NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
92.77 |
91.65 |
-1.12 |
-1.2% |
87.91 |
| High |
92.86 |
91.91 |
-0.95 |
-1.0% |
93.50 |
| Low |
91.19 |
88.20 |
-2.99 |
-3.3% |
87.16 |
| Close |
92.10 |
88.43 |
-3.67 |
-4.0% |
92.10 |
| Range |
1.67 |
3.71 |
2.04 |
122.2% |
6.34 |
| ATR |
2.53 |
2.63 |
0.10 |
3.9% |
0.00 |
| Volume |
53,691 |
42,496 |
-11,195 |
-20.9% |
201,565 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.64 |
98.25 |
90.47 |
|
| R3 |
96.93 |
94.54 |
89.45 |
|
| R2 |
93.22 |
93.22 |
89.11 |
|
| R1 |
90.83 |
90.83 |
88.77 |
90.17 |
| PP |
89.51 |
89.51 |
89.51 |
89.19 |
| S1 |
87.12 |
87.12 |
88.09 |
86.46 |
| S2 |
85.80 |
85.80 |
87.75 |
|
| S3 |
82.09 |
83.41 |
87.41 |
|
| S4 |
78.38 |
79.70 |
86.39 |
|
|
| 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 |
88.12 |
5.38 |
6.1% |
2.36 |
2.7% |
6% |
False |
False |
42,472 |
| 10 |
93.50 |
84.46 |
9.04 |
10.2% |
2.23 |
2.5% |
44% |
False |
False |
34,777 |
| 20 |
93.50 |
78.16 |
15.34 |
17.3% |
2.66 |
3.0% |
67% |
False |
False |
35,028 |
| 40 |
93.50 |
78.16 |
15.34 |
17.3% |
2.65 |
3.0% |
67% |
False |
False |
28,669 |
| 60 |
107.12 |
78.16 |
28.96 |
32.7% |
2.41 |
2.7% |
35% |
False |
False |
23,973 |
| 80 |
107.38 |
78.16 |
29.22 |
33.0% |
2.22 |
2.5% |
35% |
False |
False |
20,524 |
| 100 |
110.65 |
78.16 |
32.49 |
36.7% |
2.09 |
2.4% |
32% |
False |
False |
18,262 |
| 120 |
110.65 |
78.16 |
32.49 |
36.7% |
1.94 |
2.2% |
32% |
False |
False |
16,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.68 |
|
2.618 |
101.62 |
|
1.618 |
97.91 |
|
1.000 |
95.62 |
|
0.618 |
94.20 |
|
HIGH |
91.91 |
|
0.618 |
90.49 |
|
0.500 |
90.06 |
|
0.382 |
89.62 |
|
LOW |
88.20 |
|
0.618 |
85.91 |
|
1.000 |
84.49 |
|
1.618 |
82.20 |
|
2.618 |
78.49 |
|
4.250 |
72.43 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.06 |
90.85 |
| PP |
89.51 |
90.04 |
| S1 |
88.97 |
89.24 |
|