NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.13 |
90.08 |
0.95 |
1.1% |
84.20 |
| High |
90.04 |
92.94 |
2.90 |
3.2% |
87.61 |
| Low |
88.59 |
89.86 |
1.27 |
1.4% |
83.65 |
| Close |
89.87 |
92.66 |
2.79 |
3.1% |
87.10 |
| Range |
1.45 |
3.08 |
1.63 |
112.4% |
3.96 |
| ATR |
2.64 |
2.67 |
0.03 |
1.2% |
0.00 |
| Volume |
180,844 |
79,083 |
-101,761 |
-56.3% |
1,220,924 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.06 |
99.94 |
94.35 |
|
| R3 |
97.98 |
96.86 |
93.51 |
|
| R2 |
94.90 |
94.90 |
93.22 |
|
| R1 |
93.78 |
93.78 |
92.94 |
94.34 |
| PP |
91.82 |
91.82 |
91.82 |
92.10 |
| S1 |
90.70 |
90.70 |
92.38 |
91.26 |
| S2 |
88.74 |
88.74 |
92.10 |
|
| S3 |
85.66 |
87.62 |
91.81 |
|
| S4 |
82.58 |
84.54 |
90.97 |
|
|
| 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 |
92.94 |
85.58 |
7.36 |
7.9% |
2.14 |
2.3% |
96% |
True |
False |
187,089 |
| 10 |
92.94 |
83.65 |
9.29 |
10.0% |
2.32 |
2.5% |
97% |
True |
False |
219,710 |
| 20 |
92.94 |
77.28 |
15.66 |
16.9% |
2.81 |
3.0% |
98% |
True |
False |
227,361 |
| 40 |
92.94 |
77.28 |
15.66 |
16.9% |
2.74 |
3.0% |
98% |
True |
False |
164,530 |
| 60 |
106.99 |
77.28 |
29.71 |
32.1% |
2.51 |
2.7% |
52% |
False |
False |
122,378 |
| 80 |
108.87 |
77.28 |
31.59 |
34.1% |
2.36 |
2.5% |
49% |
False |
False |
97,717 |
| 100 |
111.38 |
77.28 |
34.10 |
36.8% |
2.27 |
2.5% |
45% |
False |
False |
82,039 |
| 120 |
111.38 |
77.28 |
34.10 |
36.8% |
2.15 |
2.3% |
45% |
False |
False |
70,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.03 |
|
2.618 |
101.00 |
|
1.618 |
97.92 |
|
1.000 |
96.02 |
|
0.618 |
94.84 |
|
HIGH |
92.94 |
|
0.618 |
91.76 |
|
0.500 |
91.40 |
|
0.382 |
91.04 |
|
LOW |
89.86 |
|
0.618 |
87.96 |
|
1.000 |
86.78 |
|
1.618 |
84.88 |
|
2.618 |
81.80 |
|
4.250 |
76.77 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.24 |
91.83 |
| PP |
91.82 |
91.00 |
| S1 |
91.40 |
90.18 |
|