NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
85.86 |
87.13 |
1.27 |
1.5% |
84.20 |
| High |
87.61 |
88.48 |
0.87 |
1.0% |
87.61 |
| Low |
85.58 |
86.41 |
0.83 |
1.0% |
83.65 |
| Close |
87.10 |
88.43 |
1.33 |
1.5% |
87.10 |
| Range |
2.03 |
2.07 |
0.04 |
2.0% |
3.96 |
| ATR |
2.83 |
2.78 |
-0.05 |
-1.9% |
0.00 |
| Volume |
228,994 |
204,006 |
-24,988 |
-10.9% |
1,220,924 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.98 |
93.28 |
89.57 |
|
| R3 |
91.91 |
91.21 |
89.00 |
|
| R2 |
89.84 |
89.84 |
88.81 |
|
| R1 |
89.14 |
89.14 |
88.62 |
89.49 |
| PP |
87.77 |
87.77 |
87.77 |
87.95 |
| S1 |
87.07 |
87.07 |
88.24 |
87.42 |
| S2 |
85.70 |
85.70 |
88.05 |
|
| S3 |
83.63 |
85.00 |
87.86 |
|
| S4 |
81.56 |
82.93 |
87.29 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.00 |
96.51 |
89.28 |
|
| R3 |
94.04 |
92.55 |
88.19 |
|
| R2 |
90.08 |
90.08 |
87.83 |
|
| R1 |
88.59 |
88.59 |
87.46 |
89.34 |
| PP |
86.12 |
86.12 |
86.12 |
86.49 |
| S1 |
84.63 |
84.63 |
86.74 |
85.38 |
| S2 |
82.16 |
82.16 |
86.37 |
|
| S3 |
78.20 |
80.67 |
86.01 |
|
| S4 |
74.24 |
76.71 |
84.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.48 |
83.65 |
4.83 |
5.5% |
2.21 |
2.5% |
99% |
True |
False |
238,928 |
| 10 |
88.98 |
82.10 |
6.88 |
7.8% |
2.68 |
3.0% |
92% |
False |
False |
196,912 |
| 20 |
88.98 |
77.28 |
11.70 |
13.2% |
2.96 |
3.3% |
95% |
False |
False |
244,137 |
| 40 |
93.62 |
77.28 |
16.34 |
18.5% |
2.73 |
3.1% |
68% |
False |
False |
155,042 |
| 60 |
106.99 |
77.28 |
29.71 |
33.6% |
2.48 |
2.8% |
38% |
False |
False |
115,182 |
| 80 |
109.08 |
77.28 |
31.80 |
36.0% |
2.36 |
2.7% |
35% |
False |
False |
92,008 |
| 100 |
111.38 |
77.28 |
34.10 |
38.6% |
2.26 |
2.6% |
33% |
False |
False |
77,733 |
| 120 |
111.38 |
77.28 |
34.10 |
38.6% |
2.13 |
2.4% |
33% |
False |
False |
66,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.28 |
|
2.618 |
93.90 |
|
1.618 |
91.83 |
|
1.000 |
90.55 |
|
0.618 |
89.76 |
|
HIGH |
88.48 |
|
0.618 |
87.69 |
|
0.500 |
87.45 |
|
0.382 |
87.20 |
|
LOW |
86.41 |
|
0.618 |
85.13 |
|
1.000 |
84.34 |
|
1.618 |
83.06 |
|
2.618 |
80.99 |
|
4.250 |
77.61 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.10 |
87.74 |
| PP |
87.77 |
87.04 |
| S1 |
87.45 |
86.35 |
|