NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
91.00 |
92.88 |
1.88 |
2.1% |
88.46 |
| High |
93.72 |
93.10 |
-0.62 |
-0.7% |
93.72 |
| Low |
90.88 |
91.48 |
0.60 |
0.7% |
87.70 |
| Close |
93.50 |
92.39 |
-1.11 |
-1.2% |
92.39 |
| Range |
2.84 |
1.62 |
-1.22 |
-43.0% |
6.02 |
| ATR |
2.48 |
2.45 |
-0.03 |
-1.3% |
0.00 |
| Volume |
28,645 |
34,760 |
6,115 |
21.3% |
130,095 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.18 |
96.41 |
93.28 |
|
| R3 |
95.56 |
94.79 |
92.84 |
|
| R2 |
93.94 |
93.94 |
92.69 |
|
| R1 |
93.17 |
93.17 |
92.54 |
92.75 |
| PP |
92.32 |
92.32 |
92.32 |
92.11 |
| S1 |
91.55 |
91.55 |
92.24 |
91.13 |
| S2 |
90.70 |
90.70 |
92.09 |
|
| S3 |
89.08 |
89.93 |
91.94 |
|
| S4 |
87.46 |
88.31 |
91.50 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.33 |
106.88 |
95.70 |
|
| R3 |
103.31 |
100.86 |
94.05 |
|
| R2 |
97.29 |
97.29 |
93.49 |
|
| R1 |
94.84 |
94.84 |
92.94 |
96.07 |
| PP |
91.27 |
91.27 |
91.27 |
91.88 |
| S1 |
88.82 |
88.82 |
91.84 |
90.05 |
| S2 |
85.25 |
85.25 |
91.29 |
|
| S3 |
79.23 |
82.80 |
90.73 |
|
| S4 |
73.21 |
76.78 |
89.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.72 |
87.70 |
6.02 |
6.5% |
1.93 |
2.1% |
78% |
False |
False |
26,019 |
| 10 |
93.72 |
84.91 |
8.81 |
9.5% |
2.01 |
2.2% |
85% |
False |
False |
24,015 |
| 20 |
93.72 |
78.83 |
14.89 |
16.1% |
2.52 |
2.7% |
91% |
False |
False |
23,685 |
| 40 |
93.72 |
78.83 |
14.89 |
16.1% |
2.49 |
2.7% |
91% |
False |
False |
19,050 |
| 60 |
107.15 |
78.83 |
28.32 |
30.7% |
2.24 |
2.4% |
48% |
False |
False |
15,839 |
| 80 |
108.69 |
78.83 |
29.86 |
32.3% |
2.07 |
2.2% |
45% |
False |
False |
13,750 |
| 100 |
109.80 |
78.83 |
30.97 |
33.5% |
1.91 |
2.1% |
44% |
False |
False |
12,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.99 |
|
2.618 |
97.34 |
|
1.618 |
95.72 |
|
1.000 |
94.72 |
|
0.618 |
94.10 |
|
HIGH |
93.10 |
|
0.618 |
92.48 |
|
0.500 |
92.29 |
|
0.382 |
92.10 |
|
LOW |
91.48 |
|
0.618 |
90.48 |
|
1.000 |
89.86 |
|
1.618 |
88.86 |
|
2.618 |
87.24 |
|
4.250 |
84.60 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.36 |
92.15 |
| PP |
92.32 |
91.90 |
| S1 |
92.29 |
91.66 |
|