NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.87 |
91.00 |
1.13 |
1.3% |
85.46 |
High |
91.00 |
93.72 |
2.72 |
3.0% |
88.69 |
Low |
89.59 |
90.88 |
1.29 |
1.4% |
84.91 |
Close |
90.82 |
93.50 |
2.68 |
3.0% |
88.27 |
Range |
1.41 |
2.84 |
1.43 |
101.4% |
3.78 |
ATR |
2.45 |
2.48 |
0.03 |
1.3% |
0.00 |
Volume |
28,457 |
28,645 |
188 |
0.7% |
110,060 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.22 |
100.20 |
95.06 |
|
R3 |
98.38 |
97.36 |
94.28 |
|
R2 |
95.54 |
95.54 |
94.02 |
|
R1 |
94.52 |
94.52 |
93.76 |
95.03 |
PP |
92.70 |
92.70 |
92.70 |
92.96 |
S1 |
91.68 |
91.68 |
93.24 |
92.19 |
S2 |
89.86 |
89.86 |
92.98 |
|
S3 |
87.02 |
88.84 |
92.72 |
|
S4 |
84.18 |
86.00 |
91.94 |
|
|
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 |
93.72 |
86.87 |
6.85 |
7.3% |
1.97 |
2.1% |
97% |
True |
False |
22,627 |
10 |
93.72 |
84.91 |
8.81 |
9.4% |
2.13 |
2.3% |
98% |
True |
False |
24,030 |
20 |
93.72 |
78.83 |
14.89 |
15.9% |
2.60 |
2.8% |
99% |
True |
False |
23,662 |
40 |
93.72 |
78.83 |
14.89 |
15.9% |
2.51 |
2.7% |
99% |
True |
False |
18,396 |
60 |
107.15 |
78.83 |
28.32 |
30.3% |
2.23 |
2.4% |
52% |
False |
False |
15,381 |
80 |
109.21 |
78.83 |
30.38 |
32.5% |
2.06 |
2.2% |
48% |
False |
False |
13,358 |
100 |
109.80 |
78.83 |
30.97 |
33.1% |
1.91 |
2.0% |
47% |
False |
False |
12,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.79 |
2.618 |
101.16 |
1.618 |
98.32 |
1.000 |
96.56 |
0.618 |
95.48 |
HIGH |
93.72 |
0.618 |
92.64 |
0.500 |
92.30 |
0.382 |
91.96 |
LOW |
90.88 |
0.618 |
89.12 |
1.000 |
88.04 |
1.618 |
86.28 |
2.618 |
83.44 |
4.250 |
78.81 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
93.10 |
92.72 |
PP |
92.70 |
91.94 |
S1 |
92.30 |
91.16 |
|