NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
98.00 |
96.77 |
-1.23 |
-1.3% |
97.20 |
| High |
98.94 |
97.84 |
-1.10 |
-1.1% |
98.94 |
| Low |
96.46 |
96.14 |
-0.32 |
-0.3% |
96.00 |
| Close |
96.98 |
96.79 |
-0.19 |
-0.2% |
96.79 |
| Range |
2.48 |
1.70 |
-0.78 |
-31.5% |
2.94 |
| ATR |
2.00 |
1.98 |
-0.02 |
-1.1% |
0.00 |
| Volume |
53,901 |
59,156 |
5,255 |
9.7% |
270,252 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.02 |
101.11 |
97.73 |
|
| R3 |
100.32 |
99.41 |
97.26 |
|
| R2 |
98.62 |
98.62 |
97.10 |
|
| R1 |
97.71 |
97.71 |
96.95 |
98.17 |
| PP |
96.92 |
96.92 |
96.92 |
97.15 |
| S1 |
96.01 |
96.01 |
96.63 |
96.47 |
| S2 |
95.22 |
95.22 |
96.48 |
|
| S3 |
93.52 |
94.31 |
96.32 |
|
| S4 |
91.82 |
92.61 |
95.86 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.06 |
104.37 |
98.41 |
|
| R3 |
103.12 |
101.43 |
97.60 |
|
| R2 |
100.18 |
100.18 |
97.33 |
|
| R1 |
98.49 |
98.49 |
97.06 |
97.87 |
| PP |
97.24 |
97.24 |
97.24 |
96.93 |
| S1 |
95.55 |
95.55 |
96.52 |
94.93 |
| S2 |
94.30 |
94.30 |
96.25 |
|
| S3 |
91.36 |
92.61 |
95.98 |
|
| S4 |
88.42 |
89.67 |
95.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.94 |
96.00 |
2.94 |
3.0% |
1.71 |
1.8% |
27% |
False |
False |
54,050 |
| 10 |
98.94 |
93.04 |
5.90 |
6.1% |
1.70 |
1.8% |
64% |
False |
False |
58,692 |
| 20 |
98.94 |
88.05 |
10.89 |
11.3% |
1.94 |
2.0% |
80% |
False |
False |
55,146 |
| 40 |
98.94 |
80.16 |
18.78 |
19.4% |
2.25 |
2.3% |
89% |
False |
False |
50,691 |
| 60 |
98.94 |
79.12 |
19.82 |
20.5% |
2.39 |
2.5% |
89% |
False |
False |
50,127 |
| 80 |
106.25 |
79.12 |
27.13 |
28.0% |
2.34 |
2.4% |
65% |
False |
False |
49,180 |
| 100 |
107.29 |
79.12 |
28.17 |
29.1% |
2.18 |
2.3% |
63% |
False |
False |
47,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.07 |
|
2.618 |
102.29 |
|
1.618 |
100.59 |
|
1.000 |
99.54 |
|
0.618 |
98.89 |
|
HIGH |
97.84 |
|
0.618 |
97.19 |
|
0.500 |
96.99 |
|
0.382 |
96.79 |
|
LOW |
96.14 |
|
0.618 |
95.09 |
|
1.000 |
94.44 |
|
1.618 |
93.39 |
|
2.618 |
91.69 |
|
4.250 |
88.92 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.99 |
97.54 |
| PP |
96.92 |
97.29 |
| S1 |
96.86 |
97.04 |
|