NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
84.01 |
86.20 |
2.19 |
2.6% |
84.65 |
High |
86.49 |
86.37 |
-0.12 |
-0.1% |
88.98 |
Low |
84.01 |
84.21 |
0.20 |
0.2% |
82.10 |
Close |
85.81 |
86.08 |
0.27 |
0.3% |
84.45 |
Range |
2.48 |
2.16 |
-0.32 |
-12.9% |
6.88 |
ATR |
2.95 |
2.90 |
-0.06 |
-1.9% |
0.00 |
Volume |
277,875 |
222,122 |
-55,753 |
-20.1% |
544,191 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.03 |
91.22 |
87.27 |
|
R3 |
89.87 |
89.06 |
86.67 |
|
R2 |
87.71 |
87.71 |
86.48 |
|
R1 |
86.90 |
86.90 |
86.28 |
86.23 |
PP |
85.55 |
85.55 |
85.55 |
85.22 |
S1 |
84.74 |
84.74 |
85.88 |
84.07 |
S2 |
83.39 |
83.39 |
85.68 |
|
S3 |
81.23 |
82.58 |
85.49 |
|
S4 |
79.07 |
80.42 |
84.89 |
|
|
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 |
87.13 |
83.65 |
3.48 |
4.0% |
2.51 |
2.9% |
70% |
False |
False |
252,331 |
10 |
88.98 |
77.28 |
11.70 |
13.6% |
3.33 |
3.9% |
75% |
False |
False |
224,930 |
20 |
88.98 |
77.28 |
11.70 |
13.6% |
2.93 |
3.4% |
75% |
False |
False |
233,854 |
40 |
94.83 |
77.28 |
17.55 |
20.4% |
2.73 |
3.2% |
50% |
False |
False |
146,782 |
60 |
106.99 |
77.28 |
29.71 |
34.5% |
2.47 |
2.9% |
30% |
False |
False |
109,081 |
80 |
109.37 |
77.28 |
32.09 |
37.3% |
2.35 |
2.7% |
27% |
False |
False |
87,080 |
100 |
111.38 |
77.28 |
34.10 |
39.6% |
2.25 |
2.6% |
26% |
False |
False |
73,816 |
120 |
111.38 |
77.28 |
34.10 |
39.6% |
2.12 |
2.5% |
26% |
False |
False |
63,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.55 |
2.618 |
92.02 |
1.618 |
89.86 |
1.000 |
88.53 |
0.618 |
87.70 |
HIGH |
86.37 |
0.618 |
85.54 |
0.500 |
85.29 |
0.382 |
85.04 |
LOW |
84.21 |
0.618 |
82.88 |
1.000 |
82.05 |
1.618 |
80.72 |
2.618 |
78.56 |
4.250 |
75.03 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
85.82 |
85.74 |
PP |
85.55 |
85.41 |
S1 |
85.29 |
85.07 |
|