NYMEX Light Sweet Crude Oil Future March 2013
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
98.48 |
98.16 |
-0.32 |
-0.3% |
95.46 |
| High |
99.20 |
98.98 |
-0.22 |
-0.2% |
97.98 |
| Low |
98.16 |
98.06 |
-0.10 |
-0.1% |
94.24 |
| Close |
98.46 |
98.74 |
0.28 |
0.3% |
97.75 |
| Range |
1.04 |
0.92 |
-0.12 |
-11.5% |
3.74 |
| ATR |
1.63 |
1.58 |
-0.05 |
-3.1% |
0.00 |
| Volume |
8,482 |
13,981 |
5,499 |
64.8% |
62,014 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.35 |
100.97 |
99.25 |
|
| R3 |
100.43 |
100.05 |
98.99 |
|
| R2 |
99.51 |
99.51 |
98.91 |
|
| R1 |
99.13 |
99.13 |
98.82 |
99.32 |
| PP |
98.59 |
98.59 |
98.59 |
98.69 |
| S1 |
98.21 |
98.21 |
98.66 |
98.40 |
| S2 |
97.67 |
97.67 |
98.57 |
|
| S3 |
96.75 |
97.29 |
98.49 |
|
| S4 |
95.83 |
96.37 |
98.23 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.88 |
106.55 |
99.81 |
|
| R3 |
104.14 |
102.81 |
98.78 |
|
| R2 |
100.40 |
100.40 |
98.44 |
|
| R1 |
99.07 |
99.07 |
98.09 |
99.74 |
| PP |
96.66 |
96.66 |
96.66 |
96.99 |
| S1 |
95.33 |
95.33 |
97.41 |
96.00 |
| S2 |
92.92 |
92.92 |
97.06 |
|
| S3 |
89.18 |
91.59 |
96.72 |
|
| S4 |
85.44 |
87.85 |
95.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.89 |
|
2.618 |
101.39 |
|
1.618 |
100.47 |
|
1.000 |
99.90 |
|
0.618 |
99.55 |
|
HIGH |
98.98 |
|
0.618 |
98.63 |
|
0.500 |
98.52 |
|
0.382 |
98.41 |
|
LOW |
98.06 |
|
0.618 |
97.49 |
|
1.000 |
97.14 |
|
1.618 |
96.57 |
|
2.618 |
95.65 |
|
4.250 |
94.15 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.67 |
98.53 |
| PP |
98.59 |
98.32 |
| S1 |
98.52 |
98.11 |
|