NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
86.73 |
84.20 |
-2.53 |
-2.9% |
84.65 |
| High |
87.13 |
86.48 |
-0.65 |
-0.7% |
88.98 |
| Low |
84.02 |
84.00 |
-0.02 |
0.0% |
82.10 |
| Close |
84.45 |
85.99 |
1.54 |
1.8% |
84.45 |
| Range |
3.11 |
2.48 |
-0.63 |
-20.3% |
6.88 |
| ATR |
3.07 |
3.03 |
-0.04 |
-1.4% |
0.00 |
| Volume |
269,727 |
230,290 |
-39,437 |
-14.6% |
544,191 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.93 |
91.94 |
87.35 |
|
| R3 |
90.45 |
89.46 |
86.67 |
|
| R2 |
87.97 |
87.97 |
86.44 |
|
| R1 |
86.98 |
86.98 |
86.22 |
87.48 |
| PP |
85.49 |
85.49 |
85.49 |
85.74 |
| S1 |
84.50 |
84.50 |
85.76 |
85.00 |
| S2 |
83.01 |
83.01 |
85.54 |
|
| S3 |
80.53 |
82.02 |
85.31 |
|
| S4 |
78.05 |
79.54 |
84.63 |
|
|
| 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 |
82.10 |
6.88 |
8.0% |
3.15 |
3.7% |
57% |
False |
False |
154,896 |
| 10 |
88.98 |
77.28 |
11.70 |
13.6% |
3.26 |
3.8% |
74% |
False |
False |
220,764 |
| 20 |
88.98 |
77.28 |
11.70 |
13.6% |
3.08 |
3.6% |
74% |
False |
False |
210,469 |
| 40 |
97.79 |
77.28 |
20.51 |
23.9% |
2.71 |
3.1% |
42% |
False |
False |
130,394 |
| 60 |
106.99 |
77.28 |
29.71 |
34.6% |
2.44 |
2.8% |
29% |
False |
False |
98,044 |
| 80 |
109.69 |
77.28 |
32.41 |
37.7% |
2.33 |
2.7% |
27% |
False |
False |
78,425 |
| 100 |
111.38 |
77.28 |
34.10 |
39.7% |
2.21 |
2.6% |
26% |
False |
False |
66,611 |
| 120 |
111.38 |
77.28 |
34.10 |
39.7% |
2.10 |
2.4% |
26% |
False |
False |
57,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.02 |
|
2.618 |
92.97 |
|
1.618 |
90.49 |
|
1.000 |
88.96 |
|
0.618 |
88.01 |
|
HIGH |
86.48 |
|
0.618 |
85.53 |
|
0.500 |
85.24 |
|
0.382 |
84.95 |
|
LOW |
84.00 |
|
0.618 |
82.47 |
|
1.000 |
81.52 |
|
1.618 |
79.99 |
|
2.618 |
77.51 |
|
4.250 |
73.46 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.74 |
86.49 |
| PP |
85.49 |
86.32 |
| S1 |
85.24 |
86.16 |
|