NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
92.59 |
91.61 |
-0.98 |
-1.1% |
87.52 |
| High |
92.63 |
91.64 |
-0.99 |
-1.1% |
93.25 |
| Low |
90.92 |
87.91 |
-3.01 |
-3.3% |
86.81 |
| Close |
91.83 |
88.14 |
-3.69 |
-4.0% |
91.83 |
| Range |
1.71 |
3.73 |
2.02 |
118.1% |
6.44 |
| ATR |
2.60 |
2.70 |
0.09 |
3.6% |
0.00 |
| Volume |
237,142 |
273,182 |
36,040 |
15.2% |
901,943 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.42 |
98.01 |
90.19 |
|
| R3 |
96.69 |
94.28 |
89.17 |
|
| R2 |
92.96 |
92.96 |
88.82 |
|
| R1 |
90.55 |
90.55 |
88.48 |
89.89 |
| PP |
89.23 |
89.23 |
89.23 |
88.90 |
| S1 |
86.82 |
86.82 |
87.80 |
86.16 |
| S2 |
85.50 |
85.50 |
87.46 |
|
| S3 |
81.77 |
83.09 |
87.11 |
|
| S4 |
78.04 |
79.36 |
86.09 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.95 |
107.33 |
95.37 |
|
| R3 |
103.51 |
100.89 |
93.60 |
|
| R2 |
97.07 |
97.07 |
93.01 |
|
| R1 |
94.45 |
94.45 |
92.42 |
95.76 |
| PP |
90.63 |
90.63 |
90.63 |
91.29 |
| S1 |
88.01 |
88.01 |
91.24 |
89.32 |
| S2 |
84.19 |
84.19 |
90.65 |
|
| S3 |
77.75 |
81.57 |
90.06 |
|
| S4 |
71.31 |
75.13 |
88.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.25 |
87.79 |
5.46 |
6.2% |
2.40 |
2.7% |
6% |
False |
False |
214,173 |
| 10 |
93.25 |
84.05 |
9.20 |
10.4% |
2.32 |
2.6% |
44% |
False |
False |
149,626 |
| 20 |
93.25 |
77.70 |
15.55 |
17.6% |
2.76 |
3.1% |
67% |
False |
False |
110,427 |
| 40 |
93.25 |
77.70 |
15.55 |
17.6% |
2.75 |
3.1% |
67% |
False |
False |
77,255 |
| 60 |
107.12 |
77.70 |
29.42 |
33.4% |
2.53 |
2.9% |
35% |
False |
False |
61,171 |
| 80 |
107.16 |
77.70 |
29.46 |
33.4% |
2.35 |
2.7% |
35% |
False |
False |
52,279 |
| 100 |
110.87 |
77.70 |
33.17 |
37.6% |
2.23 |
2.5% |
31% |
False |
False |
45,361 |
| 120 |
110.87 |
77.70 |
33.17 |
37.6% |
2.10 |
2.4% |
31% |
False |
False |
40,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.49 |
|
2.618 |
101.41 |
|
1.618 |
97.68 |
|
1.000 |
95.37 |
|
0.618 |
93.95 |
|
HIGH |
91.64 |
|
0.618 |
90.22 |
|
0.500 |
89.78 |
|
0.382 |
89.33 |
|
LOW |
87.91 |
|
0.618 |
85.60 |
|
1.000 |
84.18 |
|
1.618 |
81.87 |
|
2.618 |
78.14 |
|
4.250 |
72.06 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.78 |
90.58 |
| PP |
89.23 |
89.77 |
| S1 |
88.69 |
88.95 |
|