NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.77 |
88.05 |
-0.72 |
-0.8% |
86.21 |
High |
90.03 |
88.05 |
-1.98 |
-2.2% |
90.03 |
Low |
87.65 |
85.24 |
-2.41 |
-2.7% |
83.34 |
Close |
88.37 |
85.66 |
-2.71 |
-3.1% |
85.66 |
Range |
2.38 |
2.81 |
0.43 |
18.1% |
6.69 |
ATR |
2.83 |
2.85 |
0.02 |
0.8% |
0.00 |
Volume |
20,309 |
34,909 |
14,600 |
71.9% |
106,112 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.75 |
93.01 |
87.21 |
|
R3 |
91.94 |
90.20 |
86.43 |
|
R2 |
89.13 |
89.13 |
86.18 |
|
R1 |
87.39 |
87.39 |
85.92 |
86.86 |
PP |
86.32 |
86.32 |
86.32 |
86.05 |
S1 |
84.58 |
84.58 |
85.40 |
84.05 |
S2 |
83.51 |
83.51 |
85.14 |
|
S3 |
80.70 |
81.77 |
84.89 |
|
S4 |
77.89 |
78.96 |
84.11 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.41 |
102.73 |
89.34 |
|
R3 |
99.72 |
96.04 |
87.50 |
|
R2 |
93.03 |
93.03 |
86.89 |
|
R1 |
89.35 |
89.35 |
86.27 |
87.85 |
PP |
86.34 |
86.34 |
86.34 |
85.59 |
S1 |
82.66 |
82.66 |
85.05 |
81.16 |
S2 |
79.65 |
79.65 |
84.43 |
|
S3 |
72.96 |
75.97 |
83.82 |
|
S4 |
66.27 |
69.28 |
81.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.03 |
79.80 |
10.23 |
11.9% |
3.81 |
4.5% |
57% |
False |
False |
26,167 |
10 |
90.03 |
78.83 |
11.20 |
13.1% |
3.03 |
3.5% |
61% |
False |
False |
23,355 |
20 |
90.03 |
78.83 |
11.20 |
13.1% |
2.85 |
3.3% |
61% |
False |
False |
21,588 |
40 |
98.85 |
78.83 |
20.02 |
23.4% |
2.42 |
2.8% |
34% |
False |
False |
15,147 |
60 |
107.15 |
78.83 |
28.32 |
33.1% |
2.10 |
2.4% |
24% |
False |
False |
13,267 |
80 |
109.80 |
78.83 |
30.97 |
36.2% |
1.98 |
2.3% |
22% |
False |
False |
11,611 |
100 |
110.08 |
78.83 |
31.25 |
36.5% |
1.80 |
2.1% |
22% |
False |
False |
10,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.99 |
2.618 |
95.41 |
1.618 |
92.60 |
1.000 |
90.86 |
0.618 |
89.79 |
HIGH |
88.05 |
0.618 |
86.98 |
0.500 |
86.65 |
0.382 |
86.31 |
LOW |
85.24 |
0.618 |
83.50 |
1.000 |
82.43 |
1.618 |
80.69 |
2.618 |
77.88 |
4.250 |
73.30 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
86.65 |
87.45 |
PP |
86.32 |
86.85 |
S1 |
85.99 |
86.26 |
|