NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
84.65 |
83.67 |
-0.98 |
-1.2% |
80.20 |
High |
85.05 |
88.04 |
2.99 |
3.5% |
85.34 |
Low |
82.10 |
83.33 |
1.23 |
1.5% |
77.28 |
Close |
83.75 |
87.66 |
3.91 |
4.7% |
84.96 |
Range |
2.95 |
4.71 |
1.76 |
59.7% |
8.06 |
ATR |
2.98 |
3.11 |
0.12 |
4.1% |
0.00 |
Volume |
273,722 |
331 |
-273,391 |
-99.9% |
1,433,164 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.47 |
98.78 |
90.25 |
|
R3 |
95.76 |
94.07 |
88.96 |
|
R2 |
91.05 |
91.05 |
88.52 |
|
R1 |
89.36 |
89.36 |
88.09 |
90.21 |
PP |
86.34 |
86.34 |
86.34 |
86.77 |
S1 |
84.65 |
84.65 |
87.23 |
85.50 |
S2 |
81.63 |
81.63 |
86.80 |
|
S3 |
76.92 |
79.94 |
86.36 |
|
S4 |
72.21 |
75.23 |
85.07 |
|
|
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 |
88.04 |
77.28 |
10.76 |
12.3% |
4.10 |
4.7% |
96% |
True |
False |
245,551 |
10 |
88.04 |
77.28 |
10.76 |
12.3% |
3.44 |
3.9% |
96% |
True |
False |
275,166 |
20 |
88.04 |
77.28 |
10.76 |
12.3% |
3.10 |
3.5% |
96% |
True |
False |
196,527 |
40 |
98.70 |
77.28 |
21.42 |
24.4% |
2.66 |
3.0% |
48% |
False |
False |
120,898 |
60 |
106.99 |
77.28 |
29.71 |
33.9% |
2.40 |
2.7% |
35% |
False |
False |
90,933 |
80 |
109.69 |
77.28 |
32.41 |
37.0% |
2.28 |
2.6% |
32% |
False |
False |
73,082 |
100 |
111.38 |
77.28 |
34.10 |
38.9% |
2.18 |
2.5% |
30% |
False |
False |
61,917 |
120 |
111.38 |
77.28 |
34.10 |
38.9% |
2.07 |
2.4% |
30% |
False |
False |
53,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.06 |
2.618 |
100.37 |
1.618 |
95.66 |
1.000 |
92.75 |
0.618 |
90.95 |
HIGH |
88.04 |
0.618 |
86.24 |
0.500 |
85.69 |
0.382 |
85.13 |
LOW |
83.33 |
0.618 |
80.42 |
1.000 |
78.62 |
1.618 |
75.71 |
2.618 |
71.00 |
4.250 |
63.31 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.00 |
86.16 |
PP |
86.34 |
84.66 |
S1 |
85.69 |
83.16 |
|