NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.40 |
89.31 |
0.91 |
1.0% |
87.91 |
High |
89.64 |
90.76 |
1.12 |
1.2% |
93.50 |
Low |
87.14 |
88.36 |
1.22 |
1.4% |
87.16 |
Close |
89.25 |
89.67 |
0.42 |
0.5% |
92.10 |
Range |
2.50 |
2.40 |
-0.10 |
-4.0% |
6.34 |
ATR |
2.55 |
2.54 |
-0.01 |
-0.4% |
0.00 |
Volume |
54,178 |
53,774 |
-404 |
-0.7% |
201,565 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.80 |
95.63 |
90.99 |
|
R3 |
94.40 |
93.23 |
90.33 |
|
R2 |
92.00 |
92.00 |
90.11 |
|
R1 |
90.83 |
90.83 |
89.89 |
91.42 |
PP |
89.60 |
89.60 |
89.60 |
89.89 |
S1 |
88.43 |
88.43 |
89.45 |
89.02 |
S2 |
87.20 |
87.20 |
89.23 |
|
S3 |
84.80 |
86.03 |
89.01 |
|
S4 |
82.40 |
83.63 |
88.35 |
|
|
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 |
92.86 |
87.14 |
5.72 |
6.4% |
2.39 |
2.7% |
44% |
False |
False |
47,850 |
10 |
93.50 |
86.39 |
7.11 |
7.9% |
2.23 |
2.5% |
46% |
False |
False |
40,848 |
20 |
93.50 |
78.16 |
15.34 |
17.1% |
2.69 |
3.0% |
75% |
False |
False |
38,073 |
40 |
93.50 |
78.16 |
15.34 |
17.1% |
2.66 |
3.0% |
75% |
False |
False |
31,470 |
60 |
106.72 |
78.16 |
28.56 |
31.9% |
2.47 |
2.7% |
40% |
False |
False |
26,013 |
80 |
107.15 |
78.16 |
28.99 |
32.3% |
2.21 |
2.5% |
40% |
False |
False |
22,048 |
100 |
109.80 |
78.16 |
31.64 |
35.3% |
2.10 |
2.3% |
36% |
False |
False |
19,453 |
120 |
110.65 |
78.16 |
32.49 |
36.2% |
1.96 |
2.2% |
35% |
False |
False |
17,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.96 |
2.618 |
97.04 |
1.618 |
94.64 |
1.000 |
93.16 |
0.618 |
92.24 |
HIGH |
90.76 |
0.618 |
89.84 |
0.500 |
89.56 |
0.382 |
89.28 |
LOW |
88.36 |
0.618 |
86.88 |
1.000 |
85.96 |
1.618 |
84.48 |
2.618 |
82.08 |
4.250 |
78.16 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.63 |
89.43 |
PP |
89.60 |
89.19 |
S1 |
89.56 |
88.95 |
|