NYMEX Light Sweet Crude Oil Future September 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 |
88.75 |
89.49 |
0.74 |
0.8% |
84.58 |
High |
89.80 |
90.36 |
0.56 |
0.6% |
88.00 |
Low |
87.79 |
88.91 |
1.12 |
1.3% |
84.05 |
Close |
89.54 |
90.17 |
0.63 |
0.7% |
87.50 |
Range |
2.01 |
1.45 |
-0.56 |
-27.9% |
3.95 |
ATR |
2.70 |
2.61 |
-0.09 |
-3.3% |
0.00 |
Volume |
142,048 |
142,446 |
398 |
0.3% |
395,495 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.16 |
93.62 |
90.97 |
|
R3 |
92.71 |
92.17 |
90.57 |
|
R2 |
91.26 |
91.26 |
90.44 |
|
R1 |
90.72 |
90.72 |
90.30 |
90.99 |
PP |
89.81 |
89.81 |
89.81 |
89.95 |
S1 |
89.27 |
89.27 |
90.04 |
89.54 |
S2 |
88.36 |
88.36 |
89.90 |
|
S3 |
86.91 |
87.82 |
89.77 |
|
S4 |
85.46 |
86.37 |
89.37 |
|
|
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 |
90.36 |
84.60 |
5.76 |
6.4% |
1.94 |
2.2% |
97% |
True |
False |
110,577 |
10 |
90.36 |
84.05 |
6.31 |
7.0% |
2.24 |
2.5% |
97% |
True |
False |
96,567 |
20 |
90.36 |
77.70 |
12.66 |
14.0% |
2.83 |
3.1% |
98% |
True |
False |
80,644 |
40 |
93.80 |
77.70 |
16.10 |
17.9% |
2.69 |
3.0% |
77% |
False |
False |
59,149 |
60 |
107.12 |
77.70 |
29.42 |
32.6% |
2.44 |
2.7% |
42% |
False |
False |
49,096 |
80 |
109.01 |
77.70 |
31.31 |
34.7% |
2.29 |
2.5% |
40% |
False |
False |
42,869 |
100 |
110.87 |
77.70 |
33.17 |
36.8% |
2.21 |
2.4% |
38% |
False |
False |
38,268 |
120 |
110.87 |
77.70 |
33.17 |
36.8% |
2.07 |
2.3% |
38% |
False |
False |
34,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.52 |
2.618 |
94.16 |
1.618 |
92.71 |
1.000 |
91.81 |
0.618 |
91.26 |
HIGH |
90.36 |
0.618 |
89.81 |
0.500 |
89.64 |
0.382 |
89.46 |
LOW |
88.91 |
0.618 |
88.01 |
1.000 |
87.46 |
1.618 |
86.56 |
2.618 |
85.11 |
4.250 |
82.75 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.99 |
89.64 |
PP |
89.81 |
89.11 |
S1 |
89.64 |
88.59 |
|