NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
93.87 |
94.94 |
1.07 |
1.1% |
91.98 |
| High |
95.50 |
96.30 |
0.80 |
0.8% |
95.26 |
| Low |
93.47 |
94.58 |
1.11 |
1.2% |
91.23 |
| Close |
94.91 |
96.17 |
1.26 |
1.3% |
93.43 |
| Range |
2.03 |
1.72 |
-0.31 |
-15.3% |
4.03 |
| ATR |
2.18 |
2.15 |
-0.03 |
-1.5% |
0.00 |
| Volume |
40,991 |
76,406 |
35,415 |
86.4% |
240,979 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.84 |
100.23 |
97.12 |
|
| R3 |
99.12 |
98.51 |
96.64 |
|
| R2 |
97.40 |
97.40 |
96.49 |
|
| R1 |
96.79 |
96.79 |
96.33 |
97.10 |
| PP |
95.68 |
95.68 |
95.68 |
95.84 |
| S1 |
95.07 |
95.07 |
96.01 |
95.38 |
| S2 |
93.96 |
93.96 |
95.85 |
|
| S3 |
92.24 |
93.35 |
95.70 |
|
| S4 |
90.52 |
91.63 |
95.22 |
|
|
| 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 |
96.30 |
92.27 |
4.03 |
4.2% |
1.81 |
1.9% |
97% |
True |
False |
47,412 |
| 10 |
96.30 |
87.93 |
8.37 |
8.7% |
2.03 |
2.1% |
98% |
True |
False |
48,298 |
| 20 |
96.30 |
87.50 |
8.80 |
9.2% |
2.12 |
2.2% |
99% |
True |
False |
40,044 |
| 40 |
96.30 |
78.83 |
17.47 |
18.2% |
2.36 |
2.4% |
99% |
True |
False |
31,853 |
| 60 |
96.30 |
78.83 |
17.47 |
18.2% |
2.38 |
2.5% |
99% |
True |
False |
25,612 |
| 80 |
107.15 |
78.83 |
28.32 |
29.4% |
2.20 |
2.3% |
61% |
False |
False |
21,547 |
| 100 |
109.21 |
78.83 |
30.38 |
31.6% |
2.07 |
2.2% |
57% |
False |
False |
18,695 |
| 120 |
109.80 |
78.83 |
30.97 |
32.2% |
1.94 |
2.0% |
56% |
False |
False |
16,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.61 |
|
2.618 |
100.80 |
|
1.618 |
99.08 |
|
1.000 |
98.02 |
|
0.618 |
97.36 |
|
HIGH |
96.30 |
|
0.618 |
95.64 |
|
0.500 |
95.44 |
|
0.382 |
95.24 |
|
LOW |
94.58 |
|
0.618 |
93.52 |
|
1.000 |
92.86 |
|
1.618 |
91.80 |
|
2.618 |
90.08 |
|
4.250 |
87.27 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.93 |
95.71 |
| PP |
95.68 |
95.24 |
| S1 |
95.44 |
94.78 |
|