NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.96 |
93.69 |
-0.27 |
-0.3% |
91.98 |
| High |
94.25 |
94.70 |
0.45 |
0.5% |
95.26 |
| Low |
92.27 |
92.65 |
0.38 |
0.4% |
91.23 |
| Close |
93.43 |
93.34 |
-0.09 |
-0.1% |
93.43 |
| Range |
1.98 |
2.05 |
0.07 |
3.5% |
4.03 |
| ATR |
2.28 |
2.27 |
-0.02 |
-0.7% |
0.00 |
| Volume |
38,696 |
38,637 |
-59 |
-0.2% |
240,979 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.71 |
98.58 |
94.47 |
|
| R3 |
97.66 |
96.53 |
93.90 |
|
| R2 |
95.61 |
95.61 |
93.72 |
|
| R1 |
94.48 |
94.48 |
93.53 |
94.02 |
| PP |
93.56 |
93.56 |
93.56 |
93.34 |
| S1 |
92.43 |
92.43 |
93.15 |
91.97 |
| S2 |
91.51 |
91.51 |
92.96 |
|
| S3 |
89.46 |
90.38 |
92.78 |
|
| S4 |
87.41 |
88.33 |
92.21 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.40 |
103.44 |
95.65 |
|
| R3 |
101.37 |
99.41 |
94.54 |
|
| R2 |
97.34 |
97.34 |
94.17 |
|
| R1 |
95.38 |
95.38 |
93.80 |
96.36 |
| PP |
93.31 |
93.31 |
93.31 |
93.80 |
| S1 |
91.35 |
91.35 |
93.06 |
92.33 |
| S2 |
89.28 |
89.28 |
92.69 |
|
| S3 |
85.25 |
87.32 |
92.32 |
|
| S4 |
81.22 |
83.29 |
91.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.26 |
92.27 |
2.99 |
3.2% |
1.87 |
2.0% |
36% |
False |
False |
45,141 |
| 10 |
95.26 |
87.58 |
7.68 |
8.2% |
2.28 |
2.4% |
75% |
False |
False |
45,437 |
| 20 |
95.26 |
87.50 |
7.76 |
8.3% |
2.17 |
2.3% |
75% |
False |
False |
35,803 |
| 40 |
95.26 |
78.83 |
16.43 |
17.6% |
2.45 |
2.6% |
88% |
False |
False |
28,740 |
| 60 |
95.26 |
78.83 |
16.43 |
17.6% |
2.38 |
2.5% |
88% |
False |
False |
23,296 |
| 80 |
107.15 |
78.83 |
28.32 |
30.3% |
2.18 |
2.3% |
51% |
False |
False |
19,792 |
| 100 |
109.21 |
78.83 |
30.38 |
32.5% |
2.07 |
2.2% |
48% |
False |
False |
17,305 |
| 120 |
110.08 |
78.83 |
31.25 |
33.5% |
1.94 |
2.1% |
46% |
False |
False |
15,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.41 |
|
2.618 |
100.07 |
|
1.618 |
98.02 |
|
1.000 |
96.75 |
|
0.618 |
95.97 |
|
HIGH |
94.70 |
|
0.618 |
93.92 |
|
0.500 |
93.68 |
|
0.382 |
93.43 |
|
LOW |
92.65 |
|
0.618 |
91.38 |
|
1.000 |
90.60 |
|
1.618 |
89.33 |
|
2.618 |
87.28 |
|
4.250 |
83.94 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.68 |
93.52 |
| PP |
93.56 |
93.46 |
| S1 |
93.45 |
93.40 |
|