NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
94.63 |
95.00 |
0.37 |
0.4% |
92.90 |
| High |
95.63 |
96.65 |
1.02 |
1.1% |
96.12 |
| Low |
94.63 |
94.77 |
0.14 |
0.1% |
92.44 |
| Close |
95.32 |
96.12 |
0.80 |
0.8% |
94.74 |
| Range |
1.00 |
1.88 |
0.88 |
88.0% |
3.68 |
| ATR |
1.83 |
1.84 |
0.00 |
0.2% |
0.00 |
| Volume |
6,723 |
6,315 |
-408 |
-6.1% |
44,877 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.49 |
100.68 |
97.15 |
|
| R3 |
99.61 |
98.80 |
96.64 |
|
| R2 |
97.73 |
97.73 |
96.46 |
|
| R1 |
96.92 |
96.92 |
96.29 |
97.33 |
| PP |
95.85 |
95.85 |
95.85 |
96.05 |
| S1 |
95.04 |
95.04 |
95.95 |
95.45 |
| S2 |
93.97 |
93.97 |
95.78 |
|
| S3 |
92.09 |
93.16 |
95.60 |
|
| S4 |
90.21 |
91.28 |
95.09 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
103.79 |
96.76 |
|
| R3 |
101.79 |
100.11 |
95.75 |
|
| R2 |
98.11 |
98.11 |
95.41 |
|
| R1 |
96.43 |
96.43 |
95.08 |
97.27 |
| PP |
94.43 |
94.43 |
94.43 |
94.86 |
| S1 |
92.75 |
92.75 |
94.40 |
93.59 |
| S2 |
90.75 |
90.75 |
94.07 |
|
| S3 |
87.07 |
89.07 |
93.73 |
|
| S4 |
83.39 |
85.39 |
92.72 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.64 |
|
2.618 |
101.57 |
|
1.618 |
99.69 |
|
1.000 |
98.53 |
|
0.618 |
97.81 |
|
HIGH |
96.65 |
|
0.618 |
95.93 |
|
0.500 |
95.71 |
|
0.382 |
95.49 |
|
LOW |
94.77 |
|
0.618 |
93.61 |
|
1.000 |
92.89 |
|
1.618 |
91.73 |
|
2.618 |
89.85 |
|
4.250 |
86.78 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
95.98 |
95.85 |
| PP |
95.85 |
95.58 |
| S1 |
95.71 |
95.32 |
|