NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.94 |
97.30 |
0.36 |
0.4% |
93.60 |
| High |
97.54 |
98.29 |
0.75 |
0.8% |
96.58 |
| Low |
96.26 |
95.75 |
-0.51 |
-0.5% |
92.34 |
| Close |
97.26 |
96.27 |
-0.99 |
-1.0% |
96.32 |
| Range |
1.28 |
2.54 |
1.26 |
98.4% |
4.24 |
| ATR |
2.04 |
2.07 |
0.04 |
1.8% |
0.00 |
| Volume |
207,296 |
216,308 |
9,012 |
4.3% |
470,289 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.39 |
102.87 |
97.67 |
|
| R3 |
101.85 |
100.33 |
96.97 |
|
| R2 |
99.31 |
99.31 |
96.74 |
|
| R1 |
97.79 |
97.79 |
96.50 |
97.28 |
| PP |
96.77 |
96.77 |
96.77 |
96.52 |
| S1 |
95.25 |
95.25 |
96.04 |
94.74 |
| S2 |
94.23 |
94.23 |
95.80 |
|
| S3 |
91.69 |
92.71 |
95.57 |
|
| S4 |
89.15 |
90.17 |
94.87 |
|
|
| 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 |
98.29 |
95.26 |
3.03 |
3.1% |
1.69 |
1.8% |
33% |
True |
False |
188,180 |
| 10 |
98.29 |
91.97 |
6.32 |
6.6% |
1.81 |
1.9% |
68% |
True |
False |
139,196 |
| 20 |
98.29 |
87.20 |
11.09 |
11.5% |
2.01 |
2.1% |
82% |
True |
False |
105,677 |
| 40 |
98.29 |
78.16 |
20.13 |
20.9% |
2.35 |
2.4% |
90% |
True |
False |
71,875 |
| 60 |
98.29 |
78.16 |
20.13 |
20.9% |
2.44 |
2.5% |
90% |
True |
False |
56,206 |
| 80 |
106.72 |
78.16 |
28.56 |
29.7% |
2.35 |
2.4% |
63% |
False |
False |
45,929 |
| 100 |
107.15 |
78.16 |
28.99 |
30.1% |
2.17 |
2.3% |
62% |
False |
False |
38,774 |
| 120 |
109.80 |
78.16 |
31.64 |
32.9% |
2.08 |
2.2% |
57% |
False |
False |
33,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.09 |
|
2.618 |
104.94 |
|
1.618 |
102.40 |
|
1.000 |
100.83 |
|
0.618 |
99.86 |
|
HIGH |
98.29 |
|
0.618 |
97.32 |
|
0.500 |
97.02 |
|
0.382 |
96.72 |
|
LOW |
95.75 |
|
0.618 |
94.18 |
|
1.000 |
93.21 |
|
1.618 |
91.64 |
|
2.618 |
89.10 |
|
4.250 |
84.96 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.02 |
97.02 |
| PP |
96.77 |
96.77 |
| S1 |
96.52 |
96.52 |
|