NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
87.52 |
88.75 |
1.23 |
1.4% |
84.58 |
High |
88.87 |
89.80 |
0.93 |
1.0% |
88.00 |
Low |
86.81 |
87.79 |
0.98 |
1.1% |
84.05 |
Close |
88.81 |
89.54 |
0.73 |
0.8% |
87.50 |
Range |
2.06 |
2.01 |
-0.05 |
-2.4% |
3.95 |
ATR |
2.75 |
2.70 |
-0.05 |
-1.9% |
0.00 |
Volume |
104,259 |
142,048 |
37,789 |
36.2% |
395,495 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.07 |
94.32 |
90.65 |
|
R3 |
93.06 |
92.31 |
90.09 |
|
R2 |
91.05 |
91.05 |
89.91 |
|
R1 |
90.30 |
90.30 |
89.72 |
90.68 |
PP |
89.04 |
89.04 |
89.04 |
89.23 |
S1 |
88.29 |
88.29 |
89.36 |
88.67 |
S2 |
87.03 |
87.03 |
89.17 |
|
S3 |
85.02 |
86.28 |
88.99 |
|
S4 |
83.01 |
84.27 |
88.43 |
|
|
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 |
89.80 |
84.19 |
5.61 |
6.3% |
2.19 |
2.4% |
95% |
True |
False |
97,054 |
10 |
89.80 |
83.75 |
6.05 |
6.8% |
2.57 |
2.9% |
96% |
True |
False |
90,468 |
20 |
89.80 |
77.70 |
12.10 |
13.5% |
2.86 |
3.2% |
98% |
True |
False |
75,373 |
40 |
93.88 |
77.70 |
16.18 |
18.1% |
2.70 |
3.0% |
73% |
False |
False |
56,331 |
60 |
107.12 |
77.70 |
29.42 |
32.9% |
2.45 |
2.7% |
40% |
False |
False |
47,072 |
80 |
109.41 |
77.70 |
31.71 |
35.4% |
2.30 |
2.6% |
37% |
False |
False |
41,298 |
100 |
110.87 |
77.70 |
33.17 |
37.0% |
2.21 |
2.5% |
36% |
False |
False |
37,164 |
120 |
110.87 |
77.70 |
33.17 |
37.0% |
2.07 |
2.3% |
36% |
False |
False |
33,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.34 |
2.618 |
95.06 |
1.618 |
93.05 |
1.000 |
91.81 |
0.618 |
91.04 |
HIGH |
89.80 |
0.618 |
89.03 |
0.500 |
88.80 |
0.382 |
88.56 |
LOW |
87.79 |
0.618 |
86.55 |
1.000 |
85.78 |
1.618 |
84.54 |
2.618 |
82.53 |
4.250 |
79.25 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.29 |
88.99 |
PP |
89.04 |
88.43 |
S1 |
88.80 |
87.88 |
|