NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.14 |
97.20 |
1.06 |
1.1% |
94.05 |
| High |
97.15 |
97.45 |
0.30 |
0.3% |
97.15 |
| Low |
95.88 |
96.00 |
0.12 |
0.1% |
93.04 |
| Close |
96.91 |
96.91 |
0.00 |
0.0% |
96.91 |
| Range |
1.27 |
1.45 |
0.18 |
14.2% |
4.11 |
| ATR |
2.09 |
2.04 |
-0.05 |
-2.2% |
0.00 |
| Volume |
62,016 |
49,271 |
-12,745 |
-20.6% |
316,669 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.14 |
100.47 |
97.71 |
|
| R3 |
99.69 |
99.02 |
97.31 |
|
| R2 |
98.24 |
98.24 |
97.18 |
|
| R1 |
97.57 |
97.57 |
97.04 |
97.18 |
| PP |
96.79 |
96.79 |
96.79 |
96.59 |
| S1 |
96.12 |
96.12 |
96.78 |
95.73 |
| S2 |
95.34 |
95.34 |
96.64 |
|
| S3 |
93.89 |
94.67 |
96.51 |
|
| S4 |
92.44 |
93.22 |
96.11 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.03 |
106.58 |
99.17 |
|
| R3 |
103.92 |
102.47 |
98.04 |
|
| R2 |
99.81 |
99.81 |
97.66 |
|
| R1 |
98.36 |
98.36 |
97.29 |
99.09 |
| PP |
95.70 |
95.70 |
95.70 |
96.06 |
| S1 |
94.25 |
94.25 |
96.53 |
94.98 |
| S2 |
91.59 |
91.59 |
96.16 |
|
| S3 |
87.48 |
90.14 |
95.78 |
|
| S4 |
83.37 |
86.03 |
94.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.45 |
93.61 |
3.84 |
4.0% |
1.56 |
1.6% |
86% |
True |
False |
63,535 |
| 10 |
97.45 |
92.66 |
4.79 |
4.9% |
1.70 |
1.8% |
89% |
True |
False |
58,982 |
| 20 |
97.45 |
87.84 |
9.61 |
9.9% |
1.98 |
2.0% |
94% |
True |
False |
51,279 |
| 40 |
97.45 |
79.12 |
18.33 |
18.9% |
2.29 |
2.4% |
97% |
True |
False |
48,958 |
| 60 |
97.45 |
79.12 |
18.33 |
18.9% |
2.41 |
2.5% |
97% |
True |
False |
48,810 |
| 80 |
107.29 |
79.12 |
28.17 |
29.1% |
2.31 |
2.4% |
63% |
False |
False |
48,459 |
| 100 |
107.81 |
79.12 |
28.69 |
29.6% |
2.21 |
2.3% |
62% |
False |
False |
47,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.61 |
|
2.618 |
101.25 |
|
1.618 |
99.80 |
|
1.000 |
98.90 |
|
0.618 |
98.35 |
|
HIGH |
97.45 |
|
0.618 |
96.90 |
|
0.500 |
96.73 |
|
0.382 |
96.55 |
|
LOW |
96.00 |
|
0.618 |
95.10 |
|
1.000 |
94.55 |
|
1.618 |
93.65 |
|
2.618 |
92.20 |
|
4.250 |
89.84 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.85 |
96.67 |
| PP |
96.79 |
96.44 |
| S1 |
96.73 |
96.20 |
|