NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.90 |
95.97 |
-0.93 |
-1.0% |
96.87 |
| High |
97.98 |
96.83 |
-1.15 |
-1.2% |
98.60 |
| Low |
94.73 |
95.57 |
0.84 |
0.9% |
95.63 |
| Close |
95.79 |
96.63 |
0.84 |
0.9% |
96.45 |
| Range |
3.25 |
1.26 |
-1.99 |
-61.2% |
2.97 |
| ATR |
2.08 |
2.02 |
-0.06 |
-2.8% |
0.00 |
| Volume |
39,886 |
60,893 |
21,007 |
52.7% |
199,436 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.12 |
99.64 |
97.32 |
|
| R3 |
98.86 |
98.38 |
96.98 |
|
| R2 |
97.60 |
97.60 |
96.86 |
|
| R1 |
97.12 |
97.12 |
96.75 |
97.36 |
| PP |
96.34 |
96.34 |
96.34 |
96.47 |
| S1 |
95.86 |
95.86 |
96.51 |
96.10 |
| S2 |
95.08 |
95.08 |
96.40 |
|
| S3 |
93.82 |
94.60 |
96.28 |
|
| S4 |
92.56 |
93.34 |
95.94 |
|
|
| 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% |
2.00 |
2.1% |
49% |
False |
False |
46,100 |
| 10 |
98.60 |
93.47 |
5.13 |
5.3% |
1.83 |
1.9% |
62% |
False |
False |
44,936 |
| 20 |
98.60 |
87.58 |
11.02 |
11.4% |
1.97 |
2.0% |
82% |
False |
False |
45,006 |
| 40 |
98.60 |
84.87 |
13.73 |
14.2% |
2.12 |
2.2% |
86% |
False |
False |
35,503 |
| 60 |
98.60 |
78.83 |
19.77 |
20.5% |
2.31 |
2.4% |
90% |
False |
False |
30,043 |
| 80 |
99.31 |
78.83 |
20.48 |
21.2% |
2.22 |
2.3% |
87% |
False |
False |
24,829 |
| 100 |
107.15 |
78.83 |
28.32 |
29.3% |
2.06 |
2.1% |
63% |
False |
False |
21,573 |
| 120 |
109.80 |
78.83 |
30.97 |
32.1% |
1.98 |
2.0% |
57% |
False |
False |
19,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.19 |
|
2.618 |
100.13 |
|
1.618 |
98.87 |
|
1.000 |
98.09 |
|
0.618 |
97.61 |
|
HIGH |
96.83 |
|
0.618 |
96.35 |
|
0.500 |
96.20 |
|
0.382 |
96.05 |
|
LOW |
95.57 |
|
0.618 |
94.79 |
|
1.000 |
94.31 |
|
1.618 |
93.53 |
|
2.618 |
92.27 |
|
4.250 |
90.22 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.49 |
96.54 |
| PP |
96.34 |
96.45 |
| S1 |
96.20 |
96.36 |
|