NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.21 |
98.10 |
0.89 |
0.9% |
97.90 |
| High |
98.31 |
98.71 |
0.40 |
0.4% |
99.63 |
| Low |
97.09 |
95.89 |
-1.20 |
-1.2% |
96.88 |
| Close |
97.49 |
96.91 |
-0.58 |
-0.6% |
97.49 |
| Range |
1.22 |
2.82 |
1.60 |
131.1% |
2.75 |
| ATR |
1.66 |
1.74 |
0.08 |
5.0% |
0.00 |
| Volume |
13,668 |
9,547 |
-4,121 |
-30.2% |
54,593 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.63 |
104.09 |
98.46 |
|
| R3 |
102.81 |
101.27 |
97.69 |
|
| R2 |
99.99 |
99.99 |
97.43 |
|
| R1 |
98.45 |
98.45 |
97.17 |
97.81 |
| PP |
97.17 |
97.17 |
97.17 |
96.85 |
| S1 |
95.63 |
95.63 |
96.65 |
94.99 |
| S2 |
94.35 |
94.35 |
96.39 |
|
| S3 |
91.53 |
92.81 |
96.13 |
|
| S4 |
88.71 |
89.99 |
95.36 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.25 |
104.62 |
99.00 |
|
| R3 |
103.50 |
101.87 |
98.25 |
|
| R2 |
100.75 |
100.75 |
97.99 |
|
| R1 |
99.12 |
99.12 |
97.74 |
98.56 |
| PP |
98.00 |
98.00 |
98.00 |
97.72 |
| S1 |
96.37 |
96.37 |
97.24 |
95.81 |
| S2 |
95.25 |
95.25 |
96.99 |
|
| S3 |
92.50 |
93.62 |
96.73 |
|
| S4 |
89.75 |
90.87 |
95.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.63 |
95.89 |
3.74 |
3.9% |
1.77 |
1.8% |
27% |
False |
True |
11,304 |
| 10 |
99.63 |
94.63 |
5.00 |
5.2% |
1.54 |
1.6% |
46% |
False |
False |
10,077 |
| 20 |
99.63 |
89.15 |
10.48 |
10.8% |
1.67 |
1.7% |
74% |
False |
False |
9,459 |
| 40 |
99.63 |
84.64 |
14.99 |
15.5% |
1.76 |
1.8% |
82% |
False |
False |
7,751 |
| 60 |
99.63 |
80.09 |
19.54 |
20.2% |
1.82 |
1.9% |
86% |
False |
False |
6,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.70 |
|
2.618 |
106.09 |
|
1.618 |
103.27 |
|
1.000 |
101.53 |
|
0.618 |
100.45 |
|
HIGH |
98.71 |
|
0.618 |
97.63 |
|
0.500 |
97.30 |
|
0.382 |
96.97 |
|
LOW |
95.89 |
|
0.618 |
94.15 |
|
1.000 |
93.07 |
|
1.618 |
91.33 |
|
2.618 |
88.51 |
|
4.250 |
83.91 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.30 |
97.76 |
| PP |
97.17 |
97.48 |
| S1 |
97.04 |
97.19 |
|