NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
91.61 |
88.05 |
-3.56 |
-3.9% |
87.52 |
| High |
91.64 |
89.09 |
-2.55 |
-2.8% |
93.25 |
| Low |
87.91 |
87.43 |
-0.48 |
-0.5% |
86.81 |
| Close |
88.14 |
88.50 |
0.36 |
0.4% |
91.83 |
| Range |
3.73 |
1.66 |
-2.07 |
-55.5% |
6.44 |
| ATR |
2.70 |
2.62 |
-0.07 |
-2.7% |
0.00 |
| Volume |
273,182 |
295,309 |
22,127 |
8.1% |
901,943 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.32 |
92.57 |
89.41 |
|
| R3 |
91.66 |
90.91 |
88.96 |
|
| R2 |
90.00 |
90.00 |
88.80 |
|
| R1 |
89.25 |
89.25 |
88.65 |
89.63 |
| PP |
88.34 |
88.34 |
88.34 |
88.53 |
| S1 |
87.59 |
87.59 |
88.35 |
87.97 |
| S2 |
86.68 |
86.68 |
88.20 |
|
| S3 |
85.02 |
85.93 |
88.04 |
|
| S4 |
83.36 |
84.27 |
87.59 |
|
|
| 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 |
87.43 |
5.82 |
6.6% |
2.33 |
2.6% |
18% |
False |
True |
244,825 |
| 10 |
93.25 |
84.19 |
9.06 |
10.2% |
2.26 |
2.6% |
48% |
False |
False |
170,940 |
| 20 |
93.25 |
77.70 |
15.55 |
17.6% |
2.71 |
3.1% |
69% |
False |
False |
122,671 |
| 40 |
93.25 |
77.70 |
15.55 |
17.6% |
2.77 |
3.1% |
69% |
False |
False |
84,015 |
| 60 |
107.12 |
77.70 |
29.42 |
33.2% |
2.54 |
2.9% |
37% |
False |
False |
65,809 |
| 80 |
107.16 |
77.70 |
29.46 |
33.3% |
2.33 |
2.6% |
37% |
False |
False |
55,735 |
| 100 |
109.84 |
77.70 |
32.14 |
36.3% |
2.22 |
2.5% |
34% |
False |
False |
48,189 |
| 120 |
110.87 |
77.70 |
33.17 |
37.5% |
2.10 |
2.4% |
33% |
False |
False |
43,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.15 |
|
2.618 |
93.44 |
|
1.618 |
91.78 |
|
1.000 |
90.75 |
|
0.618 |
90.12 |
|
HIGH |
89.09 |
|
0.618 |
88.46 |
|
0.500 |
88.26 |
|
0.382 |
88.06 |
|
LOW |
87.43 |
|
0.618 |
86.40 |
|
1.000 |
85.77 |
|
1.618 |
84.74 |
|
2.618 |
83.08 |
|
4.250 |
80.38 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.42 |
90.03 |
| PP |
88.34 |
89.52 |
| S1 |
88.26 |
89.01 |
|