NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
95.40 |
96.25 |
0.85 |
0.9% |
93.06 |
| High |
96.77 |
97.53 |
0.76 |
0.8% |
96.49 |
| Low |
95.07 |
96.17 |
1.10 |
1.2% |
92.83 |
| Close |
96.34 |
97.44 |
1.10 |
1.1% |
95.01 |
| Range |
1.70 |
1.36 |
-0.34 |
-20.0% |
3.66 |
| ATR |
1.77 |
1.74 |
-0.03 |
-1.7% |
0.00 |
| Volume |
10,082 |
12,459 |
2,377 |
23.6% |
61,203 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.13 |
100.64 |
98.19 |
|
| R3 |
99.77 |
99.28 |
97.81 |
|
| R2 |
98.41 |
98.41 |
97.69 |
|
| R1 |
97.92 |
97.92 |
97.56 |
98.17 |
| PP |
97.05 |
97.05 |
97.05 |
97.17 |
| S1 |
96.56 |
96.56 |
97.32 |
96.81 |
| S2 |
95.69 |
95.69 |
97.19 |
|
| S3 |
94.33 |
95.20 |
97.07 |
|
| S4 |
92.97 |
93.84 |
96.69 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.76 |
104.04 |
97.02 |
|
| R3 |
102.10 |
100.38 |
96.02 |
|
| R2 |
98.44 |
98.44 |
95.68 |
|
| R1 |
96.72 |
96.72 |
95.35 |
97.58 |
| PP |
94.78 |
94.78 |
94.78 |
95.21 |
| S1 |
93.06 |
93.06 |
94.67 |
93.92 |
| S2 |
91.12 |
91.12 |
94.34 |
|
| S3 |
87.46 |
89.40 |
94.00 |
|
| S4 |
83.80 |
85.74 |
93.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.31 |
|
2.618 |
101.09 |
|
1.618 |
99.73 |
|
1.000 |
98.89 |
|
0.618 |
98.37 |
|
HIGH |
97.53 |
|
0.618 |
97.01 |
|
0.500 |
96.85 |
|
0.382 |
96.69 |
|
LOW |
96.17 |
|
0.618 |
95.33 |
|
1.000 |
94.81 |
|
1.618 |
93.97 |
|
2.618 |
92.61 |
|
4.250 |
90.39 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.24 |
97.06 |
| PP |
97.05 |
96.68 |
| S1 |
96.85 |
96.30 |
|