NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 01-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
89.95 |
88.26 |
-1.69 |
-1.9% |
91.65 |
High |
90.56 |
89.72 |
-0.84 |
-0.9% |
91.91 |
Low |
87.60 |
87.77 |
0.17 |
0.2% |
87.14 |
Close |
88.34 |
89.17 |
0.83 |
0.9% |
90.42 |
Range |
2.96 |
1.95 |
-1.01 |
-34.1% |
4.77 |
ATR |
2.43 |
2.39 |
-0.03 |
-1.4% |
0.00 |
Volume |
72,380 |
62,371 |
-10,009 |
-13.8% |
221,090 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.74 |
93.90 |
90.24 |
|
R3 |
92.79 |
91.95 |
89.71 |
|
R2 |
90.84 |
90.84 |
89.53 |
|
R1 |
90.00 |
90.00 |
89.35 |
90.42 |
PP |
88.89 |
88.89 |
88.89 |
89.10 |
S1 |
88.05 |
88.05 |
88.99 |
88.47 |
S2 |
86.94 |
86.94 |
88.81 |
|
S3 |
84.99 |
86.10 |
88.63 |
|
S4 |
83.04 |
84.15 |
88.10 |
|
|
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 |
87.60 |
3.49 |
3.9% |
2.02 |
2.3% |
45% |
False |
False |
53,721 |
10 |
93.50 |
87.14 |
6.36 |
7.1% |
2.27 |
2.5% |
32% |
False |
False |
49,745 |
20 |
93.50 |
84.46 |
9.04 |
10.1% |
2.20 |
2.5% |
52% |
False |
False |
41,627 |
40 |
93.50 |
78.16 |
15.34 |
17.2% |
2.57 |
2.9% |
72% |
False |
False |
35,019 |
60 |
98.97 |
78.16 |
20.81 |
23.3% |
2.41 |
2.7% |
53% |
False |
False |
28,408 |
80 |
107.12 |
78.16 |
28.96 |
32.5% |
2.21 |
2.5% |
38% |
False |
False |
24,209 |
100 |
109.80 |
78.16 |
31.64 |
35.5% |
2.11 |
2.4% |
35% |
False |
False |
21,162 |
120 |
110.65 |
78.16 |
32.49 |
36.4% |
2.00 |
2.2% |
34% |
False |
False |
19,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.01 |
2.618 |
94.83 |
1.618 |
92.88 |
1.000 |
91.67 |
0.618 |
90.93 |
HIGH |
89.72 |
0.618 |
88.98 |
0.500 |
88.75 |
0.382 |
88.51 |
LOW |
87.77 |
0.618 |
86.56 |
1.000 |
85.82 |
1.618 |
84.61 |
2.618 |
82.66 |
4.250 |
79.48 |
|
|
Fisher Pivots for day following 01-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
89.03 |
89.35 |
PP |
88.89 |
89.29 |
S1 |
88.75 |
89.23 |
|