NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
78.46 |
84.65 |
6.19 |
7.9% |
80.20 |
High |
85.34 |
85.05 |
-0.29 |
-0.3% |
85.34 |
Low |
78.28 |
82.10 |
3.82 |
4.9% |
77.28 |
Close |
84.96 |
83.75 |
-1.21 |
-1.4% |
84.96 |
Range |
7.06 |
2.95 |
-4.11 |
-58.2% |
8.06 |
ATR |
2.99 |
2.98 |
0.00 |
-0.1% |
0.00 |
Volume |
417,342 |
273,722 |
-143,620 |
-34.4% |
1,433,164 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.48 |
91.07 |
85.37 |
|
R3 |
89.53 |
88.12 |
84.56 |
|
R2 |
86.58 |
86.58 |
84.29 |
|
R1 |
85.17 |
85.17 |
84.02 |
84.40 |
PP |
83.63 |
83.63 |
83.63 |
83.25 |
S1 |
82.22 |
82.22 |
83.48 |
81.45 |
S2 |
80.68 |
80.68 |
83.21 |
|
S3 |
77.73 |
79.27 |
82.94 |
|
S4 |
74.78 |
76.32 |
82.13 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.71 |
103.89 |
89.39 |
|
R3 |
98.65 |
95.83 |
87.18 |
|
R2 |
90.59 |
90.59 |
86.44 |
|
R1 |
87.77 |
87.77 |
85.70 |
89.18 |
PP |
82.53 |
82.53 |
82.53 |
83.23 |
S1 |
79.71 |
79.71 |
84.22 |
81.12 |
S2 |
74.47 |
74.47 |
83.48 |
|
S3 |
66.41 |
71.65 |
82.74 |
|
S4 |
58.35 |
63.59 |
80.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.34 |
77.28 |
8.06 |
9.6% |
3.43 |
4.1% |
80% |
False |
False |
293,755 |
10 |
85.34 |
77.28 |
8.06 |
9.6% |
3.19 |
3.8% |
80% |
False |
False |
301,978 |
20 |
87.32 |
77.28 |
10.04 |
12.0% |
2.94 |
3.5% |
64% |
False |
False |
199,742 |
40 |
98.86 |
77.28 |
21.58 |
25.8% |
2.61 |
3.1% |
30% |
False |
False |
122,078 |
60 |
106.99 |
77.28 |
29.71 |
35.5% |
2.35 |
2.8% |
22% |
False |
False |
91,254 |
80 |
109.69 |
77.28 |
32.41 |
38.7% |
2.24 |
2.7% |
20% |
False |
False |
73,431 |
100 |
111.38 |
77.28 |
34.10 |
40.7% |
2.14 |
2.6% |
19% |
False |
False |
62,116 |
120 |
111.38 |
77.28 |
34.10 |
40.7% |
2.04 |
2.4% |
19% |
False |
False |
53,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.59 |
2.618 |
92.77 |
1.618 |
89.82 |
1.000 |
88.00 |
0.618 |
86.87 |
HIGH |
85.05 |
0.618 |
83.92 |
0.500 |
83.58 |
0.382 |
83.23 |
LOW |
82.10 |
0.618 |
80.28 |
1.000 |
79.15 |
1.618 |
77.33 |
2.618 |
74.38 |
4.250 |
69.56 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
83.69 |
82.94 |
PP |
83.63 |
82.12 |
S1 |
83.58 |
81.31 |
|