NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
95.33 |
97.07 |
1.74 |
1.8% |
97.20 |
| High |
97.50 |
97.97 |
0.47 |
0.5% |
98.27 |
| Low |
95.20 |
95.67 |
0.47 |
0.5% |
94.63 |
| Close |
97.07 |
95.98 |
-1.09 |
-1.1% |
97.07 |
| Range |
2.30 |
2.30 |
0.00 |
0.0% |
3.64 |
| ATR |
1.98 |
2.00 |
0.02 |
1.2% |
0.00 |
| Volume |
48,928 |
67,438 |
18,510 |
37.8% |
265,297 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.44 |
102.01 |
97.25 |
|
| R3 |
101.14 |
99.71 |
96.61 |
|
| R2 |
98.84 |
98.84 |
96.40 |
|
| R1 |
97.41 |
97.41 |
96.19 |
96.98 |
| PP |
96.54 |
96.54 |
96.54 |
96.32 |
| S1 |
95.11 |
95.11 |
95.77 |
94.68 |
| S2 |
94.24 |
94.24 |
95.56 |
|
| S3 |
91.94 |
92.81 |
95.35 |
|
| S4 |
89.64 |
90.51 |
94.72 |
|
|
| 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 |
97.97 |
94.63 |
3.34 |
3.5% |
1.82 |
1.9% |
40% |
True |
False |
54,313 |
| 10 |
98.94 |
94.63 |
4.31 |
4.5% |
1.94 |
2.0% |
31% |
False |
False |
55,371 |
| 20 |
98.94 |
92.66 |
6.28 |
6.5% |
1.82 |
1.9% |
53% |
False |
False |
57,177 |
| 40 |
98.94 |
85.43 |
13.51 |
14.1% |
2.02 |
2.1% |
78% |
False |
False |
50,896 |
| 60 |
98.94 |
79.12 |
19.82 |
20.7% |
2.31 |
2.4% |
85% |
False |
False |
49,753 |
| 80 |
98.94 |
79.12 |
19.82 |
20.7% |
2.29 |
2.4% |
85% |
False |
False |
48,705 |
| 100 |
107.29 |
79.12 |
28.17 |
29.3% |
2.19 |
2.3% |
60% |
False |
False |
48,760 |
| 120 |
110.02 |
79.12 |
30.90 |
32.2% |
2.15 |
2.2% |
55% |
False |
False |
47,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.75 |
|
2.618 |
103.99 |
|
1.618 |
101.69 |
|
1.000 |
100.27 |
|
0.618 |
99.39 |
|
HIGH |
97.97 |
|
0.618 |
97.09 |
|
0.500 |
96.82 |
|
0.382 |
96.55 |
|
LOW |
95.67 |
|
0.618 |
94.25 |
|
1.000 |
93.37 |
|
1.618 |
91.95 |
|
2.618 |
89.65 |
|
4.250 |
85.90 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.82 |
96.30 |
| PP |
96.54 |
96.19 |
| S1 |
96.26 |
96.09 |
|