NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
97.10 |
96.79 |
-0.31 |
-0.3% |
97.90 |
| High |
97.60 |
96.96 |
-0.64 |
-0.7% |
99.63 |
| Low |
96.23 |
95.50 |
-0.73 |
-0.8% |
96.88 |
| Close |
96.88 |
96.14 |
-0.74 |
-0.8% |
97.49 |
| Range |
1.37 |
1.46 |
0.09 |
6.6% |
2.75 |
| ATR |
1.68 |
1.66 |
-0.02 |
-0.9% |
0.00 |
| Volume |
5,829 |
11,522 |
5,693 |
97.7% |
54,593 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.58 |
99.82 |
96.94 |
|
| R3 |
99.12 |
98.36 |
96.54 |
|
| R2 |
97.66 |
97.66 |
96.41 |
|
| R1 |
96.90 |
96.90 |
96.27 |
96.55 |
| PP |
96.20 |
96.20 |
96.20 |
96.03 |
| S1 |
95.44 |
95.44 |
96.01 |
95.09 |
| S2 |
94.74 |
94.74 |
95.87 |
|
| S3 |
93.28 |
93.98 |
95.74 |
|
| S4 |
91.82 |
92.52 |
95.34 |
|
|
| 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 |
98.71 |
95.50 |
3.21 |
3.3% |
1.58 |
1.6% |
20% |
False |
True |
9,445 |
| 10 |
99.63 |
95.50 |
4.13 |
4.3% |
1.48 |
1.5% |
15% |
False |
True |
9,972 |
| 20 |
99.63 |
89.94 |
9.69 |
10.1% |
1.57 |
1.6% |
64% |
False |
False |
9,531 |
| 40 |
99.63 |
86.36 |
13.27 |
13.8% |
1.66 |
1.7% |
74% |
False |
False |
7,820 |
| 60 |
99.63 |
80.09 |
19.54 |
20.3% |
1.81 |
1.9% |
82% |
False |
False |
7,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.17 |
|
2.618 |
100.78 |
|
1.618 |
99.32 |
|
1.000 |
98.42 |
|
0.618 |
97.86 |
|
HIGH |
96.96 |
|
0.618 |
96.40 |
|
0.500 |
96.23 |
|
0.382 |
96.06 |
|
LOW |
95.50 |
|
0.618 |
94.60 |
|
1.000 |
94.04 |
|
1.618 |
93.14 |
|
2.618 |
91.68 |
|
4.250 |
89.30 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.23 |
96.63 |
| PP |
96.20 |
96.46 |
| S1 |
96.17 |
96.30 |
|