NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.84 |
89.73 |
0.89 |
1.0% |
85.03 |
High |
90.10 |
90.65 |
0.55 |
0.6% |
88.32 |
Low |
88.12 |
89.24 |
1.12 |
1.3% |
84.46 |
Close |
89.87 |
90.47 |
0.60 |
0.7% |
87.85 |
Range |
1.98 |
1.41 |
-0.57 |
-28.8% |
3.86 |
ATR |
2.61 |
2.53 |
-0.09 |
-3.3% |
0.00 |
Volume |
34,461 |
38,347 |
3,886 |
11.3% |
136,116 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.35 |
93.82 |
91.25 |
|
R3 |
92.94 |
92.41 |
90.86 |
|
R2 |
91.53 |
91.53 |
90.73 |
|
R1 |
91.00 |
91.00 |
90.60 |
91.27 |
PP |
90.12 |
90.12 |
90.12 |
90.25 |
S1 |
89.59 |
89.59 |
90.34 |
89.86 |
S2 |
88.71 |
88.71 |
90.21 |
|
S3 |
87.30 |
88.18 |
90.08 |
|
S4 |
85.89 |
86.77 |
89.69 |
|
|
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 |
90.65 |
84.99 |
5.66 |
6.3% |
1.89 |
2.1% |
97% |
True |
False |
30,007 |
10 |
90.65 |
84.46 |
6.19 |
6.8% |
2.14 |
2.4% |
97% |
True |
False |
33,510 |
20 |
90.65 |
78.16 |
12.49 |
13.8% |
2.72 |
3.0% |
99% |
True |
False |
33,098 |
40 |
93.98 |
78.16 |
15.82 |
17.5% |
2.58 |
2.8% |
78% |
False |
False |
26,063 |
60 |
107.12 |
78.16 |
28.96 |
32.0% |
2.33 |
2.6% |
43% |
False |
False |
22,072 |
80 |
109.15 |
78.16 |
30.99 |
34.3% |
2.16 |
2.4% |
40% |
False |
False |
18,975 |
100 |
110.65 |
78.16 |
32.49 |
35.9% |
2.06 |
2.3% |
38% |
False |
False |
17,292 |
120 |
110.65 |
78.16 |
32.49 |
35.9% |
1.89 |
2.1% |
38% |
False |
False |
15,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.64 |
2.618 |
94.34 |
1.618 |
92.93 |
1.000 |
92.06 |
0.618 |
91.52 |
HIGH |
90.65 |
0.618 |
90.11 |
0.500 |
89.95 |
0.382 |
89.78 |
LOW |
89.24 |
0.618 |
88.37 |
1.000 |
87.83 |
1.618 |
86.96 |
2.618 |
85.55 |
4.250 |
83.25 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.30 |
89.95 |
PP |
90.12 |
89.43 |
S1 |
89.95 |
88.91 |
|