NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.78 |
96.87 |
1.09 |
1.1% |
93.69 |
| High |
96.84 |
97.10 |
0.26 |
0.3% |
96.84 |
| Low |
95.55 |
95.63 |
0.08 |
0.1% |
92.65 |
| Close |
96.58 |
96.56 |
-0.02 |
0.0% |
96.58 |
| Range |
1.29 |
1.47 |
0.18 |
14.0% |
4.19 |
| ATR |
2.09 |
2.05 |
-0.04 |
-2.1% |
0.00 |
| Volume |
31,750 |
37,926 |
6,176 |
19.5% |
230,117 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.84 |
100.17 |
97.37 |
|
| R3 |
99.37 |
98.70 |
96.96 |
|
| R2 |
97.90 |
97.90 |
96.83 |
|
| R1 |
97.23 |
97.23 |
96.69 |
96.83 |
| PP |
96.43 |
96.43 |
96.43 |
96.23 |
| S1 |
95.76 |
95.76 |
96.43 |
95.36 |
| S2 |
94.96 |
94.96 |
96.29 |
|
| S3 |
93.49 |
94.29 |
96.16 |
|
| S4 |
92.02 |
92.82 |
95.75 |
|
|
| 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 |
97.10 |
93.25 |
3.85 |
4.0% |
1.55 |
1.6% |
86% |
True |
False |
45,881 |
| 10 |
97.10 |
92.27 |
4.83 |
5.0% |
1.71 |
1.8% |
89% |
True |
False |
45,511 |
| 20 |
97.10 |
87.50 |
9.60 |
9.9% |
1.99 |
2.1% |
94% |
True |
False |
40,563 |
| 40 |
97.10 |
78.83 |
18.27 |
18.9% |
2.28 |
2.4% |
97% |
True |
False |
32,013 |
| 60 |
97.10 |
78.83 |
18.27 |
18.9% |
2.36 |
2.4% |
97% |
True |
False |
26,461 |
| 80 |
107.15 |
78.83 |
28.32 |
29.3% |
2.21 |
2.3% |
63% |
False |
False |
22,190 |
| 100 |
107.55 |
78.83 |
28.72 |
29.7% |
2.07 |
2.1% |
62% |
False |
False |
19,320 |
| 120 |
109.80 |
78.83 |
30.97 |
32.1% |
1.94 |
2.0% |
57% |
False |
False |
17,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.35 |
|
2.618 |
100.95 |
|
1.618 |
99.48 |
|
1.000 |
98.57 |
|
0.618 |
98.01 |
|
HIGH |
97.10 |
|
0.618 |
96.54 |
|
0.500 |
96.37 |
|
0.382 |
96.19 |
|
LOW |
95.63 |
|
0.618 |
94.72 |
|
1.000 |
94.16 |
|
1.618 |
93.25 |
|
2.618 |
91.78 |
|
4.250 |
89.38 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.50 |
96.32 |
| PP |
96.43 |
96.08 |
| S1 |
96.37 |
95.84 |
|