NYMEX Light Sweet Crude Oil Future September 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 |
89.49 |
90.35 |
0.86 |
1.0% |
84.58 |
| High |
90.36 |
93.25 |
2.89 |
3.2% |
88.00 |
| Low |
88.91 |
90.16 |
1.25 |
1.4% |
84.05 |
| Close |
90.17 |
92.97 |
2.80 |
3.1% |
87.50 |
| Range |
1.45 |
3.09 |
1.64 |
113.1% |
3.95 |
| ATR |
2.61 |
2.64 |
0.03 |
1.3% |
0.00 |
| Volume |
142,446 |
276,048 |
133,602 |
93.8% |
395,495 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.40 |
100.27 |
94.67 |
|
| R3 |
98.31 |
97.18 |
93.82 |
|
| R2 |
95.22 |
95.22 |
93.54 |
|
| R1 |
94.09 |
94.09 |
93.25 |
94.66 |
| PP |
92.13 |
92.13 |
92.13 |
92.41 |
| S1 |
91.00 |
91.00 |
92.69 |
91.57 |
| S2 |
89.04 |
89.04 |
92.40 |
|
| S3 |
85.95 |
87.91 |
92.12 |
|
| S4 |
82.86 |
84.82 |
91.27 |
|
|
| 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 |
93.25 |
85.95 |
7.30 |
7.9% |
2.13 |
2.3% |
96% |
True |
False |
151,062 |
| 10 |
93.25 |
84.05 |
9.20 |
9.9% |
2.31 |
2.5% |
97% |
True |
False |
115,465 |
| 20 |
93.25 |
77.70 |
15.55 |
16.7% |
2.80 |
3.0% |
98% |
True |
False |
92,679 |
| 40 |
93.25 |
77.70 |
15.55 |
16.7% |
2.71 |
2.9% |
98% |
True |
False |
65,747 |
| 60 |
107.12 |
77.70 |
29.42 |
31.6% |
2.48 |
2.7% |
52% |
False |
False |
53,364 |
| 80 |
109.01 |
77.70 |
31.31 |
33.7% |
2.31 |
2.5% |
49% |
False |
False |
46,098 |
| 100 |
110.87 |
77.70 |
33.17 |
35.7% |
2.22 |
2.4% |
46% |
False |
False |
40,632 |
| 120 |
110.87 |
77.70 |
33.17 |
35.7% |
2.08 |
2.2% |
46% |
False |
False |
36,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.38 |
|
2.618 |
101.34 |
|
1.618 |
98.25 |
|
1.000 |
96.34 |
|
0.618 |
95.16 |
|
HIGH |
93.25 |
|
0.618 |
92.07 |
|
0.500 |
91.71 |
|
0.382 |
91.34 |
|
LOW |
90.16 |
|
0.618 |
88.25 |
|
1.000 |
87.07 |
|
1.618 |
85.16 |
|
2.618 |
82.07 |
|
4.250 |
77.03 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.55 |
92.15 |
| PP |
92.13 |
91.34 |
| S1 |
91.71 |
90.52 |
|