NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.39 |
89.87 |
0.48 |
0.5% |
85.46 |
High |
90.48 |
91.00 |
0.52 |
0.6% |
88.69 |
Low |
88.60 |
89.59 |
0.99 |
1.1% |
84.91 |
Close |
90.25 |
90.82 |
0.57 |
0.6% |
88.27 |
Range |
1.88 |
1.41 |
-0.47 |
-25.0% |
3.78 |
ATR |
2.53 |
2.45 |
-0.08 |
-3.2% |
0.00 |
Volume |
17,793 |
28,457 |
10,664 |
59.9% |
110,060 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.70 |
94.17 |
91.60 |
|
R3 |
93.29 |
92.76 |
91.21 |
|
R2 |
91.88 |
91.88 |
91.08 |
|
R1 |
91.35 |
91.35 |
90.95 |
91.62 |
PP |
90.47 |
90.47 |
90.47 |
90.60 |
S1 |
89.94 |
89.94 |
90.69 |
90.21 |
S2 |
89.06 |
89.06 |
90.56 |
|
S3 |
87.65 |
88.53 |
90.43 |
|
S4 |
86.24 |
87.12 |
90.04 |
|
|
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 |
91.00 |
85.43 |
5.57 |
6.1% |
1.82 |
2.0% |
97% |
True |
False |
21,877 |
10 |
91.00 |
84.91 |
6.09 |
6.7% |
2.08 |
2.3% |
97% |
True |
False |
23,196 |
20 |
91.00 |
78.83 |
12.17 |
13.4% |
2.63 |
2.9% |
99% |
True |
False |
22,736 |
40 |
94.19 |
78.83 |
15.36 |
16.9% |
2.48 |
2.7% |
78% |
False |
False |
17,777 |
60 |
107.15 |
78.83 |
28.32 |
31.2% |
2.20 |
2.4% |
42% |
False |
False |
14,995 |
80 |
109.21 |
78.83 |
30.38 |
33.5% |
2.03 |
2.2% |
39% |
False |
False |
13,095 |
100 |
109.82 |
78.83 |
30.99 |
34.1% |
1.89 |
2.1% |
39% |
False |
False |
12,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.99 |
2.618 |
94.69 |
1.618 |
93.28 |
1.000 |
92.41 |
0.618 |
91.87 |
HIGH |
91.00 |
0.618 |
90.46 |
0.500 |
90.30 |
0.382 |
90.13 |
LOW |
89.59 |
0.618 |
88.72 |
1.000 |
88.18 |
1.618 |
87.31 |
2.618 |
85.90 |
4.250 |
83.60 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.65 |
90.33 |
PP |
90.47 |
89.84 |
S1 |
90.30 |
89.35 |
|