NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.79 |
95.00 |
0.21 |
0.2% |
91.74 |
| High |
96.04 |
95.56 |
-0.48 |
-0.5% |
93.03 |
| Low |
94.50 |
94.55 |
0.05 |
0.1% |
88.60 |
| Close |
94.88 |
94.84 |
-0.04 |
0.0% |
92.77 |
| Range |
1.54 |
1.01 |
-0.53 |
-34.4% |
4.43 |
| ATR |
2.19 |
2.10 |
-0.08 |
-3.8% |
0.00 |
| Volume |
25,805 |
15,891 |
-9,914 |
-38.4% |
66,089 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.01 |
97.44 |
95.40 |
|
| R3 |
97.00 |
96.43 |
95.12 |
|
| R2 |
95.99 |
95.99 |
95.03 |
|
| R1 |
95.42 |
95.42 |
94.93 |
95.20 |
| PP |
94.98 |
94.98 |
94.98 |
94.88 |
| S1 |
94.41 |
94.41 |
94.75 |
94.19 |
| S2 |
93.97 |
93.97 |
94.65 |
|
| S3 |
92.96 |
93.40 |
94.56 |
|
| S4 |
91.95 |
92.39 |
94.28 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.76 |
103.19 |
95.21 |
|
| R3 |
100.33 |
98.76 |
93.99 |
|
| R2 |
95.90 |
95.90 |
93.58 |
|
| R1 |
94.33 |
94.33 |
93.18 |
95.12 |
| PP |
91.47 |
91.47 |
91.47 |
91.86 |
| S1 |
89.90 |
89.90 |
92.36 |
90.69 |
| S2 |
87.04 |
87.04 |
91.96 |
|
| S3 |
82.61 |
85.47 |
91.55 |
|
| S4 |
78.18 |
81.04 |
90.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.04 |
89.17 |
6.87 |
7.2% |
2.02 |
2.1% |
83% |
False |
False |
16,906 |
| 10 |
96.04 |
88.60 |
7.44 |
7.8% |
1.87 |
2.0% |
84% |
False |
False |
14,088 |
| 20 |
96.04 |
87.99 |
8.05 |
8.5% |
1.91 |
2.0% |
85% |
False |
False |
12,680 |
| 40 |
96.04 |
79.69 |
16.35 |
17.2% |
2.16 |
2.3% |
93% |
False |
False |
11,085 |
| 60 |
96.04 |
79.69 |
16.35 |
17.2% |
2.11 |
2.2% |
93% |
False |
False |
9,551 |
| 80 |
107.14 |
79.69 |
27.45 |
28.9% |
1.95 |
2.1% |
55% |
False |
False |
8,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.85 |
|
2.618 |
98.20 |
|
1.618 |
97.19 |
|
1.000 |
96.57 |
|
0.618 |
96.18 |
|
HIGH |
95.56 |
|
0.618 |
95.17 |
|
0.500 |
95.06 |
|
0.382 |
94.94 |
|
LOW |
94.55 |
|
0.618 |
93.93 |
|
1.000 |
93.54 |
|
1.618 |
92.92 |
|
2.618 |
91.91 |
|
4.250 |
90.26 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.06 |
94.79 |
| PP |
94.98 |
94.74 |
| S1 |
94.91 |
94.69 |
|