NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.18 |
88.40 |
0.22 |
0.2% |
87.91 |
High |
89.37 |
89.64 |
0.27 |
0.3% |
93.50 |
Low |
87.71 |
87.14 |
-0.57 |
-0.6% |
87.16 |
Close |
88.78 |
89.25 |
0.47 |
0.5% |
92.10 |
Range |
1.66 |
2.50 |
0.84 |
50.6% |
6.34 |
ATR |
2.56 |
2.55 |
0.00 |
-0.2% |
0.00 |
Volume |
35,114 |
54,178 |
19,064 |
54.3% |
201,565 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.18 |
95.21 |
90.63 |
|
R3 |
93.68 |
92.71 |
89.94 |
|
R2 |
91.18 |
91.18 |
89.71 |
|
R1 |
90.21 |
90.21 |
89.48 |
90.70 |
PP |
88.68 |
88.68 |
88.68 |
88.92 |
S1 |
87.71 |
87.71 |
89.02 |
88.20 |
S2 |
86.18 |
86.18 |
88.79 |
|
S3 |
83.68 |
85.21 |
88.56 |
|
S4 |
81.18 |
82.71 |
87.88 |
|
|
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 |
87.14 |
6.36 |
7.1% |
2.51 |
2.8% |
33% |
False |
True |
45,769 |
10 |
93.50 |
84.99 |
8.51 |
9.5% |
2.20 |
2.5% |
50% |
False |
False |
37,888 |
20 |
93.50 |
78.16 |
15.34 |
17.2% |
2.67 |
3.0% |
72% |
False |
False |
36,764 |
40 |
93.50 |
78.16 |
15.34 |
17.2% |
2.68 |
3.0% |
72% |
False |
False |
30,499 |
60 |
107.12 |
78.16 |
28.96 |
32.4% |
2.45 |
2.7% |
38% |
False |
False |
25,243 |
80 |
107.38 |
78.16 |
29.22 |
32.7% |
2.22 |
2.5% |
38% |
False |
False |
21,452 |
100 |
109.80 |
78.16 |
31.64 |
35.5% |
2.09 |
2.3% |
35% |
False |
False |
18,993 |
120 |
110.65 |
78.16 |
32.49 |
36.4% |
1.95 |
2.2% |
34% |
False |
False |
17,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.27 |
2.618 |
96.19 |
1.618 |
93.69 |
1.000 |
92.14 |
0.618 |
91.19 |
HIGH |
89.64 |
0.618 |
88.69 |
0.500 |
88.39 |
0.382 |
88.10 |
LOW |
87.14 |
0.618 |
85.60 |
1.000 |
84.64 |
1.618 |
83.10 |
2.618 |
80.60 |
4.250 |
76.52 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
88.96 |
89.53 |
PP |
88.68 |
89.43 |
S1 |
88.39 |
89.34 |
|