NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
86.73 |
86.58 |
-0.15 |
-0.2% |
85.03 |
High |
87.06 |
88.32 |
1.26 |
1.4% |
88.32 |
Low |
84.99 |
86.39 |
1.40 |
1.6% |
84.46 |
Close |
86.80 |
87.85 |
1.05 |
1.2% |
87.85 |
Range |
2.07 |
1.93 |
-0.14 |
-6.8% |
3.86 |
ATR |
2.77 |
2.71 |
-0.06 |
-2.2% |
0.00 |
Volume |
24,172 |
21,359 |
-2,813 |
-11.6% |
136,116 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.31 |
92.51 |
88.91 |
|
R3 |
91.38 |
90.58 |
88.38 |
|
R2 |
89.45 |
89.45 |
88.20 |
|
R1 |
88.65 |
88.65 |
88.03 |
89.05 |
PP |
87.52 |
87.52 |
87.52 |
87.72 |
S1 |
86.72 |
86.72 |
87.67 |
87.12 |
S2 |
85.59 |
85.59 |
87.50 |
|
S3 |
83.66 |
84.79 |
87.32 |
|
S4 |
81.73 |
82.86 |
86.79 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.46 |
97.01 |
89.97 |
|
R3 |
94.60 |
93.15 |
88.91 |
|
R2 |
90.74 |
90.74 |
88.56 |
|
R1 |
89.29 |
89.29 |
88.20 |
90.02 |
PP |
86.88 |
86.88 |
86.88 |
87.24 |
S1 |
85.43 |
85.43 |
87.50 |
86.16 |
S2 |
83.02 |
83.02 |
87.14 |
|
S3 |
79.16 |
81.57 |
86.79 |
|
S4 |
75.30 |
77.71 |
85.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.32 |
84.46 |
3.86 |
4.4% |
2.13 |
2.4% |
88% |
True |
False |
27,223 |
10 |
89.65 |
79.23 |
10.42 |
11.9% |
3.01 |
3.4% |
83% |
False |
False |
34,686 |
20 |
89.65 |
78.16 |
11.49 |
13.1% |
2.78 |
3.2% |
84% |
False |
False |
31,419 |
40 |
94.95 |
78.16 |
16.79 |
19.1% |
2.58 |
2.9% |
58% |
False |
False |
24,667 |
60 |
107.12 |
78.16 |
28.96 |
33.0% |
2.31 |
2.6% |
33% |
False |
False |
20,802 |
80 |
109.50 |
78.16 |
31.34 |
35.7% |
2.16 |
2.5% |
31% |
False |
False |
18,006 |
100 |
110.65 |
78.16 |
32.49 |
37.0% |
2.05 |
2.3% |
30% |
False |
False |
16,583 |
120 |
110.65 |
78.16 |
32.49 |
37.0% |
1.86 |
2.1% |
30% |
False |
False |
14,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.52 |
2.618 |
93.37 |
1.618 |
91.44 |
1.000 |
90.25 |
0.618 |
89.51 |
HIGH |
88.32 |
0.618 |
87.58 |
0.500 |
87.36 |
0.382 |
87.13 |
LOW |
86.39 |
0.618 |
85.20 |
1.000 |
84.46 |
1.618 |
83.27 |
2.618 |
81.34 |
4.250 |
78.19 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.69 |
87.43 |
PP |
87.52 |
87.01 |
S1 |
87.36 |
86.60 |
|