NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
95.02 |
96.68 |
1.66 |
1.7% |
96.90 |
| High |
97.21 |
97.67 |
0.46 |
0.5% |
97.98 |
| Low |
94.86 |
95.31 |
0.45 |
0.5% |
94.28 |
| Close |
96.76 |
95.64 |
-1.12 |
-1.2% |
96.76 |
| Range |
2.35 |
2.36 |
0.01 |
0.4% |
3.70 |
| ATR |
1.99 |
2.02 |
0.03 |
1.3% |
0.00 |
| Volume |
46,116 |
61,649 |
15,533 |
33.7% |
213,634 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.29 |
101.82 |
96.94 |
|
| R3 |
100.93 |
99.46 |
96.29 |
|
| R2 |
98.57 |
98.57 |
96.07 |
|
| R1 |
97.10 |
97.10 |
95.86 |
96.66 |
| PP |
96.21 |
96.21 |
96.21 |
95.98 |
| S1 |
94.74 |
94.74 |
95.42 |
94.30 |
| S2 |
93.85 |
93.85 |
95.21 |
|
| S3 |
91.49 |
92.38 |
94.99 |
|
| S4 |
89.13 |
90.02 |
94.34 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.44 |
105.80 |
98.80 |
|
| R3 |
103.74 |
102.10 |
97.78 |
|
| R2 |
100.04 |
100.04 |
97.44 |
|
| R1 |
98.40 |
98.40 |
97.10 |
97.37 |
| PP |
96.34 |
96.34 |
96.34 |
95.83 |
| S1 |
94.70 |
94.70 |
96.42 |
93.67 |
| S2 |
92.64 |
92.64 |
96.08 |
|
| S3 |
88.94 |
91.00 |
95.74 |
|
| S4 |
85.24 |
87.30 |
94.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.67 |
94.28 |
3.39 |
3.5% |
1.83 |
1.9% |
40% |
True |
False |
47,079 |
| 10 |
98.60 |
94.28 |
4.32 |
4.5% |
1.97 |
2.1% |
31% |
False |
False |
43,679 |
| 20 |
98.60 |
92.27 |
6.33 |
6.6% |
1.84 |
1.9% |
53% |
False |
False |
44,595 |
| 40 |
98.60 |
84.91 |
13.69 |
14.3% |
2.03 |
2.1% |
78% |
False |
False |
37,225 |
| 60 |
98.60 |
78.83 |
19.77 |
20.7% |
2.29 |
2.4% |
85% |
False |
False |
32,059 |
| 80 |
98.60 |
78.83 |
19.77 |
20.7% |
2.23 |
2.3% |
85% |
False |
False |
26,356 |
| 100 |
107.15 |
78.83 |
28.32 |
29.6% |
2.08 |
2.2% |
59% |
False |
False |
23,002 |
| 120 |
109.80 |
78.83 |
30.97 |
32.4% |
2.01 |
2.1% |
54% |
False |
False |
20,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.70 |
|
2.618 |
103.85 |
|
1.618 |
101.49 |
|
1.000 |
100.03 |
|
0.618 |
99.13 |
|
HIGH |
97.67 |
|
0.618 |
96.77 |
|
0.500 |
96.49 |
|
0.382 |
96.21 |
|
LOW |
95.31 |
|
0.618 |
93.85 |
|
1.000 |
92.95 |
|
1.618 |
91.49 |
|
2.618 |
89.13 |
|
4.250 |
85.28 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.49 |
95.98 |
| PP |
96.21 |
95.86 |
| S1 |
95.92 |
95.75 |
|