NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.31 |
89.58 |
0.27 |
0.3% |
91.65 |
High |
90.76 |
90.73 |
-0.03 |
0.0% |
91.91 |
Low |
88.36 |
89.41 |
1.05 |
1.2% |
87.14 |
Close |
89.67 |
90.42 |
0.75 |
0.8% |
90.42 |
Range |
2.40 |
1.32 |
-1.08 |
-45.0% |
4.77 |
ATR |
2.54 |
2.45 |
-0.09 |
-3.4% |
0.00 |
Volume |
53,774 |
35,528 |
-18,246 |
-33.9% |
221,090 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.15 |
93.60 |
91.15 |
|
R3 |
92.83 |
92.28 |
90.78 |
|
R2 |
91.51 |
91.51 |
90.66 |
|
R1 |
90.96 |
90.96 |
90.54 |
91.24 |
PP |
90.19 |
90.19 |
90.19 |
90.32 |
S1 |
89.64 |
89.64 |
90.30 |
89.92 |
S2 |
88.87 |
88.87 |
90.18 |
|
S3 |
87.55 |
88.32 |
90.06 |
|
S4 |
86.23 |
87.00 |
89.69 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.13 |
102.05 |
93.04 |
|
R3 |
99.36 |
97.28 |
91.73 |
|
R2 |
94.59 |
94.59 |
91.29 |
|
R1 |
92.51 |
92.51 |
90.86 |
91.17 |
PP |
89.82 |
89.82 |
89.82 |
89.15 |
S1 |
87.74 |
87.74 |
89.98 |
86.40 |
S2 |
85.05 |
85.05 |
89.55 |
|
S3 |
80.28 |
82.97 |
89.11 |
|
S4 |
75.51 |
78.20 |
87.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.91 |
87.14 |
4.77 |
5.3% |
2.32 |
2.6% |
69% |
False |
False |
44,218 |
10 |
93.50 |
87.14 |
6.36 |
7.0% |
2.17 |
2.4% |
52% |
False |
False |
42,265 |
20 |
93.50 |
79.23 |
14.27 |
15.8% |
2.59 |
2.9% |
78% |
False |
False |
38,476 |
40 |
93.50 |
78.16 |
15.34 |
17.0% |
2.63 |
2.9% |
80% |
False |
False |
32,040 |
60 |
106.00 |
78.16 |
27.84 |
30.8% |
2.47 |
2.7% |
44% |
False |
False |
26,321 |
80 |
107.12 |
78.16 |
28.96 |
32.0% |
2.21 |
2.4% |
42% |
False |
False |
22,377 |
100 |
109.80 |
78.16 |
31.64 |
35.0% |
2.09 |
2.3% |
39% |
False |
False |
19,756 |
120 |
110.65 |
78.16 |
32.49 |
35.9% |
1.97 |
2.2% |
38% |
False |
False |
17,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.34 |
2.618 |
94.19 |
1.618 |
92.87 |
1.000 |
92.05 |
0.618 |
91.55 |
HIGH |
90.73 |
0.618 |
90.23 |
0.500 |
90.07 |
0.382 |
89.91 |
LOW |
89.41 |
0.618 |
88.59 |
1.000 |
88.09 |
1.618 |
87.27 |
2.618 |
85.95 |
4.250 |
83.80 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.30 |
89.93 |
PP |
90.19 |
89.44 |
S1 |
90.07 |
88.95 |
|