NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
90.41 |
89.95 |
-0.46 |
-0.5% |
91.65 |
High |
91.09 |
90.56 |
-0.53 |
-0.6% |
91.91 |
Low |
89.61 |
87.60 |
-2.01 |
-2.2% |
87.14 |
Close |
90.06 |
88.34 |
-1.72 |
-1.9% |
90.42 |
Range |
1.48 |
2.96 |
1.48 |
100.0% |
4.77 |
ATR |
2.38 |
2.43 |
0.04 |
1.7% |
0.00 |
Volume |
44,552 |
72,380 |
27,828 |
62.5% |
221,090 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.71 |
95.99 |
89.97 |
|
R3 |
94.75 |
93.03 |
89.15 |
|
R2 |
91.79 |
91.79 |
88.88 |
|
R1 |
90.07 |
90.07 |
88.61 |
89.45 |
PP |
88.83 |
88.83 |
88.83 |
88.53 |
S1 |
87.11 |
87.11 |
88.07 |
86.49 |
S2 |
85.87 |
85.87 |
87.80 |
|
S3 |
82.91 |
84.15 |
87.53 |
|
S4 |
79.95 |
81.19 |
86.71 |
|
|
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 |
4.5% |
2.13 |
2.4% |
30% |
False |
False |
52,082 |
10 |
93.50 |
87.14 |
6.36 |
7.2% |
2.21 |
2.5% |
19% |
False |
False |
47,342 |
20 |
93.50 |
84.40 |
9.10 |
10.3% |
2.33 |
2.6% |
43% |
False |
False |
40,199 |
40 |
93.50 |
78.16 |
15.34 |
17.4% |
2.56 |
2.9% |
66% |
False |
False |
33,901 |
60 |
99.24 |
78.16 |
21.08 |
23.9% |
2.42 |
2.7% |
48% |
False |
False |
27,738 |
80 |
107.12 |
78.16 |
28.96 |
32.8% |
2.21 |
2.5% |
35% |
False |
False |
23,558 |
100 |
109.80 |
78.16 |
31.64 |
35.8% |
2.11 |
2.4% |
32% |
False |
False |
20,695 |
120 |
110.65 |
78.16 |
32.49 |
36.8% |
1.99 |
2.2% |
31% |
False |
False |
18,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.14 |
2.618 |
98.31 |
1.618 |
95.35 |
1.000 |
93.52 |
0.618 |
92.39 |
HIGH |
90.56 |
0.618 |
89.43 |
0.500 |
89.08 |
0.382 |
88.73 |
LOW |
87.60 |
0.618 |
85.77 |
1.000 |
84.64 |
1.618 |
82.81 |
2.618 |
79.85 |
4.250 |
75.02 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.08 |
89.35 |
PP |
88.83 |
89.01 |
S1 |
88.59 |
88.68 |
|