NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.39 |
95.60 |
-0.79 |
-0.8% |
96.87 |
| High |
96.66 |
95.90 |
-0.76 |
-0.8% |
98.60 |
| Low |
95.08 |
94.28 |
-0.80 |
-0.8% |
95.63 |
| Close |
95.81 |
94.96 |
-0.85 |
-0.9% |
96.45 |
| Range |
1.58 |
1.62 |
0.04 |
2.5% |
2.97 |
| ATR |
1.99 |
1.96 |
-0.03 |
-1.3% |
0.00 |
| Volume |
37,273 |
29,466 |
-7,807 |
-20.9% |
199,436 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.91 |
99.05 |
95.85 |
|
| R3 |
98.29 |
97.43 |
95.41 |
|
| R2 |
96.67 |
96.67 |
95.26 |
|
| R1 |
95.81 |
95.81 |
95.11 |
95.43 |
| PP |
95.05 |
95.05 |
95.05 |
94.86 |
| S1 |
94.19 |
94.19 |
94.81 |
93.81 |
| S2 |
93.43 |
93.43 |
94.66 |
|
| S3 |
91.81 |
92.57 |
94.51 |
|
| S4 |
90.19 |
90.95 |
94.07 |
|
|
| 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 |
97.98 |
94.28 |
3.70 |
3.9% |
1.89 |
2.0% |
18% |
False |
True |
43,507 |
| 10 |
98.60 |
94.28 |
4.32 |
4.5% |
1.78 |
1.9% |
16% |
False |
True |
39,870 |
| 20 |
98.60 |
87.93 |
10.67 |
11.2% |
1.90 |
2.0% |
66% |
False |
False |
44,084 |
| 40 |
98.60 |
84.91 |
13.69 |
14.4% |
2.03 |
2.1% |
73% |
False |
False |
35,997 |
| 60 |
98.60 |
78.83 |
19.77 |
20.8% |
2.31 |
2.4% |
82% |
False |
False |
30,844 |
| 80 |
98.85 |
78.83 |
20.02 |
21.1% |
2.21 |
2.3% |
81% |
False |
False |
25,298 |
| 100 |
107.15 |
78.83 |
28.32 |
29.8% |
2.06 |
2.2% |
57% |
False |
False |
22,111 |
| 120 |
109.80 |
78.83 |
30.97 |
32.6% |
1.99 |
2.1% |
52% |
False |
False |
19,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.79 |
|
2.618 |
100.14 |
|
1.618 |
98.52 |
|
1.000 |
97.52 |
|
0.618 |
96.90 |
|
HIGH |
95.90 |
|
0.618 |
95.28 |
|
0.500 |
95.09 |
|
0.382 |
94.90 |
|
LOW |
94.28 |
|
0.618 |
93.28 |
|
1.000 |
92.66 |
|
1.618 |
91.66 |
|
2.618 |
90.04 |
|
4.250 |
87.40 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.09 |
95.56 |
| PP |
95.05 |
95.36 |
| S1 |
95.00 |
95.16 |
|