NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.77 |
97.20 |
0.43 |
0.4% |
97.20 |
| High |
97.84 |
98.27 |
0.43 |
0.4% |
98.94 |
| Low |
96.14 |
95.08 |
-1.06 |
-1.1% |
96.00 |
| Close |
96.79 |
96.16 |
-0.63 |
-0.7% |
96.79 |
| Range |
1.70 |
3.19 |
1.49 |
87.6% |
2.94 |
| ATR |
1.98 |
2.06 |
0.09 |
4.4% |
0.00 |
| Volume |
59,156 |
61,166 |
2,010 |
3.4% |
270,252 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.07 |
104.31 |
97.91 |
|
| R3 |
102.88 |
101.12 |
97.04 |
|
| R2 |
99.69 |
99.69 |
96.74 |
|
| R1 |
97.93 |
97.93 |
96.45 |
97.22 |
| PP |
96.50 |
96.50 |
96.50 |
96.15 |
| S1 |
94.74 |
94.74 |
95.87 |
94.03 |
| S2 |
93.31 |
93.31 |
95.58 |
|
| S3 |
90.12 |
91.55 |
95.28 |
|
| S4 |
86.93 |
88.36 |
94.41 |
|
|
| 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 |
95.08 |
3.86 |
4.0% |
2.06 |
2.1% |
28% |
False |
True |
56,429 |
| 10 |
98.94 |
93.61 |
5.33 |
5.5% |
1.81 |
1.9% |
48% |
False |
False |
59,982 |
| 20 |
98.94 |
88.05 |
10.89 |
11.3% |
2.03 |
2.1% |
74% |
False |
False |
56,049 |
| 40 |
98.94 |
83.79 |
15.15 |
15.8% |
2.16 |
2.2% |
82% |
False |
False |
50,844 |
| 60 |
98.94 |
79.12 |
19.82 |
20.6% |
2.37 |
2.5% |
86% |
False |
False |
50,103 |
| 80 |
103.94 |
79.12 |
24.82 |
25.8% |
2.35 |
2.4% |
69% |
False |
False |
49,197 |
| 100 |
107.29 |
79.12 |
28.17 |
29.3% |
2.19 |
2.3% |
60% |
False |
False |
48,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.83 |
|
2.618 |
106.62 |
|
1.618 |
103.43 |
|
1.000 |
101.46 |
|
0.618 |
100.24 |
|
HIGH |
98.27 |
|
0.618 |
97.05 |
|
0.500 |
96.68 |
|
0.382 |
96.30 |
|
LOW |
95.08 |
|
0.618 |
93.11 |
|
1.000 |
91.89 |
|
1.618 |
89.92 |
|
2.618 |
86.73 |
|
4.250 |
81.52 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.68 |
97.01 |
| PP |
96.50 |
96.73 |
| S1 |
96.33 |
96.44 |
|