NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.64 |
96.20 |
-0.44 |
-0.5% |
93.60 |
| High |
96.83 |
97.85 |
1.02 |
1.1% |
96.58 |
| Low |
95.32 |
96.06 |
0.74 |
0.8% |
92.34 |
| Close |
96.26 |
96.84 |
0.58 |
0.6% |
96.32 |
| Range |
1.51 |
1.79 |
0.28 |
18.5% |
4.24 |
| ATR |
2.12 |
2.09 |
-0.02 |
-1.1% |
0.00 |
| Volume |
186,651 |
209,807 |
23,156 |
12.4% |
470,289 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.29 |
101.35 |
97.82 |
|
| R3 |
100.50 |
99.56 |
97.33 |
|
| R2 |
98.71 |
98.71 |
97.17 |
|
| R1 |
97.77 |
97.77 |
97.00 |
98.24 |
| PP |
96.92 |
96.92 |
96.92 |
97.15 |
| S1 |
95.98 |
95.98 |
96.68 |
96.45 |
| S2 |
95.13 |
95.13 |
96.51 |
|
| S3 |
93.34 |
94.19 |
96.35 |
|
| S4 |
91.55 |
92.40 |
95.86 |
|
|
| 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 |
97.85 |
93.00 |
4.85 |
5.0% |
1.73 |
1.8% |
79% |
True |
False |
138,330 |
| 10 |
97.85 |
91.97 |
5.88 |
6.1% |
1.72 |
1.8% |
83% |
True |
False |
117,093 |
| 20 |
97.85 |
87.14 |
10.71 |
11.1% |
2.06 |
2.1% |
91% |
True |
False |
89,895 |
| 40 |
97.85 |
78.16 |
19.69 |
20.3% |
2.34 |
2.4% |
95% |
True |
False |
62,672 |
| 60 |
97.85 |
78.16 |
19.69 |
20.3% |
2.46 |
2.5% |
95% |
True |
False |
49,509 |
| 80 |
107.12 |
78.16 |
28.96 |
29.9% |
2.33 |
2.4% |
65% |
False |
False |
40,793 |
| 100 |
107.38 |
78.16 |
29.22 |
30.2% |
2.17 |
2.2% |
64% |
False |
False |
34,701 |
| 120 |
109.80 |
78.16 |
31.64 |
32.7% |
2.08 |
2.1% |
59% |
False |
False |
30,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.46 |
|
2.618 |
102.54 |
|
1.618 |
100.75 |
|
1.000 |
99.64 |
|
0.618 |
98.96 |
|
HIGH |
97.85 |
|
0.618 |
97.17 |
|
0.500 |
96.96 |
|
0.382 |
96.74 |
|
LOW |
96.06 |
|
0.618 |
94.95 |
|
1.000 |
94.27 |
|
1.618 |
93.16 |
|
2.618 |
91.37 |
|
4.250 |
88.45 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.96 |
96.75 |
| PP |
96.92 |
96.65 |
| S1 |
96.88 |
96.56 |
|