NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.46 |
89.39 |
0.93 |
1.1% |
85.46 |
High |
89.62 |
90.48 |
0.86 |
1.0% |
88.69 |
Low |
87.70 |
88.60 |
0.90 |
1.0% |
84.91 |
Close |
89.58 |
90.25 |
0.67 |
0.7% |
88.27 |
Range |
1.92 |
1.88 |
-0.04 |
-2.1% |
3.78 |
ATR |
2.58 |
2.53 |
-0.05 |
-1.9% |
0.00 |
Volume |
20,440 |
17,793 |
-2,647 |
-13.0% |
110,060 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.42 |
94.71 |
91.28 |
|
R3 |
93.54 |
92.83 |
90.77 |
|
R2 |
91.66 |
91.66 |
90.59 |
|
R1 |
90.95 |
90.95 |
90.42 |
91.31 |
PP |
89.78 |
89.78 |
89.78 |
89.95 |
S1 |
89.07 |
89.07 |
90.08 |
89.43 |
S2 |
87.90 |
87.90 |
89.91 |
|
S3 |
86.02 |
87.19 |
89.73 |
|
S4 |
84.14 |
85.31 |
89.22 |
|
|
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 |
90.48 |
85.34 |
5.14 |
5.7% |
1.99 |
2.2% |
96% |
True |
False |
20,724 |
10 |
90.48 |
84.87 |
5.61 |
6.2% |
2.37 |
2.6% |
96% |
True |
False |
23,016 |
20 |
90.48 |
78.83 |
11.65 |
12.9% |
2.66 |
3.0% |
98% |
True |
False |
22,166 |
40 |
94.19 |
78.83 |
15.36 |
17.0% |
2.48 |
2.8% |
74% |
False |
False |
17,249 |
60 |
107.15 |
78.83 |
28.32 |
31.4% |
2.19 |
2.4% |
40% |
False |
False |
14,644 |
80 |
109.21 |
78.83 |
30.38 |
33.7% |
2.04 |
2.3% |
38% |
False |
False |
12,839 |
100 |
110.08 |
78.83 |
31.25 |
34.6% |
1.89 |
2.1% |
37% |
False |
False |
11,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.47 |
2.618 |
95.40 |
1.618 |
93.52 |
1.000 |
92.36 |
0.618 |
91.64 |
HIGH |
90.48 |
0.618 |
89.76 |
0.500 |
89.54 |
0.382 |
89.32 |
LOW |
88.60 |
0.618 |
87.44 |
1.000 |
86.72 |
1.618 |
85.56 |
2.618 |
83.68 |
4.250 |
80.61 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.01 |
89.73 |
PP |
89.78 |
89.20 |
S1 |
89.54 |
88.68 |
|