NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
85.46 |
86.20 |
0.74 |
0.9% |
86.21 |
| High |
87.62 |
87.04 |
-0.58 |
-0.7% |
90.03 |
| Low |
85.46 |
84.91 |
-0.55 |
-0.6% |
83.34 |
| Close |
87.18 |
85.16 |
-2.02 |
-2.3% |
85.66 |
| Range |
2.16 |
2.13 |
-0.03 |
-1.4% |
6.69 |
| ATR |
2.80 |
2.76 |
-0.04 |
-1.4% |
0.00 |
| Volume |
23,728 |
20,941 |
-2,787 |
-11.7% |
106,112 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.09 |
90.76 |
86.33 |
|
| R3 |
89.96 |
88.63 |
85.75 |
|
| R2 |
87.83 |
87.83 |
85.55 |
|
| R1 |
86.50 |
86.50 |
85.36 |
86.10 |
| PP |
85.70 |
85.70 |
85.70 |
85.51 |
| S1 |
84.37 |
84.37 |
84.96 |
83.97 |
| S2 |
83.57 |
83.57 |
84.77 |
|
| S3 |
81.44 |
82.24 |
84.57 |
|
| S4 |
79.31 |
80.11 |
83.99 |
|
|
| 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 |
84.87 |
5.16 |
6.1% |
2.75 |
3.2% |
6% |
False |
False |
25,308 |
| 10 |
90.03 |
78.83 |
11.20 |
13.2% |
2.95 |
3.5% |
57% |
False |
False |
23,013 |
| 20 |
90.03 |
78.83 |
11.20 |
13.2% |
2.68 |
3.1% |
57% |
False |
False |
21,416 |
| 40 |
96.84 |
78.83 |
18.01 |
21.1% |
2.46 |
2.9% |
35% |
False |
False |
15,796 |
| 60 |
107.15 |
78.83 |
28.32 |
33.3% |
2.14 |
2.5% |
22% |
False |
False |
13,660 |
| 80 |
109.80 |
78.83 |
30.97 |
36.4% |
2.00 |
2.3% |
20% |
False |
False |
11,982 |
| 100 |
110.08 |
78.83 |
31.25 |
36.7% |
1.83 |
2.2% |
20% |
False |
False |
11,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.09 |
|
2.618 |
92.62 |
|
1.618 |
90.49 |
|
1.000 |
89.17 |
|
0.618 |
88.36 |
|
HIGH |
87.04 |
|
0.618 |
86.23 |
|
0.500 |
85.98 |
|
0.382 |
85.72 |
|
LOW |
84.91 |
|
0.618 |
83.59 |
|
1.000 |
82.78 |
|
1.618 |
81.46 |
|
2.618 |
79.33 |
|
4.250 |
75.86 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
85.98 |
86.48 |
| PP |
85.70 |
86.04 |
| S1 |
85.43 |
85.60 |
|