NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
86.21 |
84.87 |
-1.34 |
-1.6% |
81.26 |
High |
86.21 |
89.15 |
2.94 |
3.4% |
86.52 |
Low |
83.34 |
84.87 |
1.53 |
1.8% |
78.83 |
Close |
84.98 |
88.80 |
3.82 |
4.5% |
86.21 |
Range |
2.87 |
4.28 |
1.41 |
49.1% |
7.69 |
ATR |
2.76 |
2.86 |
0.11 |
4.0% |
0.00 |
Volume |
24,237 |
26,657 |
2,420 |
10.0% |
98,461 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.45 |
98.90 |
91.15 |
|
R3 |
96.17 |
94.62 |
89.98 |
|
R2 |
91.89 |
91.89 |
89.58 |
|
R1 |
90.34 |
90.34 |
89.19 |
91.12 |
PP |
87.61 |
87.61 |
87.61 |
87.99 |
S1 |
86.06 |
86.06 |
88.41 |
86.84 |
S2 |
83.33 |
83.33 |
88.02 |
|
S3 |
79.05 |
81.78 |
87.62 |
|
S4 |
74.77 |
77.50 |
86.45 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.92 |
104.26 |
90.44 |
|
R3 |
99.23 |
96.57 |
88.32 |
|
R2 |
91.54 |
91.54 |
87.62 |
|
R1 |
88.88 |
88.88 |
86.91 |
90.21 |
PP |
83.85 |
83.85 |
83.85 |
84.52 |
S1 |
81.19 |
81.19 |
85.51 |
82.52 |
S2 |
76.16 |
76.16 |
84.80 |
|
S3 |
68.47 |
73.50 |
84.10 |
|
S4 |
60.78 |
65.81 |
81.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.15 |
78.83 |
10.32 |
11.6% |
3.78 |
4.3% |
97% |
True |
False |
22,854 |
10 |
89.15 |
78.83 |
10.32 |
11.6% |
3.18 |
3.6% |
97% |
True |
False |
22,277 |
20 |
89.15 |
78.83 |
10.32 |
11.6% |
2.86 |
3.2% |
97% |
True |
False |
19,895 |
40 |
98.98 |
78.83 |
20.15 |
22.7% |
2.38 |
2.7% |
49% |
False |
False |
14,369 |
60 |
107.15 |
78.83 |
28.32 |
31.9% |
2.07 |
2.3% |
35% |
False |
False |
12,635 |
80 |
109.80 |
78.83 |
30.97 |
34.9% |
1.95 |
2.2% |
32% |
False |
False |
11,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.34 |
2.618 |
100.36 |
1.618 |
96.08 |
1.000 |
93.43 |
0.618 |
91.80 |
HIGH |
89.15 |
0.618 |
87.52 |
0.500 |
87.01 |
0.382 |
86.50 |
LOW |
84.87 |
0.618 |
82.22 |
1.000 |
80.59 |
1.618 |
77.94 |
2.618 |
73.66 |
4.250 |
66.68 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
88.20 |
87.36 |
PP |
87.61 |
85.92 |
S1 |
87.01 |
84.48 |
|