NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
87.16 |
86.73 |
-0.43 |
-0.5% |
84.65 |
High |
88.98 |
87.13 |
-1.85 |
-2.1% |
88.98 |
Low |
86.50 |
84.02 |
-2.48 |
-2.9% |
82.10 |
Close |
87.22 |
84.45 |
-2.77 |
-3.2% |
84.45 |
Range |
2.48 |
3.11 |
0.63 |
25.4% |
6.88 |
ATR |
3.06 |
3.07 |
0.01 |
0.3% |
0.00 |
Volume |
411 |
269,727 |
269,316 |
65,527.0% |
544,191 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.53 |
92.60 |
86.16 |
|
R3 |
91.42 |
89.49 |
85.31 |
|
R2 |
88.31 |
88.31 |
85.02 |
|
R1 |
86.38 |
86.38 |
84.74 |
85.79 |
PP |
85.20 |
85.20 |
85.20 |
84.91 |
S1 |
83.27 |
83.27 |
84.16 |
82.68 |
S2 |
82.09 |
82.09 |
83.88 |
|
S3 |
78.98 |
80.16 |
83.59 |
|
S4 |
75.87 |
77.05 |
82.74 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.82 |
102.01 |
88.23 |
|
R3 |
98.94 |
95.13 |
86.34 |
|
R2 |
92.06 |
92.06 |
85.71 |
|
R1 |
88.25 |
88.25 |
85.08 |
86.72 |
PP |
85.18 |
85.18 |
85.18 |
84.41 |
S1 |
81.37 |
81.37 |
83.82 |
79.84 |
S2 |
78.30 |
78.30 |
83.19 |
|
S3 |
71.42 |
74.49 |
82.56 |
|
S4 |
64.54 |
67.61 |
80.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.98 |
78.28 |
10.70 |
12.7% |
4.06 |
4.8% |
58% |
False |
False |
192,306 |
10 |
88.98 |
77.28 |
11.70 |
13.9% |
3.29 |
3.9% |
61% |
False |
False |
225,525 |
20 |
88.98 |
77.28 |
11.70 |
13.9% |
3.09 |
3.7% |
61% |
False |
False |
203,440 |
40 |
98.28 |
77.28 |
21.00 |
24.9% |
2.69 |
3.2% |
34% |
False |
False |
125,668 |
60 |
106.99 |
77.28 |
29.71 |
35.2% |
2.42 |
2.9% |
24% |
False |
False |
94,644 |
80 |
109.69 |
77.28 |
32.41 |
38.4% |
2.32 |
2.7% |
22% |
False |
False |
75,902 |
100 |
111.38 |
77.28 |
34.10 |
40.4% |
2.20 |
2.6% |
21% |
False |
False |
64,380 |
120 |
111.38 |
77.28 |
34.10 |
40.4% |
2.08 |
2.5% |
21% |
False |
False |
55,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.35 |
2.618 |
95.27 |
1.618 |
92.16 |
1.000 |
90.24 |
0.618 |
89.05 |
HIGH |
87.13 |
0.618 |
85.94 |
0.500 |
85.58 |
0.382 |
85.21 |
LOW |
84.02 |
0.618 |
82.10 |
1.000 |
80.91 |
1.618 |
78.99 |
2.618 |
75.88 |
4.250 |
70.80 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
85.58 |
86.16 |
PP |
85.20 |
85.59 |
S1 |
84.83 |
85.02 |
|