NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.26 |
89.13 |
0.87 |
1.0% |
84.20 |
High |
89.46 |
90.04 |
0.58 |
0.6% |
87.61 |
Low |
87.41 |
88.59 |
1.18 |
1.3% |
83.65 |
Close |
89.22 |
89.87 |
0.65 |
0.7% |
87.10 |
Range |
2.05 |
1.45 |
-0.60 |
-29.3% |
3.96 |
ATR |
2.73 |
2.64 |
-0.09 |
-3.3% |
0.00 |
Volume |
242,521 |
180,844 |
-61,677 |
-25.4% |
1,220,924 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.85 |
93.31 |
90.67 |
|
R3 |
92.40 |
91.86 |
90.27 |
|
R2 |
90.95 |
90.95 |
90.14 |
|
R1 |
90.41 |
90.41 |
90.00 |
90.68 |
PP |
89.50 |
89.50 |
89.50 |
89.64 |
S1 |
88.96 |
88.96 |
89.74 |
89.23 |
S2 |
88.05 |
88.05 |
89.60 |
|
S3 |
86.60 |
87.51 |
89.47 |
|
S4 |
85.15 |
86.06 |
89.07 |
|
|
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 |
90.04 |
84.21 |
5.83 |
6.5% |
1.95 |
2.2% |
97% |
True |
False |
215,697 |
10 |
90.04 |
83.65 |
6.39 |
7.1% |
2.26 |
2.5% |
97% |
True |
False |
211,843 |
20 |
90.04 |
77.28 |
12.76 |
14.2% |
2.85 |
3.2% |
99% |
True |
False |
243,505 |
40 |
93.57 |
77.28 |
16.29 |
18.1% |
2.72 |
3.0% |
77% |
False |
False |
163,314 |
60 |
106.99 |
77.28 |
29.71 |
33.1% |
2.48 |
2.8% |
42% |
False |
False |
121,482 |
80 |
108.87 |
77.28 |
31.59 |
35.2% |
2.34 |
2.6% |
40% |
False |
False |
96,937 |
100 |
111.38 |
77.28 |
34.10 |
37.9% |
2.25 |
2.5% |
37% |
False |
False |
81,653 |
120 |
111.38 |
77.28 |
34.10 |
37.9% |
2.13 |
2.4% |
37% |
False |
False |
70,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.20 |
2.618 |
93.84 |
1.618 |
92.39 |
1.000 |
91.49 |
0.618 |
90.94 |
HIGH |
90.04 |
0.618 |
89.49 |
0.500 |
89.32 |
0.382 |
89.14 |
LOW |
88.59 |
0.618 |
87.69 |
1.000 |
87.14 |
1.618 |
86.24 |
2.618 |
84.79 |
4.250 |
82.43 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.69 |
89.32 |
PP |
89.50 |
88.77 |
S1 |
89.32 |
88.23 |
|