NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.69 |
93.28 |
-0.41 |
-0.4% |
91.98 |
| High |
94.70 |
94.51 |
-0.19 |
-0.2% |
95.26 |
| Low |
92.65 |
93.25 |
0.60 |
0.6% |
91.23 |
| Close |
93.34 |
94.07 |
0.73 |
0.8% |
93.43 |
| Range |
2.05 |
1.26 |
-0.79 |
-38.5% |
4.03 |
| ATR |
2.27 |
2.20 |
-0.07 |
-3.2% |
0.00 |
| Volume |
38,637 |
42,333 |
3,696 |
9.6% |
240,979 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.72 |
97.16 |
94.76 |
|
| R3 |
96.46 |
95.90 |
94.42 |
|
| R2 |
95.20 |
95.20 |
94.30 |
|
| R1 |
94.64 |
94.64 |
94.19 |
94.92 |
| PP |
93.94 |
93.94 |
93.94 |
94.09 |
| S1 |
93.38 |
93.38 |
93.95 |
93.66 |
| S2 |
92.68 |
92.68 |
93.84 |
|
| S3 |
91.42 |
92.12 |
93.72 |
|
| S4 |
90.16 |
90.86 |
93.38 |
|
|
| 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% |
1.62 |
1.7% |
60% |
False |
False |
46,467 |
| 10 |
95.26 |
87.58 |
7.68 |
8.2% |
2.11 |
2.2% |
85% |
False |
False |
45,075 |
| 20 |
95.26 |
87.50 |
7.76 |
8.2% |
2.14 |
2.3% |
85% |
False |
False |
37,030 |
| 40 |
95.26 |
78.83 |
16.43 |
17.5% |
2.40 |
2.6% |
93% |
False |
False |
29,598 |
| 60 |
95.26 |
78.83 |
16.43 |
17.5% |
2.37 |
2.5% |
93% |
False |
False |
23,842 |
| 80 |
107.15 |
78.83 |
28.32 |
30.1% |
2.18 |
2.3% |
54% |
False |
False |
20,240 |
| 100 |
109.21 |
78.83 |
30.38 |
32.3% |
2.06 |
2.2% |
50% |
False |
False |
17,677 |
| 120 |
110.08 |
78.83 |
31.25 |
33.2% |
1.93 |
2.1% |
49% |
False |
False |
16,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.87 |
|
2.618 |
97.81 |
|
1.618 |
96.55 |
|
1.000 |
95.77 |
|
0.618 |
95.29 |
|
HIGH |
94.51 |
|
0.618 |
94.03 |
|
0.500 |
93.88 |
|
0.382 |
93.73 |
|
LOW |
93.25 |
|
0.618 |
92.47 |
|
1.000 |
91.99 |
|
1.618 |
91.21 |
|
2.618 |
89.95 |
|
4.250 |
87.90 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
94.01 |
93.88 |
| PP |
93.94 |
93.68 |
| S1 |
93.88 |
93.49 |
|