NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
86.44 |
86.33 |
-0.11 |
-0.1% |
84.58 |
High |
86.73 |
88.00 |
1.27 |
1.5% |
88.00 |
Low |
84.60 |
85.95 |
1.35 |
1.6% |
84.05 |
Close |
86.46 |
87.50 |
1.04 |
1.2% |
87.50 |
Range |
2.13 |
2.05 |
-0.08 |
-3.8% |
3.95 |
ATR |
2.86 |
2.81 |
-0.06 |
-2.0% |
0.00 |
Volume |
73,622 |
90,511 |
16,889 |
22.9% |
395,495 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.30 |
92.45 |
88.63 |
|
R3 |
91.25 |
90.40 |
88.06 |
|
R2 |
89.20 |
89.20 |
87.88 |
|
R1 |
88.35 |
88.35 |
87.69 |
88.78 |
PP |
87.15 |
87.15 |
87.15 |
87.36 |
S1 |
86.30 |
86.30 |
87.31 |
86.73 |
S2 |
85.10 |
85.10 |
87.12 |
|
S3 |
83.05 |
84.25 |
86.94 |
|
S4 |
81.00 |
82.20 |
86.37 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.37 |
96.88 |
89.67 |
|
R3 |
94.42 |
92.93 |
88.59 |
|
R2 |
90.47 |
90.47 |
88.22 |
|
R1 |
88.98 |
88.98 |
87.86 |
89.73 |
PP |
86.52 |
86.52 |
86.52 |
86.89 |
S1 |
85.03 |
85.03 |
87.14 |
85.78 |
S2 |
82.57 |
82.57 |
86.78 |
|
S3 |
78.62 |
81.08 |
86.41 |
|
S4 |
74.67 |
77.13 |
85.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.00 |
84.05 |
3.95 |
4.5% |
2.29 |
2.6% |
87% |
True |
False |
79,099 |
10 |
89.33 |
78.69 |
10.64 |
12.2% |
3.16 |
3.6% |
83% |
False |
False |
82,334 |
20 |
89.33 |
77.70 |
11.63 |
13.3% |
2.90 |
3.3% |
84% |
False |
False |
67,182 |
40 |
94.78 |
77.70 |
17.08 |
19.5% |
2.69 |
3.1% |
57% |
False |
False |
51,741 |
60 |
107.12 |
77.70 |
29.42 |
33.6% |
2.43 |
2.8% |
33% |
False |
False |
43,860 |
80 |
109.41 |
77.70 |
31.71 |
36.2% |
2.29 |
2.6% |
31% |
False |
False |
38,637 |
100 |
110.87 |
77.70 |
33.17 |
37.9% |
2.20 |
2.5% |
30% |
False |
False |
35,043 |
120 |
110.87 |
77.70 |
33.17 |
37.9% |
2.06 |
2.4% |
30% |
False |
False |
31,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.71 |
2.618 |
93.37 |
1.618 |
91.32 |
1.000 |
90.05 |
0.618 |
89.27 |
HIGH |
88.00 |
0.618 |
87.22 |
0.500 |
86.98 |
0.382 |
86.73 |
LOW |
85.95 |
0.618 |
84.68 |
1.000 |
83.90 |
1.618 |
82.63 |
2.618 |
80.58 |
4.250 |
77.24 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.33 |
87.03 |
PP |
87.15 |
86.56 |
S1 |
86.98 |
86.10 |
|