NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
85.18 |
84.05 |
-1.13 |
-1.3% |
80.47 |
High |
85.42 |
88.42 |
3.00 |
3.5% |
85.74 |
Low |
82.50 |
83.75 |
1.25 |
1.5% |
77.70 |
Close |
84.15 |
88.03 |
3.88 |
4.6% |
85.37 |
Range |
2.92 |
4.67 |
1.75 |
59.9% |
8.04 |
ATR |
2.95 |
3.07 |
0.12 |
4.2% |
0.00 |
Volume |
103,185 |
81,454 |
-21,731 |
-21.1% |
271,869 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.74 |
99.06 |
90.60 |
|
R3 |
96.07 |
94.39 |
89.31 |
|
R2 |
91.40 |
91.40 |
88.89 |
|
R1 |
89.72 |
89.72 |
88.46 |
90.56 |
PP |
86.73 |
86.73 |
86.73 |
87.16 |
S1 |
85.05 |
85.05 |
87.60 |
85.89 |
S2 |
82.06 |
82.06 |
87.17 |
|
S3 |
77.39 |
80.38 |
86.75 |
|
S4 |
72.72 |
75.71 |
85.46 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.06 |
104.25 |
89.79 |
|
R3 |
99.02 |
96.21 |
87.58 |
|
R2 |
90.98 |
90.98 |
86.84 |
|
R1 |
88.17 |
88.17 |
86.11 |
89.58 |
PP |
82.94 |
82.94 |
82.94 |
83.64 |
S1 |
80.13 |
80.13 |
84.63 |
81.54 |
S2 |
74.90 |
74.90 |
83.90 |
|
S3 |
66.86 |
72.09 |
83.16 |
|
S4 |
58.82 |
64.05 |
80.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.42 |
77.70 |
10.72 |
12.2% |
4.07 |
4.6% |
96% |
True |
False |
70,408 |
10 |
88.42 |
77.70 |
10.72 |
12.2% |
3.42 |
3.9% |
96% |
True |
False |
64,721 |
20 |
88.42 |
77.70 |
10.72 |
12.2% |
3.06 |
3.5% |
96% |
True |
False |
55,347 |
40 |
98.97 |
77.70 |
21.27 |
24.2% |
2.62 |
3.0% |
49% |
False |
False |
42,558 |
60 |
107.12 |
77.70 |
29.42 |
33.4% |
2.36 |
2.7% |
35% |
False |
False |
38,042 |
80 |
109.84 |
77.70 |
32.14 |
36.5% |
2.23 |
2.5% |
32% |
False |
False |
33,218 |
100 |
110.87 |
77.70 |
33.17 |
37.7% |
2.11 |
2.4% |
31% |
False |
False |
30,360 |
120 |
110.87 |
77.70 |
33.17 |
37.7% |
2.02 |
2.3% |
31% |
False |
False |
27,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.27 |
2.618 |
100.65 |
1.618 |
95.98 |
1.000 |
93.09 |
0.618 |
91.31 |
HIGH |
88.42 |
0.618 |
86.64 |
0.500 |
86.09 |
0.382 |
85.53 |
LOW |
83.75 |
0.618 |
80.86 |
1.000 |
79.08 |
1.618 |
76.19 |
2.618 |
71.52 |
4.250 |
63.90 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.38 |
86.54 |
PP |
86.73 |
85.05 |
S1 |
86.09 |
83.56 |
|