NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
88.26 |
89.15 |
0.89 |
1.0% |
91.65 |
High |
89.72 |
89.90 |
0.18 |
0.2% |
91.91 |
Low |
87.77 |
87.20 |
-0.57 |
-0.6% |
87.14 |
Close |
89.17 |
87.41 |
-1.76 |
-2.0% |
90.42 |
Range |
1.95 |
2.70 |
0.75 |
38.5% |
4.77 |
ATR |
2.39 |
2.41 |
0.02 |
0.9% |
0.00 |
Volume |
62,371 |
77,058 |
14,687 |
23.5% |
221,090 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.27 |
94.54 |
88.90 |
|
R3 |
93.57 |
91.84 |
88.15 |
|
R2 |
90.87 |
90.87 |
87.91 |
|
R1 |
89.14 |
89.14 |
87.66 |
88.66 |
PP |
88.17 |
88.17 |
88.17 |
87.93 |
S1 |
86.44 |
86.44 |
87.16 |
85.96 |
S2 |
85.47 |
85.47 |
86.92 |
|
S3 |
82.77 |
83.74 |
86.67 |
|
S4 |
80.07 |
81.04 |
85.93 |
|
|
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 |
87.20 |
3.89 |
4.5% |
2.08 |
2.4% |
5% |
False |
True |
58,377 |
10 |
92.86 |
87.14 |
5.72 |
6.5% |
2.24 |
2.6% |
5% |
False |
False |
53,114 |
20 |
93.50 |
84.46 |
9.04 |
10.3% |
2.22 |
2.5% |
33% |
False |
False |
43,174 |
40 |
93.50 |
78.16 |
15.34 |
17.5% |
2.59 |
3.0% |
60% |
False |
False |
36,614 |
60 |
98.64 |
78.16 |
20.48 |
23.4% |
2.41 |
2.8% |
45% |
False |
False |
29,397 |
80 |
107.12 |
78.16 |
28.96 |
33.1% |
2.22 |
2.5% |
32% |
False |
False |
25,051 |
100 |
109.80 |
78.16 |
31.64 |
36.2% |
2.13 |
2.4% |
29% |
False |
False |
21,835 |
120 |
110.65 |
78.16 |
32.49 |
37.2% |
2.02 |
2.3% |
28% |
False |
False |
19,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.38 |
2.618 |
96.97 |
1.618 |
94.27 |
1.000 |
92.60 |
0.618 |
91.57 |
HIGH |
89.90 |
0.618 |
88.87 |
0.500 |
88.55 |
0.382 |
88.23 |
LOW |
87.20 |
0.618 |
85.53 |
1.000 |
84.50 |
1.618 |
82.83 |
2.618 |
80.13 |
4.250 |
75.73 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
88.55 |
88.88 |
PP |
88.17 |
88.39 |
S1 |
87.79 |
87.90 |
|