NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.67 |
95.66 |
0.99 |
1.0% |
92.56 |
| High |
96.27 |
97.08 |
0.81 |
0.8% |
96.04 |
| Low |
94.39 |
95.40 |
1.01 |
1.1% |
92.19 |
| Close |
95.74 |
96.95 |
1.21 |
1.3% |
94.33 |
| Range |
1.88 |
1.68 |
-0.20 |
-10.6% |
3.85 |
| ATR |
2.00 |
1.97 |
-0.02 |
-1.1% |
0.00 |
| Volume |
12,964 |
26,071 |
13,107 |
101.1% |
84,104 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.52 |
100.91 |
97.87 |
|
| R3 |
99.84 |
99.23 |
97.41 |
|
| R2 |
98.16 |
98.16 |
97.26 |
|
| R1 |
97.55 |
97.55 |
97.10 |
97.86 |
| PP |
96.48 |
96.48 |
96.48 |
96.63 |
| S1 |
95.87 |
95.87 |
96.80 |
96.18 |
| S2 |
94.80 |
94.80 |
96.64 |
|
| S3 |
93.12 |
94.19 |
96.49 |
|
| S4 |
91.44 |
92.51 |
96.03 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.74 |
103.88 |
96.45 |
|
| R3 |
101.89 |
100.03 |
95.39 |
|
| R2 |
98.04 |
98.04 |
95.04 |
|
| R1 |
96.18 |
96.18 |
94.68 |
97.11 |
| PP |
94.19 |
94.19 |
94.19 |
94.65 |
| S1 |
92.33 |
92.33 |
93.98 |
93.26 |
| S2 |
90.34 |
90.34 |
93.62 |
|
| S3 |
86.49 |
88.48 |
93.27 |
|
| S4 |
82.64 |
84.63 |
92.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.08 |
93.13 |
3.95 |
4.1% |
1.66 |
1.7% |
97% |
True |
False |
18,272 |
| 10 |
97.08 |
89.17 |
7.91 |
8.2% |
1.84 |
1.9% |
98% |
True |
False |
17,589 |
| 20 |
97.08 |
88.25 |
8.83 |
9.1% |
1.89 |
1.9% |
99% |
True |
False |
14,620 |
| 40 |
97.08 |
79.69 |
17.39 |
17.9% |
2.09 |
2.2% |
99% |
True |
False |
12,713 |
| 60 |
97.08 |
79.69 |
17.39 |
17.9% |
2.13 |
2.2% |
99% |
True |
False |
10,721 |
| 80 |
107.14 |
79.69 |
27.45 |
28.3% |
1.99 |
2.0% |
63% |
False |
False |
9,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.22 |
|
2.618 |
101.48 |
|
1.618 |
99.80 |
|
1.000 |
98.76 |
|
0.618 |
98.12 |
|
HIGH |
97.08 |
|
0.618 |
96.44 |
|
0.500 |
96.24 |
|
0.382 |
96.04 |
|
LOW |
95.40 |
|
0.618 |
94.36 |
|
1.000 |
93.72 |
|
1.618 |
92.68 |
|
2.618 |
91.00 |
|
4.250 |
88.26 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.71 |
96.51 |
| PP |
96.48 |
96.08 |
| S1 |
96.24 |
95.64 |
|