NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.30 |
96.06 |
-1.24 |
-1.3% |
96.64 |
| High |
98.29 |
97.17 |
-1.12 |
-1.1% |
98.29 |
| Low |
95.75 |
95.41 |
-0.34 |
-0.4% |
95.32 |
| Close |
96.27 |
96.15 |
-0.12 |
-0.1% |
96.15 |
| Range |
2.54 |
1.76 |
-0.78 |
-30.7% |
2.97 |
| ATR |
2.07 |
2.05 |
-0.02 |
-1.1% |
0.00 |
| Volume |
216,308 |
190,266 |
-26,042 |
-12.0% |
1,010,328 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.52 |
100.60 |
97.12 |
|
| R3 |
99.76 |
98.84 |
96.63 |
|
| R2 |
98.00 |
98.00 |
96.47 |
|
| R1 |
97.08 |
97.08 |
96.31 |
97.54 |
| PP |
96.24 |
96.24 |
96.24 |
96.48 |
| S1 |
95.32 |
95.32 |
95.99 |
95.78 |
| S2 |
94.48 |
94.48 |
95.83 |
|
| S3 |
92.72 |
93.56 |
95.67 |
|
| S4 |
90.96 |
91.80 |
95.18 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.50 |
103.79 |
97.78 |
|
| R3 |
102.53 |
100.82 |
96.97 |
|
| R2 |
99.56 |
99.56 |
96.69 |
|
| R1 |
97.85 |
97.85 |
96.42 |
97.22 |
| PP |
96.59 |
96.59 |
96.59 |
96.27 |
| S1 |
94.88 |
94.88 |
95.88 |
94.25 |
| S2 |
93.62 |
93.62 |
95.61 |
|
| S3 |
90.65 |
91.91 |
95.33 |
|
| S4 |
87.68 |
88.94 |
94.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.29 |
95.32 |
2.97 |
3.1% |
1.78 |
1.8% |
28% |
False |
False |
202,065 |
| 10 |
98.29 |
92.34 |
5.95 |
6.2% |
1.77 |
1.8% |
64% |
False |
False |
148,061 |
| 20 |
98.29 |
87.20 |
11.09 |
11.5% |
2.03 |
2.1% |
81% |
False |
False |
113,414 |
| 40 |
98.29 |
79.23 |
19.06 |
19.8% |
2.31 |
2.4% |
89% |
False |
False |
75,945 |
| 60 |
98.29 |
78.16 |
20.13 |
20.9% |
2.43 |
2.5% |
89% |
False |
False |
59,165 |
| 80 |
106.00 |
78.16 |
27.84 |
29.0% |
2.36 |
2.5% |
65% |
False |
False |
48,094 |
| 100 |
107.12 |
78.16 |
28.96 |
30.1% |
2.17 |
2.3% |
62% |
False |
False |
40,584 |
| 120 |
109.80 |
78.16 |
31.64 |
32.9% |
2.08 |
2.2% |
57% |
False |
False |
35,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.65 |
|
2.618 |
101.78 |
|
1.618 |
100.02 |
|
1.000 |
98.93 |
|
0.618 |
98.26 |
|
HIGH |
97.17 |
|
0.618 |
96.50 |
|
0.500 |
96.29 |
|
0.382 |
96.08 |
|
LOW |
95.41 |
|
0.618 |
94.32 |
|
1.000 |
93.65 |
|
1.618 |
92.56 |
|
2.618 |
90.80 |
|
4.250 |
87.93 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.29 |
96.85 |
| PP |
96.24 |
96.62 |
| S1 |
96.20 |
96.38 |
|