NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.87 |
96.42 |
-0.45 |
-0.5% |
93.69 |
| High |
97.10 |
98.15 |
1.05 |
1.1% |
96.84 |
| Low |
95.63 |
96.35 |
0.72 |
0.8% |
92.65 |
| Close |
96.56 |
97.17 |
0.61 |
0.6% |
96.58 |
| Range |
1.47 |
1.80 |
0.33 |
22.4% |
4.19 |
| ATR |
2.05 |
2.03 |
-0.02 |
-0.9% |
0.00 |
| Volume |
37,926 |
31,788 |
-6,138 |
-16.2% |
230,117 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.62 |
101.70 |
98.16 |
|
| R3 |
100.82 |
99.90 |
97.67 |
|
| R2 |
99.02 |
99.02 |
97.50 |
|
| R1 |
98.10 |
98.10 |
97.34 |
98.56 |
| PP |
97.22 |
97.22 |
97.22 |
97.46 |
| S1 |
96.30 |
96.30 |
97.01 |
96.76 |
| S2 |
95.42 |
95.42 |
96.84 |
|
| S3 |
93.62 |
94.50 |
96.68 |
|
| S4 |
91.82 |
92.70 |
96.18 |
|
|
| 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 |
98.15 |
93.47 |
4.68 |
4.8% |
1.66 |
1.7% |
79% |
True |
False |
43,772 |
| 10 |
98.15 |
92.27 |
5.88 |
6.1% |
1.64 |
1.7% |
83% |
True |
False |
45,120 |
| 20 |
98.15 |
87.50 |
10.65 |
11.0% |
2.00 |
2.1% |
91% |
True |
False |
40,951 |
| 40 |
98.15 |
78.83 |
19.32 |
19.9% |
2.26 |
2.3% |
95% |
True |
False |
32,330 |
| 60 |
98.15 |
78.83 |
19.32 |
19.9% |
2.38 |
2.4% |
95% |
True |
False |
26,899 |
| 80 |
107.15 |
78.83 |
28.32 |
29.1% |
2.22 |
2.3% |
65% |
False |
False |
22,508 |
| 100 |
107.51 |
78.83 |
28.68 |
29.5% |
2.06 |
2.1% |
64% |
False |
False |
19,604 |
| 120 |
109.80 |
78.83 |
30.97 |
31.9% |
1.94 |
2.0% |
59% |
False |
False |
17,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.80 |
|
2.618 |
102.86 |
|
1.618 |
101.06 |
|
1.000 |
99.95 |
|
0.618 |
99.26 |
|
HIGH |
98.15 |
|
0.618 |
97.46 |
|
0.500 |
97.25 |
|
0.382 |
97.04 |
|
LOW |
96.35 |
|
0.618 |
95.24 |
|
1.000 |
94.55 |
|
1.618 |
93.44 |
|
2.618 |
91.64 |
|
4.250 |
88.70 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.25 |
97.06 |
| PP |
97.22 |
96.96 |
| S1 |
97.20 |
96.85 |
|