NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
94.75 |
96.38 |
1.63 |
1.7% |
96.67 |
| High |
96.92 |
97.37 |
0.45 |
0.5% |
97.72 |
| Low |
94.51 |
94.97 |
0.46 |
0.5% |
93.95 |
| Close |
96.47 |
95.30 |
-1.17 |
-1.2% |
96.47 |
| Range |
2.41 |
2.40 |
-0.01 |
-0.4% |
3.77 |
| ATR |
2.05 |
2.08 |
0.02 |
1.2% |
0.00 |
| Volume |
249,063 |
256,147 |
7,084 |
2.8% |
951,471 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.08 |
101.59 |
96.62 |
|
| R3 |
100.68 |
99.19 |
95.96 |
|
| R2 |
98.28 |
98.28 |
95.74 |
|
| R1 |
96.79 |
96.79 |
95.52 |
96.34 |
| PP |
95.88 |
95.88 |
95.88 |
95.65 |
| S1 |
94.39 |
94.39 |
95.08 |
93.94 |
| S2 |
93.48 |
93.48 |
94.86 |
|
| S3 |
91.08 |
91.99 |
94.64 |
|
| S4 |
88.68 |
89.59 |
93.98 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.36 |
105.68 |
98.54 |
|
| R3 |
103.59 |
101.91 |
97.51 |
|
| R2 |
99.82 |
99.82 |
97.16 |
|
| R1 |
98.14 |
98.14 |
96.82 |
97.10 |
| PP |
96.05 |
96.05 |
96.05 |
95.52 |
| S1 |
94.37 |
94.37 |
96.12 |
93.33 |
| S2 |
92.28 |
92.28 |
95.78 |
|
| S3 |
88.51 |
90.60 |
95.43 |
|
| S4 |
84.74 |
86.83 |
94.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.37 |
93.95 |
3.42 |
3.6% |
1.89 |
2.0% |
39% |
True |
False |
197,288 |
| 10 |
98.29 |
93.95 |
4.34 |
4.6% |
2.02 |
2.1% |
31% |
False |
False |
203,129 |
| 20 |
98.29 |
91.97 |
6.32 |
6.6% |
1.91 |
2.0% |
53% |
False |
False |
153,154 |
| 40 |
98.29 |
84.46 |
13.83 |
14.5% |
2.09 |
2.2% |
78% |
False |
False |
100,056 |
| 60 |
98.29 |
78.16 |
20.13 |
21.1% |
2.37 |
2.5% |
85% |
False |
False |
77,162 |
| 80 |
98.29 |
78.16 |
20.13 |
21.1% |
2.32 |
2.4% |
85% |
False |
False |
61,839 |
| 100 |
107.12 |
78.16 |
28.96 |
30.4% |
2.19 |
2.3% |
59% |
False |
False |
51,994 |
| 120 |
109.80 |
78.16 |
31.64 |
33.2% |
2.12 |
2.2% |
54% |
False |
False |
44,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.57 |
|
2.618 |
103.65 |
|
1.618 |
101.25 |
|
1.000 |
99.77 |
|
0.618 |
98.85 |
|
HIGH |
97.37 |
|
0.618 |
96.45 |
|
0.500 |
96.17 |
|
0.382 |
95.89 |
|
LOW |
94.97 |
|
0.618 |
93.49 |
|
1.000 |
92.57 |
|
1.618 |
91.09 |
|
2.618 |
88.69 |
|
4.250 |
84.77 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.17 |
95.66 |
| PP |
95.88 |
95.54 |
| S1 |
95.59 |
95.42 |
|