NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.58 |
90.41 |
0.83 |
0.9% |
91.65 |
High |
90.73 |
91.09 |
0.36 |
0.4% |
91.91 |
Low |
89.41 |
89.61 |
0.20 |
0.2% |
87.14 |
Close |
90.42 |
90.06 |
-0.36 |
-0.4% |
90.42 |
Range |
1.32 |
1.48 |
0.16 |
12.1% |
4.77 |
ATR |
2.45 |
2.38 |
-0.07 |
-2.8% |
0.00 |
Volume |
35,528 |
44,552 |
9,024 |
25.4% |
221,090 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.69 |
93.86 |
90.87 |
|
R3 |
93.21 |
92.38 |
90.47 |
|
R2 |
91.73 |
91.73 |
90.33 |
|
R1 |
90.90 |
90.90 |
90.20 |
90.58 |
PP |
90.25 |
90.25 |
90.25 |
90.09 |
S1 |
89.42 |
89.42 |
89.92 |
89.10 |
S2 |
88.77 |
88.77 |
89.79 |
|
S3 |
87.29 |
87.94 |
89.65 |
|
S4 |
85.81 |
86.46 |
89.25 |
|
|
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 |
91.09 |
87.14 |
3.95 |
4.4% |
1.87 |
2.1% |
74% |
True |
False |
44,629 |
10 |
93.50 |
87.14 |
6.36 |
7.1% |
2.12 |
2.3% |
46% |
False |
False |
43,550 |
20 |
93.50 |
82.89 |
10.61 |
11.8% |
2.32 |
2.6% |
68% |
False |
False |
38,719 |
40 |
93.50 |
78.16 |
15.34 |
17.0% |
2.57 |
2.9% |
78% |
False |
False |
32,663 |
60 |
103.63 |
78.16 |
25.47 |
28.3% |
2.45 |
2.7% |
47% |
False |
False |
26,794 |
80 |
107.12 |
78.16 |
28.96 |
32.2% |
2.19 |
2.4% |
41% |
False |
False |
22,776 |
100 |
109.80 |
78.16 |
31.64 |
35.1% |
2.09 |
2.3% |
38% |
False |
False |
20,087 |
120 |
110.65 |
78.16 |
32.49 |
36.1% |
1.97 |
2.2% |
37% |
False |
False |
18,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.38 |
2.618 |
94.96 |
1.618 |
93.48 |
1.000 |
92.57 |
0.618 |
92.00 |
HIGH |
91.09 |
0.618 |
90.52 |
0.500 |
90.35 |
0.382 |
90.18 |
LOW |
89.61 |
0.618 |
88.70 |
1.000 |
88.13 |
1.618 |
87.22 |
2.618 |
85.74 |
4.250 |
83.32 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.35 |
89.95 |
PP |
90.25 |
89.84 |
S1 |
90.16 |
89.73 |
|