NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
98.10 |
96.75 |
-1.35 |
-1.4% |
97.90 |
| High |
98.71 |
97.75 |
-0.96 |
-1.0% |
99.63 |
| Low |
95.89 |
96.70 |
0.81 |
0.8% |
96.88 |
| Close |
96.91 |
97.67 |
0.76 |
0.8% |
97.49 |
| Range |
2.82 |
1.05 |
-1.77 |
-62.8% |
2.75 |
| ATR |
1.74 |
1.69 |
-0.05 |
-2.8% |
0.00 |
| Volume |
9,547 |
6,661 |
-2,886 |
-30.2% |
54,593 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.52 |
100.15 |
98.25 |
|
| R3 |
99.47 |
99.10 |
97.96 |
|
| R2 |
98.42 |
98.42 |
97.86 |
|
| R1 |
98.05 |
98.05 |
97.77 |
98.24 |
| PP |
97.37 |
97.37 |
97.37 |
97.47 |
| S1 |
97.00 |
97.00 |
97.57 |
97.19 |
| S2 |
96.32 |
96.32 |
97.48 |
|
| S3 |
95.27 |
95.95 |
97.38 |
|
| S4 |
94.22 |
94.90 |
97.09 |
|
|
| 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 |
3.8% |
1.69 |
1.7% |
48% |
False |
False |
11,258 |
| 10 |
99.63 |
94.77 |
4.86 |
5.0% |
1.55 |
1.6% |
60% |
False |
False |
10,071 |
| 20 |
99.63 |
89.15 |
10.48 |
10.7% |
1.58 |
1.6% |
81% |
False |
False |
9,515 |
| 40 |
99.63 |
86.36 |
13.27 |
13.6% |
1.72 |
1.8% |
85% |
False |
False |
7,725 |
| 60 |
99.63 |
80.09 |
19.54 |
20.0% |
1.81 |
1.9% |
90% |
False |
False |
6,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.21 |
|
2.618 |
100.50 |
|
1.618 |
99.45 |
|
1.000 |
98.80 |
|
0.618 |
98.40 |
|
HIGH |
97.75 |
|
0.618 |
97.35 |
|
0.500 |
97.23 |
|
0.382 |
97.10 |
|
LOW |
96.70 |
|
0.618 |
96.05 |
|
1.000 |
95.65 |
|
1.618 |
95.00 |
|
2.618 |
93.95 |
|
4.250 |
92.24 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.52 |
97.55 |
| PP |
97.37 |
97.42 |
| S1 |
97.23 |
97.30 |
|