NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
87.06 |
86.90 |
-0.16 |
-0.2% |
85.46 |
| High |
87.48 |
88.69 |
1.21 |
1.4% |
88.69 |
| Low |
85.43 |
86.87 |
1.44 |
1.7% |
84.91 |
| Close |
87.22 |
88.27 |
1.05 |
1.2% |
88.27 |
| Range |
2.05 |
1.82 |
-0.23 |
-11.2% |
3.78 |
| ATR |
2.69 |
2.63 |
-0.06 |
-2.3% |
0.00 |
| Volume |
24,893 |
17,802 |
-7,091 |
-28.5% |
110,060 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.40 |
92.66 |
89.27 |
|
| R3 |
91.58 |
90.84 |
88.77 |
|
| R2 |
89.76 |
89.76 |
88.60 |
|
| R1 |
89.02 |
89.02 |
88.44 |
89.39 |
| PP |
87.94 |
87.94 |
87.94 |
88.13 |
| S1 |
87.20 |
87.20 |
88.10 |
87.57 |
| S2 |
86.12 |
86.12 |
87.94 |
|
| S3 |
84.30 |
85.38 |
87.77 |
|
| S4 |
82.48 |
83.56 |
87.27 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.63 |
97.23 |
90.35 |
|
| R3 |
94.85 |
93.45 |
89.31 |
|
| R2 |
91.07 |
91.07 |
88.96 |
|
| R1 |
89.67 |
89.67 |
88.62 |
90.37 |
| PP |
87.29 |
87.29 |
87.29 |
87.64 |
| S1 |
85.89 |
85.89 |
87.92 |
86.59 |
| S2 |
83.51 |
83.51 |
87.58 |
|
| S3 |
79.73 |
82.11 |
87.23 |
|
| S4 |
75.95 |
78.33 |
86.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.69 |
84.91 |
3.78 |
4.3% |
2.08 |
2.4% |
89% |
True |
False |
22,012 |
| 10 |
90.03 |
79.80 |
10.23 |
11.6% |
2.95 |
3.3% |
83% |
False |
False |
24,089 |
| 20 |
90.03 |
78.83 |
11.20 |
12.7% |
2.69 |
3.0% |
84% |
False |
False |
21,489 |
| 40 |
94.93 |
78.83 |
16.10 |
18.2% |
2.47 |
2.8% |
59% |
False |
False |
16,767 |
| 60 |
107.15 |
78.83 |
28.32 |
32.1% |
2.17 |
2.5% |
33% |
False |
False |
14,320 |
| 80 |
109.21 |
78.83 |
30.38 |
34.4% |
2.03 |
2.3% |
31% |
False |
False |
12,534 |
| 100 |
110.08 |
78.83 |
31.25 |
35.4% |
1.87 |
2.1% |
30% |
False |
False |
11,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.43 |
|
2.618 |
93.45 |
|
1.618 |
91.63 |
|
1.000 |
90.51 |
|
0.618 |
89.81 |
|
HIGH |
88.69 |
|
0.618 |
87.99 |
|
0.500 |
87.78 |
|
0.382 |
87.57 |
|
LOW |
86.87 |
|
0.618 |
85.75 |
|
1.000 |
85.05 |
|
1.618 |
83.93 |
|
2.618 |
82.11 |
|
4.250 |
79.14 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
88.11 |
87.85 |
| PP |
87.94 |
87.43 |
| S1 |
87.78 |
87.02 |
|