NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
86.90 |
88.46 |
1.56 |
1.8% |
85.46 |
High |
88.69 |
89.62 |
0.93 |
1.0% |
88.69 |
Low |
86.87 |
87.70 |
0.83 |
1.0% |
84.91 |
Close |
88.27 |
89.58 |
1.31 |
1.5% |
88.27 |
Range |
1.82 |
1.92 |
0.10 |
5.5% |
3.78 |
ATR |
2.63 |
2.58 |
-0.05 |
-1.9% |
0.00 |
Volume |
17,802 |
20,440 |
2,638 |
14.8% |
110,060 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.73 |
94.07 |
90.64 |
|
R3 |
92.81 |
92.15 |
90.11 |
|
R2 |
90.89 |
90.89 |
89.93 |
|
R1 |
90.23 |
90.23 |
89.76 |
90.56 |
PP |
88.97 |
88.97 |
88.97 |
89.13 |
S1 |
88.31 |
88.31 |
89.40 |
88.64 |
S2 |
87.05 |
87.05 |
89.23 |
|
S3 |
85.13 |
86.39 |
89.05 |
|
S4 |
83.21 |
84.47 |
88.52 |
|
|
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 |
89.62 |
84.91 |
4.71 |
5.3% |
2.04 |
2.3% |
99% |
True |
False |
21,354 |
10 |
90.03 |
83.34 |
6.69 |
7.5% |
2.47 |
2.8% |
93% |
False |
False |
23,661 |
20 |
90.03 |
78.83 |
11.20 |
12.5% |
2.73 |
3.0% |
96% |
False |
False |
21,676 |
40 |
94.19 |
78.83 |
15.36 |
17.1% |
2.48 |
2.8% |
70% |
False |
False |
17,043 |
60 |
107.15 |
78.83 |
28.32 |
31.6% |
2.18 |
2.4% |
38% |
False |
False |
14,456 |
80 |
109.21 |
78.83 |
30.38 |
33.9% |
2.04 |
2.3% |
35% |
False |
False |
12,681 |
100 |
110.08 |
78.83 |
31.25 |
34.9% |
1.89 |
2.1% |
34% |
False |
False |
11,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.78 |
2.618 |
94.65 |
1.618 |
92.73 |
1.000 |
91.54 |
0.618 |
90.81 |
HIGH |
89.62 |
0.618 |
88.89 |
0.500 |
88.66 |
0.382 |
88.43 |
LOW |
87.70 |
0.618 |
86.51 |
1.000 |
85.78 |
1.618 |
84.59 |
2.618 |
82.67 |
4.250 |
79.54 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.27 |
88.90 |
PP |
88.97 |
88.21 |
S1 |
88.66 |
87.53 |
|