NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
85.03 |
86.16 |
1.13 |
1.3% |
85.70 |
| High |
87.20 |
86.59 |
-0.61 |
-0.7% |
89.65 |
| Low |
85.03 |
84.46 |
-0.57 |
-0.7% |
82.89 |
| Close |
86.74 |
84.69 |
-2.05 |
-2.4% |
85.21 |
| Range |
2.17 |
2.13 |
-0.04 |
-1.8% |
6.76 |
| ATR |
2.89 |
2.85 |
-0.04 |
-1.5% |
0.00 |
| Volume |
32,402 |
30,372 |
-2,030 |
-6.3% |
171,072 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.64 |
90.29 |
85.86 |
|
| R3 |
89.51 |
88.16 |
85.28 |
|
| R2 |
87.38 |
87.38 |
85.08 |
|
| R1 |
86.03 |
86.03 |
84.89 |
85.64 |
| PP |
85.25 |
85.25 |
85.25 |
85.05 |
| S1 |
83.90 |
83.90 |
84.49 |
83.51 |
| S2 |
83.12 |
83.12 |
84.30 |
|
| S3 |
80.99 |
81.77 |
84.10 |
|
| S4 |
78.86 |
79.64 |
83.52 |
|
|
| 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 |
84.40 |
5.25 |
6.2% |
2.81 |
3.3% |
6% |
False |
False |
38,213 |
| 10 |
89.65 |
78.16 |
11.49 |
13.6% |
3.04 |
3.6% |
57% |
False |
False |
35,649 |
| 20 |
89.65 |
78.16 |
11.49 |
13.6% |
2.76 |
3.3% |
57% |
False |
False |
31,399 |
| 40 |
96.60 |
78.16 |
18.44 |
21.8% |
2.57 |
3.0% |
35% |
False |
False |
23,982 |
| 60 |
107.12 |
78.16 |
28.96 |
34.2% |
2.28 |
2.7% |
23% |
False |
False |
20,213 |
| 80 |
109.80 |
78.16 |
31.64 |
37.4% |
2.14 |
2.5% |
21% |
False |
False |
17,508 |
| 100 |
110.65 |
78.16 |
32.49 |
38.4% |
2.02 |
2.4% |
20% |
False |
False |
16,111 |
| 120 |
110.65 |
78.16 |
32.49 |
38.4% |
1.84 |
2.2% |
20% |
False |
False |
14,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.64 |
|
2.618 |
92.17 |
|
1.618 |
90.04 |
|
1.000 |
88.72 |
|
0.618 |
87.91 |
|
HIGH |
86.59 |
|
0.618 |
85.78 |
|
0.500 |
85.53 |
|
0.382 |
85.27 |
|
LOW |
84.46 |
|
0.618 |
83.14 |
|
1.000 |
82.33 |
|
1.618 |
81.01 |
|
2.618 |
78.88 |
|
4.250 |
75.41 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.53 |
86.08 |
| PP |
85.25 |
85.61 |
| S1 |
84.97 |
85.15 |
|