NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
87.91 |
88.84 |
0.93 |
1.1% |
85.03 |
High |
89.21 |
90.10 |
0.89 |
1.0% |
88.32 |
Low |
87.16 |
88.12 |
0.96 |
1.1% |
84.46 |
Close |
89.16 |
89.87 |
0.71 |
0.8% |
87.85 |
Range |
2.05 |
1.98 |
-0.07 |
-3.4% |
3.86 |
ATR |
2.66 |
2.61 |
-0.05 |
-1.8% |
0.00 |
Volume |
31,700 |
34,461 |
2,761 |
8.7% |
136,116 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.30 |
94.57 |
90.96 |
|
R3 |
93.32 |
92.59 |
90.41 |
|
R2 |
91.34 |
91.34 |
90.23 |
|
R1 |
90.61 |
90.61 |
90.05 |
90.98 |
PP |
89.36 |
89.36 |
89.36 |
89.55 |
S1 |
88.63 |
88.63 |
89.69 |
89.00 |
S2 |
87.38 |
87.38 |
89.51 |
|
S3 |
85.40 |
86.65 |
89.33 |
|
S4 |
83.42 |
84.67 |
88.78 |
|
|
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 |
90.10 |
84.87 |
5.23 |
5.8% |
2.07 |
2.3% |
96% |
True |
False |
27,900 |
10 |
90.10 |
84.40 |
5.70 |
6.3% |
2.44 |
2.7% |
96% |
True |
False |
33,057 |
20 |
90.10 |
78.16 |
11.94 |
13.3% |
2.75 |
3.1% |
98% |
True |
False |
32,399 |
40 |
94.10 |
78.16 |
15.94 |
17.7% |
2.59 |
2.9% |
73% |
False |
False |
25,524 |
60 |
107.12 |
78.16 |
28.96 |
32.2% |
2.33 |
2.6% |
40% |
False |
False |
21,552 |
80 |
109.50 |
78.16 |
31.34 |
34.9% |
2.17 |
2.4% |
37% |
False |
False |
18,617 |
100 |
110.65 |
78.16 |
32.49 |
36.2% |
2.06 |
2.3% |
36% |
False |
False |
17,036 |
120 |
110.65 |
78.16 |
32.49 |
36.2% |
1.88 |
2.1% |
36% |
False |
False |
15,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.52 |
2.618 |
95.28 |
1.618 |
93.30 |
1.000 |
92.08 |
0.618 |
91.32 |
HIGH |
90.10 |
0.618 |
89.34 |
0.500 |
89.11 |
0.382 |
88.88 |
LOW |
88.12 |
0.618 |
86.90 |
1.000 |
86.14 |
1.618 |
84.92 |
2.618 |
82.94 |
4.250 |
79.71 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.62 |
89.33 |
PP |
89.36 |
88.79 |
S1 |
89.11 |
88.25 |
|