NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
96.69 |
95.89 |
-0.80 |
-0.8% |
97.20 |
| High |
97.00 |
96.23 |
-0.77 |
-0.8% |
98.94 |
| Low |
95.43 |
94.63 |
-0.80 |
-0.8% |
96.00 |
| Close |
96.14 |
95.31 |
-0.83 |
-0.9% |
96.79 |
| Range |
1.57 |
1.60 |
0.03 |
1.9% |
2.94 |
| ATR |
1.98 |
1.95 |
-0.03 |
-1.4% |
0.00 |
| Volume |
49,073 |
45,442 |
-3,631 |
-7.4% |
270,252 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.19 |
99.35 |
96.19 |
|
| R3 |
98.59 |
97.75 |
95.75 |
|
| R2 |
96.99 |
96.99 |
95.60 |
|
| R1 |
96.15 |
96.15 |
95.46 |
95.77 |
| PP |
95.39 |
95.39 |
95.39 |
95.20 |
| S1 |
94.55 |
94.55 |
95.16 |
94.17 |
| S2 |
93.79 |
93.79 |
95.02 |
|
| S3 |
92.19 |
92.95 |
94.87 |
|
| S4 |
90.59 |
91.35 |
94.43 |
|
|
| 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 |
98.27 |
94.63 |
3.64 |
3.8% |
1.87 |
2.0% |
19% |
False |
True |
55,105 |
| 10 |
98.94 |
94.63 |
4.31 |
4.5% |
1.75 |
1.8% |
16% |
False |
True |
54,863 |
| 20 |
98.94 |
88.38 |
10.56 |
11.1% |
1.88 |
2.0% |
66% |
False |
False |
57,815 |
| 40 |
98.94 |
85.43 |
13.51 |
14.2% |
2.03 |
2.1% |
73% |
False |
False |
50,543 |
| 60 |
98.94 |
79.12 |
19.82 |
20.8% |
2.33 |
2.4% |
82% |
False |
False |
49,826 |
| 80 |
99.00 |
79.12 |
19.88 |
20.9% |
2.28 |
2.4% |
81% |
False |
False |
48,533 |
| 100 |
107.29 |
79.12 |
28.17 |
29.6% |
2.17 |
2.3% |
57% |
False |
False |
48,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.03 |
|
2.618 |
100.42 |
|
1.618 |
98.82 |
|
1.000 |
97.83 |
|
0.618 |
97.22 |
|
HIGH |
96.23 |
|
0.618 |
95.62 |
|
0.500 |
95.43 |
|
0.382 |
95.24 |
|
LOW |
94.63 |
|
0.618 |
93.64 |
|
1.000 |
93.03 |
|
1.618 |
92.04 |
|
2.618 |
90.44 |
|
4.250 |
87.83 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.43 |
95.92 |
| PP |
95.39 |
95.71 |
| S1 |
95.35 |
95.51 |
|