NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
96.68 |
95.89 |
-0.79 |
-0.8% |
96.90 |
| High |
97.67 |
96.33 |
-1.34 |
-1.4% |
97.98 |
| Low |
95.31 |
94.60 |
-0.71 |
-0.7% |
94.28 |
| Close |
95.64 |
95.69 |
0.05 |
0.1% |
96.76 |
| Range |
2.36 |
1.73 |
-0.63 |
-26.7% |
3.70 |
| ATR |
2.02 |
2.00 |
-0.02 |
-1.0% |
0.00 |
| Volume |
61,649 |
73,509 |
11,860 |
19.2% |
213,634 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.73 |
99.94 |
96.64 |
|
| R3 |
99.00 |
98.21 |
96.17 |
|
| R2 |
97.27 |
97.27 |
96.01 |
|
| R1 |
96.48 |
96.48 |
95.85 |
96.01 |
| PP |
95.54 |
95.54 |
95.54 |
95.31 |
| S1 |
94.75 |
94.75 |
95.53 |
94.28 |
| S2 |
93.81 |
93.81 |
95.37 |
|
| S3 |
92.08 |
93.02 |
95.21 |
|
| S4 |
90.35 |
91.29 |
94.74 |
|
|
| 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% |
1.93 |
2.0% |
42% |
False |
False |
49,602 |
| 10 |
98.60 |
94.28 |
4.32 |
4.5% |
1.96 |
2.1% |
33% |
False |
False |
47,851 |
| 20 |
98.60 |
92.27 |
6.33 |
6.6% |
1.80 |
1.9% |
54% |
False |
False |
46,485 |
| 40 |
98.60 |
85.34 |
13.26 |
13.9% |
2.02 |
2.1% |
78% |
False |
False |
38,540 |
| 60 |
98.60 |
78.83 |
19.77 |
20.7% |
2.24 |
2.3% |
85% |
False |
False |
32,832 |
| 80 |
98.60 |
78.83 |
19.77 |
20.7% |
2.24 |
2.3% |
85% |
False |
False |
27,168 |
| 100 |
107.15 |
78.83 |
28.32 |
29.6% |
2.09 |
2.2% |
60% |
False |
False |
23,612 |
| 120 |
109.80 |
78.83 |
30.97 |
32.4% |
2.01 |
2.1% |
54% |
False |
False |
20,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.68 |
|
2.618 |
100.86 |
|
1.618 |
99.13 |
|
1.000 |
98.06 |
|
0.618 |
97.40 |
|
HIGH |
96.33 |
|
0.618 |
95.67 |
|
0.500 |
95.47 |
|
0.382 |
95.26 |
|
LOW |
94.60 |
|
0.618 |
93.53 |
|
1.000 |
92.87 |
|
1.618 |
91.80 |
|
2.618 |
90.07 |
|
4.250 |
87.25 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.62 |
96.14 |
| PP |
95.54 |
95.99 |
| S1 |
95.47 |
95.84 |
|