NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 05-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
84.47 |
88.03 |
3.56 |
4.2% |
81.10 |
High |
88.81 |
89.65 |
0.84 |
0.9% |
86.10 |
Low |
84.40 |
87.22 |
2.82 |
3.3% |
78.16 |
Close |
88.39 |
87.94 |
-0.45 |
-0.5% |
85.76 |
Range |
4.41 |
2.43 |
-1.98 |
-44.9% |
7.94 |
ATR |
2.97 |
2.93 |
-0.04 |
-1.3% |
0.00 |
Volume |
33,812 |
46,122 |
12,310 |
36.4% |
149,319 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.56 |
94.18 |
89.28 |
|
R3 |
93.13 |
91.75 |
88.61 |
|
R2 |
90.70 |
90.70 |
88.39 |
|
R1 |
89.32 |
89.32 |
88.16 |
88.80 |
PP |
88.27 |
88.27 |
88.27 |
88.01 |
S1 |
86.89 |
86.89 |
87.72 |
86.37 |
S2 |
85.84 |
85.84 |
87.49 |
|
S3 |
83.41 |
84.46 |
87.27 |
|
S4 |
80.98 |
82.03 |
86.60 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.16 |
104.40 |
90.13 |
|
R3 |
99.22 |
96.46 |
87.94 |
|
R2 |
91.28 |
91.28 |
87.22 |
|
R1 |
88.52 |
88.52 |
86.49 |
89.90 |
PP |
83.34 |
83.34 |
83.34 |
84.03 |
S1 |
80.58 |
80.58 |
85.03 |
81.96 |
S2 |
75.40 |
75.40 |
84.30 |
|
S3 |
67.46 |
72.64 |
83.58 |
|
S4 |
59.52 |
64.70 |
81.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.65 |
78.16 |
11.49 |
13.1% |
3.98 |
4.5% |
85% |
True |
False |
37,973 |
10 |
89.65 |
78.16 |
11.49 |
13.1% |
3.17 |
3.6% |
85% |
True |
False |
35,670 |
20 |
89.65 |
78.16 |
11.49 |
13.1% |
2.97 |
3.4% |
85% |
True |
False |
30,054 |
40 |
98.64 |
78.16 |
20.48 |
23.3% |
2.51 |
2.9% |
48% |
False |
False |
22,509 |
60 |
107.12 |
78.16 |
28.96 |
32.9% |
2.22 |
2.5% |
34% |
False |
False |
19,009 |
80 |
109.80 |
78.16 |
31.64 |
36.0% |
2.10 |
2.4% |
31% |
False |
False |
16,500 |
100 |
110.65 |
78.16 |
32.49 |
36.9% |
1.98 |
2.2% |
30% |
False |
False |
15,175 |
120 |
110.65 |
78.16 |
32.49 |
36.9% |
1.78 |
2.0% |
30% |
False |
False |
13,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.98 |
2.618 |
96.01 |
1.618 |
93.58 |
1.000 |
92.08 |
0.618 |
91.15 |
HIGH |
89.65 |
0.618 |
88.72 |
0.500 |
88.44 |
0.382 |
88.15 |
LOW |
87.22 |
0.618 |
85.72 |
1.000 |
84.79 |
1.618 |
83.29 |
2.618 |
80.86 |
4.250 |
76.89 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
88.44 |
87.38 |
PP |
88.27 |
86.83 |
S1 |
88.11 |
86.27 |
|