NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
88.03 |
88.87 |
0.84 |
1.0% |
91.61 |
| High |
89.47 |
89.63 |
0.16 |
0.2% |
91.64 |
| Low |
87.51 |
86.92 |
-0.59 |
-0.7% |
86.84 |
| Close |
88.91 |
87.13 |
-1.78 |
-2.0% |
90.13 |
| Range |
1.96 |
2.71 |
0.75 |
38.3% |
4.80 |
| ATR |
2.45 |
2.47 |
0.02 |
0.8% |
0.00 |
| Volume |
267,390 |
287,692 |
20,302 |
7.6% |
1,267,204 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.02 |
94.29 |
88.62 |
|
| R3 |
93.31 |
91.58 |
87.88 |
|
| R2 |
90.60 |
90.60 |
87.63 |
|
| R1 |
88.87 |
88.87 |
87.38 |
88.38 |
| PP |
87.89 |
87.89 |
87.89 |
87.65 |
| S1 |
86.16 |
86.16 |
86.88 |
85.67 |
| S2 |
85.18 |
85.18 |
86.63 |
|
| S3 |
82.47 |
83.45 |
86.38 |
|
| S4 |
79.76 |
80.74 |
85.64 |
|
|
| 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 |
86.92 |
4.03 |
4.6% |
2.12 |
2.4% |
5% |
False |
True |
238,349 |
| 10 |
92.63 |
86.84 |
5.79 |
6.6% |
2.26 |
2.6% |
5% |
False |
False |
250,003 |
| 20 |
93.25 |
84.05 |
9.20 |
10.6% |
2.28 |
2.6% |
33% |
False |
False |
182,734 |
| 40 |
93.25 |
77.70 |
15.55 |
17.8% |
2.68 |
3.1% |
61% |
False |
False |
120,402 |
| 60 |
98.50 |
77.70 |
20.80 |
23.9% |
2.51 |
2.9% |
45% |
False |
False |
90,166 |
| 80 |
107.12 |
77.70 |
29.42 |
33.8% |
2.34 |
2.7% |
32% |
False |
False |
75,041 |
| 100 |
109.84 |
77.70 |
32.14 |
36.9% |
2.25 |
2.6% |
29% |
False |
False |
63,830 |
| 120 |
110.87 |
77.70 |
33.17 |
38.1% |
2.15 |
2.5% |
28% |
False |
False |
56,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.15 |
|
2.618 |
96.72 |
|
1.618 |
94.01 |
|
1.000 |
92.34 |
|
0.618 |
91.30 |
|
HIGH |
89.63 |
|
0.618 |
88.59 |
|
0.500 |
88.28 |
|
0.382 |
87.96 |
|
LOW |
86.92 |
|
0.618 |
85.25 |
|
1.000 |
84.21 |
|
1.618 |
82.54 |
|
2.618 |
79.83 |
|
4.250 |
75.40 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.28 |
88.61 |
| PP |
87.89 |
88.12 |
| S1 |
87.51 |
87.62 |
|