NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.20 |
89.10 |
0.90 |
1.0% |
87.52 |
High |
89.36 |
90.47 |
1.11 |
1.2% |
93.25 |
Low |
86.84 |
88.07 |
1.23 |
1.4% |
86.81 |
Close |
88.97 |
89.39 |
0.42 |
0.5% |
91.83 |
Range |
2.52 |
2.40 |
-0.12 |
-4.8% |
6.44 |
ATR |
2.62 |
2.60 |
-0.02 |
-0.6% |
0.00 |
Volume |
279,643 |
223,009 |
-56,634 |
-20.3% |
901,943 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.51 |
95.35 |
90.71 |
|
R3 |
94.11 |
92.95 |
90.05 |
|
R2 |
91.71 |
91.71 |
89.83 |
|
R1 |
90.55 |
90.55 |
89.61 |
91.13 |
PP |
89.31 |
89.31 |
89.31 |
89.60 |
S1 |
88.15 |
88.15 |
89.17 |
88.73 |
S2 |
86.91 |
86.91 |
88.95 |
|
S3 |
84.51 |
85.75 |
88.73 |
|
S4 |
82.11 |
83.35 |
88.07 |
|
|
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 |
92.63 |
86.84 |
5.79 |
6.5% |
2.40 |
2.7% |
44% |
False |
False |
261,657 |
10 |
93.25 |
85.95 |
7.30 |
8.2% |
2.27 |
2.5% |
47% |
False |
False |
206,359 |
20 |
93.25 |
77.70 |
15.55 |
17.4% |
2.79 |
3.1% |
75% |
False |
False |
142,504 |
40 |
93.25 |
77.70 |
15.55 |
17.4% |
2.75 |
3.1% |
75% |
False |
False |
95,472 |
60 |
106.73 |
77.70 |
29.03 |
32.5% |
2.57 |
2.9% |
40% |
False |
False |
73,587 |
80 |
107.12 |
77.70 |
29.42 |
32.9% |
2.33 |
2.6% |
40% |
False |
False |
61,573 |
100 |
109.84 |
77.70 |
32.14 |
36.0% |
2.23 |
2.5% |
36% |
False |
False |
52,845 |
120 |
110.87 |
77.70 |
33.17 |
37.1% |
2.12 |
2.4% |
35% |
False |
False |
47,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.67 |
2.618 |
96.75 |
1.618 |
94.35 |
1.000 |
92.87 |
0.618 |
91.95 |
HIGH |
90.47 |
0.618 |
89.55 |
0.500 |
89.27 |
0.382 |
88.99 |
LOW |
88.07 |
0.618 |
86.59 |
1.000 |
85.67 |
1.618 |
84.19 |
2.618 |
81.79 |
4.250 |
77.87 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.35 |
89.15 |
PP |
89.31 |
88.90 |
S1 |
89.27 |
88.66 |
|