NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
88.05 |
88.20 |
0.15 |
0.2% |
87.52 |
| High |
89.09 |
89.36 |
0.27 |
0.3% |
93.25 |
| Low |
87.43 |
86.84 |
-0.59 |
-0.7% |
86.81 |
| Close |
88.50 |
88.97 |
0.47 |
0.5% |
91.83 |
| Range |
1.66 |
2.52 |
0.86 |
51.8% |
6.44 |
| ATR |
2.62 |
2.62 |
-0.01 |
-0.3% |
0.00 |
| Volume |
295,309 |
279,643 |
-15,666 |
-5.3% |
901,943 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.95 |
94.98 |
90.36 |
|
| R3 |
93.43 |
92.46 |
89.66 |
|
| R2 |
90.91 |
90.91 |
89.43 |
|
| R1 |
89.94 |
89.94 |
89.20 |
90.43 |
| PP |
88.39 |
88.39 |
88.39 |
88.63 |
| S1 |
87.42 |
87.42 |
88.74 |
87.91 |
| S2 |
85.87 |
85.87 |
88.51 |
|
| S3 |
83.35 |
84.90 |
88.28 |
|
| S4 |
80.83 |
82.38 |
87.58 |
|
|
| 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 |
86.84 |
6.41 |
7.2% |
2.54 |
2.9% |
33% |
False |
True |
272,264 |
| 10 |
93.25 |
84.60 |
8.65 |
9.7% |
2.24 |
2.5% |
51% |
False |
False |
191,421 |
| 20 |
93.25 |
77.70 |
15.55 |
17.5% |
2.77 |
3.1% |
72% |
False |
False |
133,952 |
| 40 |
93.25 |
77.70 |
15.55 |
17.5% |
2.78 |
3.1% |
72% |
False |
False |
90,584 |
| 60 |
107.12 |
77.70 |
29.42 |
33.1% |
2.56 |
2.9% |
38% |
False |
False |
70,239 |
| 80 |
107.16 |
77.70 |
29.46 |
33.1% |
2.34 |
2.6% |
38% |
False |
False |
58,969 |
| 100 |
109.84 |
77.70 |
32.14 |
36.1% |
2.22 |
2.5% |
35% |
False |
False |
50,789 |
| 120 |
110.87 |
77.70 |
33.17 |
37.3% |
2.11 |
2.4% |
34% |
False |
False |
45,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.07 |
|
2.618 |
95.96 |
|
1.618 |
93.44 |
|
1.000 |
91.88 |
|
0.618 |
90.92 |
|
HIGH |
89.36 |
|
0.618 |
88.40 |
|
0.500 |
88.10 |
|
0.382 |
87.80 |
|
LOW |
86.84 |
|
0.618 |
85.28 |
|
1.000 |
84.32 |
|
1.618 |
82.76 |
|
2.618 |
80.24 |
|
4.250 |
76.13 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.68 |
89.24 |
| PP |
88.39 |
89.15 |
| S1 |
88.10 |
89.06 |
|