NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.94 |
95.78 |
0.84 |
0.9% |
93.69 |
| High |
96.30 |
96.84 |
0.54 |
0.6% |
96.84 |
| Low |
94.58 |
95.55 |
0.97 |
1.0% |
92.65 |
| Close |
96.17 |
96.58 |
0.41 |
0.4% |
96.58 |
| Range |
1.72 |
1.29 |
-0.43 |
-25.0% |
4.19 |
| ATR |
2.15 |
2.09 |
-0.06 |
-2.9% |
0.00 |
| Volume |
76,406 |
31,750 |
-44,656 |
-58.4% |
230,117 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.19 |
99.68 |
97.29 |
|
| R3 |
98.90 |
98.39 |
96.93 |
|
| R2 |
97.61 |
97.61 |
96.82 |
|
| R1 |
97.10 |
97.10 |
96.70 |
97.36 |
| PP |
96.32 |
96.32 |
96.32 |
96.45 |
| S1 |
95.81 |
95.81 |
96.46 |
96.07 |
| S2 |
95.03 |
95.03 |
96.34 |
|
| S3 |
93.74 |
94.52 |
96.23 |
|
| S4 |
92.45 |
93.23 |
95.87 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.93 |
106.44 |
98.88 |
|
| R3 |
103.74 |
102.25 |
97.73 |
|
| R2 |
99.55 |
99.55 |
97.35 |
|
| R1 |
98.06 |
98.06 |
96.96 |
98.81 |
| PP |
95.36 |
95.36 |
95.36 |
95.73 |
| S1 |
93.87 |
93.87 |
96.20 |
94.62 |
| S2 |
91.17 |
91.17 |
95.81 |
|
| S3 |
86.98 |
89.68 |
95.43 |
|
| S4 |
82.79 |
85.49 |
94.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.84 |
92.65 |
4.19 |
4.3% |
1.67 |
1.7% |
94% |
True |
False |
46,023 |
| 10 |
96.84 |
91.23 |
5.61 |
5.8% |
1.73 |
1.8% |
95% |
True |
False |
47,109 |
| 20 |
96.84 |
87.50 |
9.34 |
9.7% |
2.10 |
2.2% |
97% |
True |
False |
39,894 |
| 40 |
96.84 |
78.83 |
18.01 |
18.6% |
2.31 |
2.4% |
99% |
True |
False |
31,789 |
| 60 |
96.84 |
78.83 |
18.01 |
18.6% |
2.36 |
2.4% |
99% |
True |
False |
25,998 |
| 80 |
107.15 |
78.83 |
28.32 |
29.3% |
2.20 |
2.3% |
63% |
False |
False |
21,853 |
| 100 |
108.69 |
78.83 |
29.86 |
30.9% |
2.08 |
2.1% |
59% |
False |
False |
18,979 |
| 120 |
109.80 |
78.83 |
30.97 |
32.1% |
1.94 |
2.0% |
57% |
False |
False |
16,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.32 |
|
2.618 |
100.22 |
|
1.618 |
98.93 |
|
1.000 |
98.13 |
|
0.618 |
97.64 |
|
HIGH |
96.84 |
|
0.618 |
96.35 |
|
0.500 |
96.20 |
|
0.382 |
96.04 |
|
LOW |
95.55 |
|
0.618 |
94.75 |
|
1.000 |
94.26 |
|
1.618 |
93.46 |
|
2.618 |
92.17 |
|
4.250 |
90.07 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.45 |
96.11 |
| PP |
96.32 |
95.63 |
| S1 |
96.20 |
95.16 |
|