NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
86.58 |
87.91 |
1.33 |
1.5% |
85.03 |
High |
88.32 |
89.21 |
0.89 |
1.0% |
88.32 |
Low |
86.39 |
87.16 |
0.77 |
0.9% |
84.46 |
Close |
87.85 |
89.16 |
1.31 |
1.5% |
87.85 |
Range |
1.93 |
2.05 |
0.12 |
6.2% |
3.86 |
ATR |
2.71 |
2.66 |
-0.05 |
-1.7% |
0.00 |
Volume |
21,359 |
31,700 |
10,341 |
48.4% |
136,116 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.66 |
93.96 |
90.29 |
|
R3 |
92.61 |
91.91 |
89.72 |
|
R2 |
90.56 |
90.56 |
89.54 |
|
R1 |
89.86 |
89.86 |
89.35 |
90.21 |
PP |
88.51 |
88.51 |
88.51 |
88.69 |
S1 |
87.81 |
87.81 |
88.97 |
88.16 |
S2 |
86.46 |
86.46 |
88.78 |
|
S3 |
84.41 |
85.76 |
88.60 |
|
S4 |
82.36 |
83.71 |
88.03 |
|
|
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 |
89.21 |
84.46 |
4.75 |
5.3% |
2.10 |
2.4% |
99% |
True |
False |
27,082 |
10 |
89.65 |
82.89 |
6.76 |
7.6% |
2.52 |
2.8% |
93% |
False |
False |
33,888 |
20 |
89.65 |
78.16 |
11.49 |
12.9% |
2.81 |
3.2% |
96% |
False |
False |
31,556 |
40 |
94.10 |
78.16 |
15.94 |
17.9% |
2.59 |
2.9% |
69% |
False |
False |
25,079 |
60 |
107.12 |
78.16 |
28.96 |
32.5% |
2.32 |
2.6% |
38% |
False |
False |
21,149 |
80 |
109.50 |
78.16 |
31.34 |
35.2% |
2.18 |
2.4% |
35% |
False |
False |
18,268 |
100 |
110.65 |
78.16 |
32.49 |
36.4% |
2.07 |
2.3% |
34% |
False |
False |
16,791 |
120 |
110.65 |
78.16 |
32.49 |
36.4% |
1.88 |
2.1% |
34% |
False |
False |
15,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.92 |
2.618 |
94.58 |
1.618 |
92.53 |
1.000 |
91.26 |
0.618 |
90.48 |
HIGH |
89.21 |
0.618 |
88.43 |
0.500 |
88.19 |
0.382 |
87.94 |
LOW |
87.16 |
0.618 |
85.89 |
1.000 |
85.11 |
1.618 |
83.84 |
2.618 |
81.79 |
4.250 |
78.45 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
88.84 |
88.47 |
PP |
88.51 |
87.79 |
S1 |
88.19 |
87.10 |
|