NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.72 |
98.00 |
0.28 |
0.3% |
94.05 |
| High |
98.18 |
98.94 |
0.76 |
0.8% |
97.15 |
| Low |
96.98 |
96.46 |
-0.52 |
-0.5% |
93.04 |
| Close |
97.89 |
96.98 |
-0.91 |
-0.9% |
96.91 |
| Range |
1.20 |
2.48 |
1.28 |
106.7% |
4.11 |
| ATR |
1.96 |
2.00 |
0.04 |
1.9% |
0.00 |
| Volume |
65,932 |
53,901 |
-12,031 |
-18.2% |
316,669 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.90 |
103.42 |
98.34 |
|
| R3 |
102.42 |
100.94 |
97.66 |
|
| R2 |
99.94 |
99.94 |
97.43 |
|
| R1 |
98.46 |
98.46 |
97.21 |
97.96 |
| PP |
97.46 |
97.46 |
97.46 |
97.21 |
| S1 |
95.98 |
95.98 |
96.75 |
95.48 |
| S2 |
94.98 |
94.98 |
96.53 |
|
| S3 |
92.50 |
93.50 |
96.30 |
|
| S4 |
90.02 |
91.02 |
95.62 |
|
|
| 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 |
98.94 |
95.88 |
3.06 |
3.2% |
1.63 |
1.7% |
36% |
True |
False |
54,622 |
| 10 |
98.94 |
92.66 |
6.28 |
6.5% |
1.70 |
1.8% |
69% |
True |
False |
58,628 |
| 20 |
98.94 |
88.05 |
10.89 |
11.2% |
1.93 |
2.0% |
82% |
True |
False |
53,513 |
| 40 |
98.94 |
79.12 |
19.82 |
20.4% |
2.29 |
2.4% |
90% |
True |
False |
50,218 |
| 60 |
98.94 |
79.12 |
19.82 |
20.4% |
2.40 |
2.5% |
90% |
True |
False |
49,941 |
| 80 |
106.92 |
79.12 |
27.80 |
28.7% |
2.33 |
2.4% |
64% |
False |
False |
49,203 |
| 100 |
107.53 |
79.12 |
28.41 |
29.3% |
2.18 |
2.2% |
63% |
False |
False |
47,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.48 |
|
2.618 |
105.43 |
|
1.618 |
102.95 |
|
1.000 |
101.42 |
|
0.618 |
100.47 |
|
HIGH |
98.94 |
|
0.618 |
97.99 |
|
0.500 |
97.70 |
|
0.382 |
97.41 |
|
LOW |
96.46 |
|
0.618 |
94.93 |
|
1.000 |
93.98 |
|
1.618 |
92.45 |
|
2.618 |
89.97 |
|
4.250 |
85.92 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.70 |
97.70 |
| PP |
97.46 |
97.46 |
| S1 |
97.22 |
97.22 |
|