NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
90.14 |
89.67 |
-0.47 |
-0.5% |
91.61 |
High |
90.95 |
90.30 |
-0.65 |
-0.7% |
91.64 |
Low |
89.33 |
87.31 |
-2.02 |
-2.3% |
86.84 |
Close |
89.78 |
88.06 |
-1.72 |
-1.9% |
90.13 |
Range |
1.62 |
2.99 |
1.37 |
84.6% |
4.80 |
ATR |
2.44 |
2.48 |
0.04 |
1.6% |
0.00 |
Volume |
173,812 |
266,793 |
92,981 |
53.5% |
1,267,204 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.53 |
95.78 |
89.70 |
|
R3 |
94.54 |
92.79 |
88.88 |
|
R2 |
91.55 |
91.55 |
88.61 |
|
R1 |
89.80 |
89.80 |
88.33 |
89.18 |
PP |
88.56 |
88.56 |
88.56 |
88.25 |
S1 |
86.81 |
86.81 |
87.79 |
86.19 |
S2 |
85.57 |
85.57 |
87.51 |
|
S3 |
82.58 |
83.82 |
87.24 |
|
S4 |
79.59 |
80.83 |
86.42 |
|
|
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 |
90.95 |
86.84 |
4.11 |
4.7% |
2.17 |
2.5% |
30% |
False |
False |
227,863 |
10 |
93.25 |
86.84 |
6.41 |
7.3% |
2.25 |
2.6% |
19% |
False |
False |
236,344 |
20 |
93.25 |
83.75 |
9.50 |
10.8% |
2.41 |
2.7% |
45% |
False |
False |
163,406 |
40 |
93.25 |
77.70 |
15.55 |
17.7% |
2.66 |
3.0% |
67% |
False |
False |
108,280 |
60 |
99.10 |
77.70 |
21.40 |
24.3% |
2.52 |
2.9% |
48% |
False |
False |
82,223 |
80 |
107.12 |
77.70 |
29.42 |
33.4% |
2.33 |
2.7% |
35% |
False |
False |
68,645 |
100 |
109.84 |
77.70 |
32.14 |
36.5% |
2.24 |
2.5% |
32% |
False |
False |
58,709 |
120 |
110.87 |
77.70 |
33.17 |
37.7% |
2.13 |
2.4% |
31% |
False |
False |
52,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.01 |
2.618 |
98.13 |
1.618 |
95.14 |
1.000 |
93.29 |
0.618 |
92.15 |
HIGH |
90.30 |
0.618 |
89.16 |
0.500 |
88.81 |
0.382 |
88.45 |
LOW |
87.31 |
0.618 |
85.46 |
1.000 |
84.32 |
1.618 |
82.47 |
2.618 |
79.48 |
4.250 |
74.60 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
88.81 |
89.13 |
PP |
88.56 |
88.77 |
S1 |
88.31 |
88.42 |
|