NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.66 |
96.08 |
0.42 |
0.4% |
96.64 |
| High |
96.54 |
96.37 |
-0.17 |
-0.2% |
98.29 |
| Low |
95.14 |
94.76 |
-0.38 |
-0.4% |
95.32 |
| Close |
96.33 |
95.49 |
-0.84 |
-0.9% |
96.15 |
| Range |
1.40 |
1.61 |
0.21 |
15.0% |
2.97 |
| ATR |
2.09 |
2.05 |
-0.03 |
-1.6% |
0.00 |
| Volume |
187,890 |
174,777 |
-13,113 |
-7.0% |
1,010,328 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.37 |
99.54 |
96.38 |
|
| R3 |
98.76 |
97.93 |
95.93 |
|
| R2 |
97.15 |
97.15 |
95.79 |
|
| R1 |
96.32 |
96.32 |
95.64 |
95.93 |
| PP |
95.54 |
95.54 |
95.54 |
95.35 |
| S1 |
94.71 |
94.71 |
95.34 |
94.32 |
| S2 |
93.93 |
93.93 |
95.19 |
|
| S3 |
92.32 |
93.10 |
95.05 |
|
| S4 |
90.71 |
91.49 |
94.60 |
|
|
| 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 |
94.41 |
3.88 |
4.1% |
2.12 |
2.2% |
28% |
False |
False |
198,083 |
| 10 |
98.29 |
94.21 |
4.08 |
4.3% |
1.84 |
1.9% |
31% |
False |
False |
180,928 |
| 20 |
98.29 |
87.20 |
11.09 |
11.6% |
2.03 |
2.1% |
75% |
False |
False |
133,641 |
| 40 |
98.29 |
84.46 |
13.83 |
14.5% |
2.12 |
2.2% |
80% |
False |
False |
87,634 |
| 60 |
98.29 |
78.16 |
20.13 |
21.1% |
2.39 |
2.5% |
86% |
False |
False |
67,893 |
| 80 |
98.97 |
78.16 |
20.81 |
21.8% |
2.31 |
2.4% |
83% |
False |
False |
54,716 |
| 100 |
107.12 |
78.16 |
28.96 |
30.3% |
2.17 |
2.3% |
60% |
False |
False |
46,095 |
| 120 |
109.80 |
78.16 |
31.64 |
33.1% |
2.10 |
2.2% |
55% |
False |
False |
39,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.21 |
|
2.618 |
100.58 |
|
1.618 |
98.97 |
|
1.000 |
97.98 |
|
0.618 |
97.36 |
|
HIGH |
96.37 |
|
0.618 |
95.75 |
|
0.500 |
95.57 |
|
0.382 |
95.38 |
|
LOW |
94.76 |
|
0.618 |
93.77 |
|
1.000 |
93.15 |
|
1.618 |
92.16 |
|
2.618 |
90.55 |
|
4.250 |
87.92 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.57 |
96.07 |
| PP |
95.54 |
95.87 |
| S1 |
95.52 |
95.68 |
|