NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
90.70 |
92.77 |
2.07 |
2.3% |
87.91 |
| High |
93.50 |
92.86 |
-0.64 |
-0.7% |
93.50 |
| Low |
90.47 |
91.19 |
0.72 |
0.8% |
87.16 |
| Close |
93.23 |
92.10 |
-1.13 |
-1.2% |
92.10 |
| Range |
3.03 |
1.67 |
-1.36 |
-44.9% |
6.34 |
| ATR |
2.56 |
2.53 |
-0.04 |
-1.5% |
0.00 |
| Volume |
43,366 |
53,691 |
10,325 |
23.8% |
201,565 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.06 |
96.25 |
93.02 |
|
| R3 |
95.39 |
94.58 |
92.56 |
|
| R2 |
93.72 |
93.72 |
92.41 |
|
| R1 |
92.91 |
92.91 |
92.25 |
92.48 |
| PP |
92.05 |
92.05 |
92.05 |
91.84 |
| S1 |
91.24 |
91.24 |
91.95 |
90.81 |
| S2 |
90.38 |
90.38 |
91.79 |
|
| S3 |
88.71 |
89.57 |
91.64 |
|
| S4 |
87.04 |
87.90 |
91.18 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.94 |
107.36 |
95.59 |
|
| R3 |
103.60 |
101.02 |
93.84 |
|
| R2 |
97.26 |
97.26 |
93.26 |
|
| R1 |
94.68 |
94.68 |
92.68 |
95.97 |
| PP |
90.92 |
90.92 |
90.92 |
91.57 |
| S1 |
88.34 |
88.34 |
91.52 |
89.63 |
| S2 |
84.58 |
84.58 |
90.94 |
|
| S3 |
78.24 |
82.00 |
90.36 |
|
| S4 |
71.90 |
75.66 |
88.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.50 |
87.16 |
6.34 |
6.9% |
2.03 |
2.2% |
78% |
False |
False |
40,313 |
| 10 |
93.50 |
84.46 |
9.04 |
9.8% |
2.08 |
2.3% |
85% |
False |
False |
33,768 |
| 20 |
93.50 |
78.16 |
15.34 |
16.7% |
2.61 |
2.8% |
91% |
False |
False |
34,944 |
| 40 |
93.50 |
78.16 |
15.34 |
16.7% |
2.59 |
2.8% |
91% |
False |
False |
27,983 |
| 60 |
107.12 |
78.16 |
28.96 |
31.4% |
2.37 |
2.6% |
48% |
False |
False |
23,436 |
| 80 |
108.60 |
78.16 |
30.44 |
33.1% |
2.20 |
2.4% |
46% |
False |
False |
20,043 |
| 100 |
110.65 |
78.16 |
32.49 |
35.3% |
2.07 |
2.3% |
43% |
False |
False |
17,905 |
| 120 |
110.65 |
78.16 |
32.49 |
35.3% |
1.92 |
2.1% |
43% |
False |
False |
16,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.96 |
|
2.618 |
97.23 |
|
1.618 |
95.56 |
|
1.000 |
94.53 |
|
0.618 |
93.89 |
|
HIGH |
92.86 |
|
0.618 |
92.22 |
|
0.500 |
92.03 |
|
0.382 |
91.83 |
|
LOW |
91.19 |
|
0.618 |
90.16 |
|
1.000 |
89.52 |
|
1.618 |
88.49 |
|
2.618 |
86.82 |
|
4.250 |
84.09 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.08 |
91.86 |
| PP |
92.05 |
91.61 |
| S1 |
92.03 |
91.37 |
|