NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
97.73 |
96.64 |
-1.09 |
-1.1% |
98.10 |
| High |
98.61 |
97.15 |
-1.46 |
-1.5% |
98.71 |
| Low |
96.60 |
95.95 |
-0.65 |
-0.7% |
95.50 |
| Close |
96.83 |
96.93 |
0.10 |
0.1% |
97.86 |
| Range |
2.01 |
1.20 |
-0.81 |
-40.3% |
3.21 |
| ATR |
1.71 |
1.67 |
-0.04 |
-2.1% |
0.00 |
| Volume |
11,941 |
10,997 |
-944 |
-7.9% |
44,958 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.28 |
99.80 |
97.59 |
|
| R3 |
99.08 |
98.60 |
97.26 |
|
| R2 |
97.88 |
97.88 |
97.15 |
|
| R1 |
97.40 |
97.40 |
97.04 |
97.64 |
| PP |
96.68 |
96.68 |
96.68 |
96.80 |
| S1 |
96.20 |
96.20 |
96.82 |
96.44 |
| S2 |
95.48 |
95.48 |
96.71 |
|
| S3 |
94.28 |
95.00 |
96.60 |
|
| S4 |
93.08 |
93.80 |
96.27 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.99 |
105.63 |
99.63 |
|
| R3 |
103.78 |
102.42 |
98.74 |
|
| R2 |
100.57 |
100.57 |
98.45 |
|
| R1 |
99.21 |
99.21 |
98.15 |
98.29 |
| PP |
97.36 |
97.36 |
97.36 |
96.89 |
| S1 |
96.00 |
96.00 |
97.57 |
95.08 |
| S2 |
94.15 |
94.15 |
97.27 |
|
| S3 |
90.94 |
92.79 |
96.98 |
|
| S4 |
87.73 |
89.58 |
96.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.61 |
95.50 |
3.11 |
3.2% |
1.53 |
1.6% |
46% |
False |
False |
10,337 |
| 10 |
99.63 |
95.50 |
4.13 |
4.3% |
1.61 |
1.7% |
35% |
False |
False |
10,798 |
| 20 |
99.63 |
93.49 |
6.14 |
6.3% |
1.47 |
1.5% |
56% |
False |
False |
9,737 |
| 40 |
99.63 |
86.74 |
12.89 |
13.3% |
1.62 |
1.7% |
79% |
False |
False |
8,274 |
| 60 |
99.63 |
80.09 |
19.54 |
20.2% |
1.79 |
1.8% |
86% |
False |
False |
7,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.25 |
|
2.618 |
100.29 |
|
1.618 |
99.09 |
|
1.000 |
98.35 |
|
0.618 |
97.89 |
|
HIGH |
97.15 |
|
0.618 |
96.69 |
|
0.500 |
96.55 |
|
0.382 |
96.41 |
|
LOW |
95.95 |
|
0.618 |
95.21 |
|
1.000 |
94.75 |
|
1.618 |
94.01 |
|
2.618 |
92.81 |
|
4.250 |
90.85 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.80 |
97.28 |
| PP |
96.68 |
97.16 |
| S1 |
96.55 |
97.05 |
|