NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
86.20 |
85.34 |
-0.86 |
-1.0% |
86.21 |
High |
87.04 |
87.60 |
0.56 |
0.6% |
90.03 |
Low |
84.91 |
85.34 |
0.43 |
0.5% |
83.34 |
Close |
85.16 |
87.02 |
1.86 |
2.2% |
85.66 |
Range |
2.13 |
2.26 |
0.13 |
6.1% |
6.69 |
ATR |
2.76 |
2.74 |
-0.02 |
-0.8% |
0.00 |
Volume |
20,941 |
22,696 |
1,755 |
8.4% |
106,112 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.43 |
92.49 |
88.26 |
|
R3 |
91.17 |
90.23 |
87.64 |
|
R2 |
88.91 |
88.91 |
87.43 |
|
R1 |
87.97 |
87.97 |
87.23 |
88.44 |
PP |
86.65 |
86.65 |
86.65 |
86.89 |
S1 |
85.71 |
85.71 |
86.81 |
86.18 |
S2 |
84.39 |
84.39 |
86.61 |
|
S3 |
82.13 |
83.45 |
86.40 |
|
S4 |
79.87 |
81.19 |
85.78 |
|
|
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 |
84.91 |
5.12 |
5.9% |
2.35 |
2.7% |
41% |
False |
False |
24,516 |
10 |
90.03 |
78.83 |
11.20 |
12.9% |
3.07 |
3.5% |
73% |
False |
False |
23,685 |
20 |
90.03 |
78.83 |
11.20 |
12.9% |
2.68 |
3.1% |
73% |
False |
False |
21,444 |
40 |
96.74 |
78.83 |
17.91 |
20.6% |
2.48 |
2.8% |
46% |
False |
False |
16,129 |
60 |
107.15 |
78.83 |
28.32 |
32.5% |
2.15 |
2.5% |
29% |
False |
False |
13,954 |
80 |
109.80 |
78.83 |
30.97 |
35.6% |
2.01 |
2.3% |
26% |
False |
False |
12,123 |
100 |
110.08 |
78.83 |
31.25 |
35.9% |
1.85 |
2.1% |
26% |
False |
False |
11,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.21 |
2.618 |
93.52 |
1.618 |
91.26 |
1.000 |
89.86 |
0.618 |
89.00 |
HIGH |
87.60 |
0.618 |
86.74 |
0.500 |
86.47 |
0.382 |
86.20 |
LOW |
85.34 |
0.618 |
83.94 |
1.000 |
83.08 |
1.618 |
81.68 |
2.618 |
79.42 |
4.250 |
75.74 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
86.84 |
86.77 |
PP |
86.65 |
86.52 |
S1 |
86.47 |
86.27 |
|