NYMEX Light Sweet Crude Oil Future January 2013
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.66 |
96.52 |
0.86 |
0.9% |
94.55 |
| High |
97.08 |
97.57 |
0.49 |
0.5% |
97.57 |
| Low |
95.40 |
96.40 |
1.00 |
1.0% |
93.57 |
| Close |
96.95 |
97.33 |
0.38 |
0.4% |
97.33 |
| Range |
1.68 |
1.17 |
-0.51 |
-30.4% |
4.00 |
| ATR |
1.97 |
1.92 |
-0.06 |
-2.9% |
0.00 |
| Volume |
26,071 |
17,550 |
-8,521 |
-32.7% |
93,031 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.61 |
100.14 |
97.97 |
|
| R3 |
99.44 |
98.97 |
97.65 |
|
| R2 |
98.27 |
98.27 |
97.54 |
|
| R1 |
97.80 |
97.80 |
97.44 |
98.04 |
| PP |
97.10 |
97.10 |
97.10 |
97.22 |
| S1 |
96.63 |
96.63 |
97.22 |
96.87 |
| S2 |
95.93 |
95.93 |
97.12 |
|
| S3 |
94.76 |
95.46 |
97.01 |
|
| S4 |
93.59 |
94.29 |
96.69 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.16 |
106.74 |
99.53 |
|
| R3 |
104.16 |
102.74 |
98.43 |
|
| R2 |
100.16 |
100.16 |
98.06 |
|
| R1 |
98.74 |
98.74 |
97.70 |
99.45 |
| PP |
96.16 |
96.16 |
96.16 |
96.51 |
| S1 |
94.74 |
94.74 |
96.96 |
95.45 |
| S2 |
92.16 |
92.16 |
96.60 |
|
| S3 |
88.16 |
90.74 |
96.23 |
|
| S4 |
84.16 |
86.74 |
95.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.57 |
93.57 |
4.00 |
4.1% |
1.58 |
1.6% |
94% |
True |
False |
18,606 |
| 10 |
97.57 |
92.19 |
5.38 |
5.5% |
1.57 |
1.6% |
96% |
True |
False |
17,713 |
| 20 |
97.57 |
88.25 |
9.32 |
9.6% |
1.87 |
1.9% |
97% |
True |
False |
14,509 |
| 40 |
97.57 |
79.69 |
17.88 |
18.4% |
2.05 |
2.1% |
99% |
True |
False |
12,713 |
| 60 |
97.57 |
79.69 |
17.88 |
18.4% |
2.11 |
2.2% |
99% |
True |
False |
10,931 |
| 80 |
107.14 |
79.69 |
27.45 |
28.2% |
1.99 |
2.0% |
64% |
False |
False |
9,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.54 |
|
2.618 |
100.63 |
|
1.618 |
99.46 |
|
1.000 |
98.74 |
|
0.618 |
98.29 |
|
HIGH |
97.57 |
|
0.618 |
97.12 |
|
0.500 |
96.99 |
|
0.382 |
96.85 |
|
LOW |
96.40 |
|
0.618 |
95.68 |
|
1.000 |
95.23 |
|
1.618 |
94.51 |
|
2.618 |
93.34 |
|
4.250 |
91.43 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.22 |
96.88 |
| PP |
97.10 |
96.43 |
| S1 |
96.99 |
95.98 |
|