NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
92.50 |
93.93 |
1.43 |
1.5% |
90.53 |
| High |
94.95 |
95.26 |
0.31 |
0.3% |
92.23 |
| Low |
92.43 |
93.50 |
1.07 |
1.2% |
87.58 |
| Close |
94.25 |
93.97 |
-0.28 |
-0.3% |
91.93 |
| Range |
2.52 |
1.76 |
-0.76 |
-30.2% |
4.65 |
| ATR |
2.45 |
2.40 |
-0.05 |
-2.0% |
0.00 |
| Volume |
35,703 |
68,761 |
33,058 |
92.6% |
203,332 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.52 |
98.51 |
94.94 |
|
| R3 |
97.76 |
96.75 |
94.45 |
|
| R2 |
96.00 |
96.00 |
94.29 |
|
| R1 |
94.99 |
94.99 |
94.13 |
95.50 |
| PP |
94.24 |
94.24 |
94.24 |
94.50 |
| S1 |
93.23 |
93.23 |
93.81 |
93.74 |
| S2 |
92.48 |
92.48 |
93.65 |
|
| S3 |
90.72 |
91.47 |
93.49 |
|
| S4 |
88.96 |
89.71 |
93.00 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.53 |
102.88 |
94.49 |
|
| R3 |
99.88 |
98.23 |
93.21 |
|
| R2 |
95.23 |
95.23 |
92.78 |
|
| R1 |
93.58 |
93.58 |
92.36 |
94.41 |
| PP |
90.58 |
90.58 |
90.58 |
90.99 |
| S1 |
88.93 |
88.93 |
91.50 |
89.76 |
| S2 |
85.93 |
85.93 |
91.08 |
|
| S3 |
81.28 |
84.28 |
90.65 |
|
| S4 |
76.63 |
79.63 |
89.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.26 |
87.58 |
7.68 |
8.2% |
2.57 |
2.7% |
83% |
True |
False |
49,245 |
| 10 |
95.26 |
87.58 |
7.68 |
8.2% |
2.29 |
2.4% |
83% |
True |
False |
41,012 |
| 20 |
95.26 |
85.43 |
9.83 |
10.5% |
2.21 |
2.3% |
87% |
True |
False |
32,897 |
| 40 |
95.26 |
78.83 |
16.43 |
17.5% |
2.44 |
2.6% |
92% |
True |
False |
27,171 |
| 60 |
96.74 |
78.83 |
17.91 |
19.1% |
2.39 |
2.5% |
85% |
False |
False |
21,719 |
| 80 |
107.15 |
78.83 |
28.32 |
30.1% |
2.17 |
2.3% |
53% |
False |
False |
18,690 |
| 100 |
109.80 |
78.83 |
30.97 |
33.0% |
2.05 |
2.2% |
49% |
False |
False |
16,278 |
| 120 |
110.08 |
78.83 |
31.25 |
33.3% |
1.91 |
2.0% |
48% |
False |
False |
14,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.74 |
|
2.618 |
99.87 |
|
1.618 |
98.11 |
|
1.000 |
97.02 |
|
0.618 |
96.35 |
|
HIGH |
95.26 |
|
0.618 |
94.59 |
|
0.500 |
94.38 |
|
0.382 |
94.17 |
|
LOW |
93.50 |
|
0.618 |
92.41 |
|
1.000 |
91.74 |
|
1.618 |
90.65 |
|
2.618 |
88.89 |
|
4.250 |
86.02 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.38 |
93.73 |
| PP |
94.24 |
93.49 |
| S1 |
94.11 |
93.25 |
|