NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.40 |
96.90 |
0.50 |
0.5% |
96.87 |
| High |
97.49 |
97.98 |
0.49 |
0.5% |
98.60 |
| Low |
95.75 |
94.73 |
-1.02 |
-1.1% |
95.63 |
| Close |
96.45 |
95.79 |
-0.66 |
-0.7% |
96.45 |
| Range |
1.74 |
3.25 |
1.51 |
86.8% |
2.97 |
| ATR |
1.99 |
2.08 |
0.09 |
4.5% |
0.00 |
| Volume |
50,019 |
39,886 |
-10,133 |
-20.3% |
199,436 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.92 |
104.10 |
97.58 |
|
| R3 |
102.67 |
100.85 |
96.68 |
|
| R2 |
99.42 |
99.42 |
96.39 |
|
| R1 |
97.60 |
97.60 |
96.09 |
96.89 |
| PP |
96.17 |
96.17 |
96.17 |
95.81 |
| S1 |
94.35 |
94.35 |
95.49 |
93.64 |
| S2 |
92.92 |
92.92 |
95.19 |
|
| S3 |
89.67 |
91.10 |
94.90 |
|
| S4 |
86.42 |
87.85 |
94.00 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.80 |
104.10 |
98.08 |
|
| R3 |
102.83 |
101.13 |
97.27 |
|
| R2 |
99.86 |
99.86 |
96.99 |
|
| R1 |
98.16 |
98.16 |
96.72 |
97.53 |
| PP |
96.89 |
96.89 |
96.89 |
96.58 |
| S1 |
95.19 |
95.19 |
96.18 |
94.56 |
| S2 |
93.92 |
93.92 |
95.91 |
|
| S3 |
90.95 |
92.22 |
95.63 |
|
| S4 |
87.98 |
89.25 |
94.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.60 |
94.73 |
3.87 |
4.0% |
2.11 |
2.2% |
27% |
False |
True |
40,279 |
| 10 |
98.60 |
93.25 |
5.35 |
5.6% |
1.83 |
1.9% |
47% |
False |
False |
43,080 |
| 20 |
98.60 |
87.58 |
11.02 |
11.5% |
2.06 |
2.1% |
75% |
False |
False |
44,259 |
| 40 |
98.60 |
83.34 |
15.26 |
15.9% |
2.16 |
2.3% |
82% |
False |
False |
34,586 |
| 60 |
98.60 |
78.83 |
19.77 |
20.6% |
2.34 |
2.4% |
86% |
False |
False |
29,214 |
| 80 |
102.76 |
78.83 |
23.93 |
25.0% |
2.25 |
2.4% |
71% |
False |
False |
24,191 |
| 100 |
107.15 |
78.83 |
28.32 |
29.6% |
2.07 |
2.2% |
60% |
False |
False |
21,040 |
| 120 |
109.80 |
78.83 |
30.97 |
32.3% |
1.98 |
2.1% |
55% |
False |
False |
18,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.79 |
|
2.618 |
106.49 |
|
1.618 |
103.24 |
|
1.000 |
101.23 |
|
0.618 |
99.99 |
|
HIGH |
97.98 |
|
0.618 |
96.74 |
|
0.500 |
96.36 |
|
0.382 |
95.97 |
|
LOW |
94.73 |
|
0.618 |
92.72 |
|
1.000 |
91.48 |
|
1.618 |
89.47 |
|
2.618 |
86.22 |
|
4.250 |
80.92 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.36 |
96.67 |
| PP |
96.17 |
96.37 |
| S1 |
95.98 |
96.08 |
|