NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
91.65 |
88.18 |
-3.47 |
-3.8% |
87.91 |
| High |
91.91 |
89.37 |
-2.54 |
-2.8% |
93.50 |
| Low |
88.20 |
87.71 |
-0.49 |
-0.6% |
87.16 |
| Close |
88.43 |
88.78 |
0.35 |
0.4% |
92.10 |
| Range |
3.71 |
1.66 |
-2.05 |
-55.3% |
6.34 |
| ATR |
2.63 |
2.56 |
-0.07 |
-2.6% |
0.00 |
| Volume |
42,496 |
35,114 |
-7,382 |
-17.4% |
201,565 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.60 |
92.85 |
89.69 |
|
| R3 |
91.94 |
91.19 |
89.24 |
|
| R2 |
90.28 |
90.28 |
89.08 |
|
| R1 |
89.53 |
89.53 |
88.93 |
89.91 |
| PP |
88.62 |
88.62 |
88.62 |
88.81 |
| S1 |
87.87 |
87.87 |
88.63 |
88.25 |
| S2 |
86.96 |
86.96 |
88.48 |
|
| S3 |
85.30 |
86.21 |
88.32 |
|
| S4 |
83.64 |
84.55 |
87.87 |
|
|
| 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 |
87.71 |
5.79 |
6.5% |
2.30 |
2.6% |
18% |
False |
True |
42,602 |
| 10 |
93.50 |
84.87 |
8.63 |
9.7% |
2.19 |
2.5% |
45% |
False |
False |
35,251 |
| 20 |
93.50 |
78.16 |
15.34 |
17.3% |
2.61 |
2.9% |
69% |
False |
False |
35,450 |
| 40 |
93.50 |
78.16 |
15.34 |
17.3% |
2.67 |
3.0% |
69% |
False |
False |
29,317 |
| 60 |
107.12 |
78.16 |
28.96 |
32.6% |
2.42 |
2.7% |
37% |
False |
False |
24,425 |
| 80 |
107.38 |
78.16 |
29.22 |
32.9% |
2.20 |
2.5% |
36% |
False |
False |
20,903 |
| 100 |
109.80 |
78.16 |
31.64 |
35.6% |
2.08 |
2.3% |
34% |
False |
False |
18,553 |
| 120 |
110.65 |
78.16 |
32.49 |
36.6% |
1.94 |
2.2% |
33% |
False |
False |
16,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.43 |
|
2.618 |
93.72 |
|
1.618 |
92.06 |
|
1.000 |
91.03 |
|
0.618 |
90.40 |
|
HIGH |
89.37 |
|
0.618 |
88.74 |
|
0.500 |
88.54 |
|
0.382 |
88.34 |
|
LOW |
87.71 |
|
0.618 |
86.68 |
|
1.000 |
86.05 |
|
1.618 |
85.02 |
|
2.618 |
83.36 |
|
4.250 |
80.66 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.70 |
90.29 |
| PP |
88.62 |
89.78 |
| S1 |
88.54 |
89.28 |
|