NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
88.03 |
87.53 |
-0.50 |
-0.6% |
85.70 |
| High |
89.65 |
87.69 |
-1.96 |
-2.2% |
89.65 |
| Low |
87.22 |
84.79 |
-2.43 |
-2.8% |
82.89 |
| Close |
87.94 |
85.21 |
-2.73 |
-3.1% |
85.21 |
| Range |
2.43 |
2.90 |
0.47 |
19.3% |
6.76 |
| ATR |
2.93 |
2.95 |
0.02 |
0.5% |
0.00 |
| Volume |
46,122 |
48,360 |
2,238 |
4.9% |
171,072 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.60 |
92.80 |
86.81 |
|
| R3 |
91.70 |
89.90 |
86.01 |
|
| R2 |
88.80 |
88.80 |
85.74 |
|
| R1 |
87.00 |
87.00 |
85.48 |
86.45 |
| PP |
85.90 |
85.90 |
85.90 |
85.62 |
| S1 |
84.10 |
84.10 |
84.94 |
83.55 |
| S2 |
83.00 |
83.00 |
84.68 |
|
| S3 |
80.10 |
81.20 |
84.41 |
|
| S4 |
77.20 |
78.30 |
83.62 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.20 |
102.46 |
88.93 |
|
| R3 |
99.44 |
95.70 |
87.07 |
|
| R2 |
92.68 |
92.68 |
86.45 |
|
| R1 |
88.94 |
88.94 |
85.83 |
87.43 |
| PP |
85.92 |
85.92 |
85.92 |
85.16 |
| S1 |
82.18 |
82.18 |
84.59 |
80.67 |
| S2 |
79.16 |
79.16 |
83.97 |
|
| S3 |
72.40 |
75.42 |
83.35 |
|
| S4 |
65.64 |
68.66 |
81.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.65 |
79.23 |
10.42 |
12.2% |
3.88 |
4.6% |
57% |
False |
False |
42,149 |
| 10 |
89.65 |
78.16 |
11.49 |
13.5% |
3.14 |
3.7% |
61% |
False |
False |
36,121 |
| 20 |
89.65 |
78.16 |
11.49 |
13.5% |
2.95 |
3.5% |
61% |
False |
False |
31,197 |
| 40 |
98.64 |
78.16 |
20.48 |
24.0% |
2.54 |
3.0% |
34% |
False |
False |
23,333 |
| 60 |
107.12 |
78.16 |
28.96 |
34.0% |
2.24 |
2.6% |
24% |
False |
False |
19,588 |
| 80 |
109.80 |
78.16 |
31.64 |
37.1% |
2.12 |
2.5% |
22% |
False |
False |
16,981 |
| 100 |
110.65 |
78.16 |
32.49 |
38.1% |
1.99 |
2.3% |
22% |
False |
False |
15,600 |
| 120 |
110.65 |
78.16 |
32.49 |
38.1% |
1.80 |
2.1% |
22% |
False |
False |
13,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.02 |
|
2.618 |
95.28 |
|
1.618 |
92.38 |
|
1.000 |
90.59 |
|
0.618 |
89.48 |
|
HIGH |
87.69 |
|
0.618 |
86.58 |
|
0.500 |
86.24 |
|
0.382 |
85.90 |
|
LOW |
84.79 |
|
0.618 |
83.00 |
|
1.000 |
81.89 |
|
1.618 |
80.10 |
|
2.618 |
77.20 |
|
4.250 |
72.47 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
86.24 |
87.03 |
| PP |
85.90 |
86.42 |
| S1 |
85.55 |
85.82 |
|