NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.89 |
95.33 |
-0.56 |
-0.6% |
97.20 |
| High |
96.23 |
97.50 |
1.27 |
1.3% |
98.27 |
| Low |
94.63 |
95.20 |
0.57 |
0.6% |
94.63 |
| Close |
95.31 |
97.07 |
1.76 |
1.8% |
97.07 |
| Range |
1.60 |
2.30 |
0.70 |
43.8% |
3.64 |
| ATR |
1.95 |
1.98 |
0.02 |
1.3% |
0.00 |
| Volume |
45,442 |
48,928 |
3,486 |
7.7% |
265,297 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.49 |
102.58 |
98.34 |
|
| R3 |
101.19 |
100.28 |
97.70 |
|
| R2 |
98.89 |
98.89 |
97.49 |
|
| R1 |
97.98 |
97.98 |
97.28 |
98.44 |
| PP |
96.59 |
96.59 |
96.59 |
96.82 |
| S1 |
95.68 |
95.68 |
96.86 |
96.14 |
| S2 |
94.29 |
94.29 |
96.65 |
|
| S3 |
91.99 |
93.38 |
96.44 |
|
| S4 |
89.69 |
91.08 |
95.81 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.58 |
105.96 |
99.07 |
|
| R3 |
103.94 |
102.32 |
98.07 |
|
| R2 |
100.30 |
100.30 |
97.74 |
|
| R1 |
98.68 |
98.68 |
97.40 |
97.67 |
| PP |
96.66 |
96.66 |
96.66 |
96.15 |
| S1 |
95.04 |
95.04 |
96.74 |
94.03 |
| S2 |
93.02 |
93.02 |
96.40 |
|
| S3 |
89.38 |
91.40 |
96.07 |
|
| S4 |
85.74 |
87.76 |
95.07 |
|
|
| 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 |
3.7% |
1.99 |
2.1% |
67% |
False |
False |
53,059 |
| 10 |
98.94 |
94.63 |
4.31 |
4.4% |
1.85 |
1.9% |
57% |
False |
False |
53,554 |
| 20 |
98.94 |
91.60 |
7.34 |
7.6% |
1.79 |
1.8% |
75% |
False |
False |
57,172 |
| 40 |
98.94 |
85.43 |
13.51 |
13.9% |
2.02 |
2.1% |
86% |
False |
False |
50,350 |
| 60 |
98.94 |
79.12 |
19.82 |
20.4% |
2.32 |
2.4% |
91% |
False |
False |
49,610 |
| 80 |
99.00 |
79.12 |
19.88 |
20.5% |
2.28 |
2.4% |
90% |
False |
False |
48,469 |
| 100 |
107.29 |
79.12 |
28.17 |
29.0% |
2.18 |
2.2% |
64% |
False |
False |
48,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.28 |
|
2.618 |
103.52 |
|
1.618 |
101.22 |
|
1.000 |
99.80 |
|
0.618 |
98.92 |
|
HIGH |
97.50 |
|
0.618 |
96.62 |
|
0.500 |
96.35 |
|
0.382 |
96.08 |
|
LOW |
95.20 |
|
0.618 |
93.78 |
|
1.000 |
92.90 |
|
1.618 |
91.48 |
|
2.618 |
89.18 |
|
4.250 |
85.43 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.83 |
96.74 |
| PP |
96.59 |
96.40 |
| S1 |
96.35 |
96.07 |
|