |
0.3% |
96.58 |
| Low |
95.26 |
95.32 |
0.06 |
0.1% |
92.34 |
| Close |
96.32 |
96.26 |
-0.06 |
-0.1% |
96.32 |
| Range |
1.32 |
1.51 |
0.19 |
14.4% |
4.24 |
| ATR |
2.17 |
2.12 |
-0.05 |
-2.2% |
0.00 |
| Volume |
120,842 |
186,651 |
65,809 |
54.5% |
470,289 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.67 |
99.97 |
97.09 |
|
| R3 |
99.16 |
98.46 |
96.68 |
|
| R2 |
97.65 |
97.65 |
96.54 |
|
| R1 |
96.95 |
96.95 |
96.40 |
96.55 |
| PP |
96.14 |
96.14 |
96.14 |
95.93 |
| S1 |
95.44 |
95.44 |
96.12 |
95.04 |
| S2 |
94.63 |
94.63 |
95.98 |
|
| S3 |
93.12 |
93.93 |
95.84 |
|
| S4 |
91.61 |
92.42 |
95.43 |
|
|
| 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 |
96.83 |
92.86 |
3.97 |
4.1% |
1.65 |
1.7% |
86% |
True |
False |
115,282 |
| 10 |
96.83 |
91.97 |
4.86 |
5.0% |
1.80 |
1.9% |
88% |
True |
False |
103,179 |
| 20 |
96.83 |
87.14 |
9.69 |
10.1% |
2.06 |
2.1% |
94% |
True |
False |
81,160 |
| 40 |
96.83 |
78.16 |
18.67 |
19.4% |
2.36 |
2.4% |
97% |
True |
False |
58,094 |
| 60 |
96.83 |
78.16 |
18.67 |
19.4% |
2.45 |
2.5% |
97% |
True |
False |
46,166 |
| 80 |
107.12 |
78.16 |
28.96 |
30.1% |
2.32 |
2.4% |
63% |
False |
False |
38,270 |
| 100 |
107.38 |
78.16 |
29.22 |
30.4% |
2.18 |
2.3% |
62% |
False |
False |
32,651 |
| 120 |
110.65 |
78.16 |
32.49 |
33.8% |
2.09 |
2.2% |
56% |
False |
False |
28,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.25 |
|
2.618 |
100.78 |
|
1.618 |
99.27 |
|
1.000 |
98.34 |
|
0.618 |
97.76 |
|
HIGH |
96.83 |
|
0.618 |
96.25 |
|
0.500 |
96.08 |
|
0.382 |
95.90 |
|
LOW |
95.32 |
|
0.618 |
94.39 |
|
1.000 |
93.81 |
|
1.618 |
92.88 |
|
2.618 |
91.37 |
|
4.250 |
88.90 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.20 |
96.01 |
| PP |
96.14 |
95.77 |
| S1 |
96.08 |
95.52 |
|