NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.10 |
89.43 |
0.33 |
0.4% |
91.61 |
High |
90.47 |
90.45 |
-0.02 |
0.0% |
91.64 |
Low |
88.07 |
89.13 |
1.06 |
1.2% |
86.84 |
Close |
89.39 |
90.13 |
0.74 |
0.8% |
90.13 |
Range |
2.40 |
1.32 |
-1.08 |
-45.0% |
4.80 |
ATR |
2.60 |
2.51 |
-0.09 |
-3.5% |
0.00 |
Volume |
223,009 |
196,061 |
-26,948 |
-12.1% |
1,267,204 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.86 |
93.32 |
90.86 |
|
R3 |
92.54 |
92.00 |
90.49 |
|
R2 |
91.22 |
91.22 |
90.37 |
|
R1 |
90.68 |
90.68 |
90.25 |
90.95 |
PP |
89.90 |
89.90 |
89.90 |
90.04 |
S1 |
89.36 |
89.36 |
90.01 |
89.63 |
S2 |
88.58 |
88.58 |
89.89 |
|
S3 |
87.26 |
88.04 |
89.77 |
|
S4 |
85.94 |
86.72 |
89.40 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.94 |
101.83 |
92.77 |
|
R3 |
99.14 |
97.03 |
91.45 |
|
R2 |
94.34 |
94.34 |
91.01 |
|
R1 |
92.23 |
92.23 |
90.57 |
90.89 |
PP |
89.54 |
89.54 |
89.54 |
88.86 |
S1 |
87.43 |
87.43 |
89.69 |
86.09 |
S2 |
84.74 |
84.74 |
89.25 |
|
S3 |
79.94 |
82.63 |
88.81 |
|
S4 |
75.14 |
77.83 |
87.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.64 |
86.84 |
4.80 |
5.3% |
2.33 |
2.6% |
69% |
False |
False |
253,440 |
10 |
93.25 |
86.81 |
6.44 |
7.1% |
2.20 |
2.4% |
52% |
False |
False |
216,914 |
20 |
93.25 |
78.69 |
14.56 |
16.2% |
2.68 |
3.0% |
79% |
False |
False |
149,624 |
40 |
93.25 |
77.70 |
15.55 |
17.3% |
2.72 |
3.0% |
80% |
False |
False |
99,593 |
60 |
106.10 |
77.70 |
28.40 |
31.5% |
2.57 |
2.9% |
44% |
False |
False |
76,208 |
80 |
107.12 |
77.70 |
29.42 |
32.6% |
2.33 |
2.6% |
42% |
False |
False |
63,754 |
100 |
109.84 |
77.70 |
32.14 |
35.7% |
2.22 |
2.5% |
39% |
False |
False |
54,711 |
120 |
110.87 |
77.70 |
33.17 |
36.8% |
2.12 |
2.3% |
37% |
False |
False |
48,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.06 |
2.618 |
93.91 |
1.618 |
92.59 |
1.000 |
91.77 |
0.618 |
91.27 |
HIGH |
90.45 |
0.618 |
89.95 |
0.500 |
89.79 |
0.382 |
89.63 |
LOW |
89.13 |
0.618 |
88.31 |
1.000 |
87.81 |
1.618 |
86.99 |
2.618 |
85.67 |
4.250 |
83.52 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.02 |
89.64 |
PP |
89.90 |
89.15 |
S1 |
89.79 |
88.66 |
|