NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
92.88 |
91.88 |
-1.00 |
-1.1% |
88.46 |
High |
93.10 |
92.10 |
-1.00 |
-1.1% |
93.72 |
Low |
91.48 |
88.53 |
-2.95 |
-3.2% |
87.70 |
Close |
92.39 |
88.73 |
-3.66 |
-4.0% |
92.39 |
Range |
1.62 |
3.57 |
1.95 |
120.4% |
6.02 |
ATR |
2.45 |
2.55 |
0.10 |
4.1% |
0.00 |
Volume |
34,760 |
24,554 |
-10,206 |
-29.4% |
130,095 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.50 |
98.18 |
90.69 |
|
R3 |
96.93 |
94.61 |
89.71 |
|
R2 |
93.36 |
93.36 |
89.38 |
|
R1 |
91.04 |
91.04 |
89.06 |
90.42 |
PP |
89.79 |
89.79 |
89.79 |
89.47 |
S1 |
87.47 |
87.47 |
88.40 |
86.85 |
S2 |
86.22 |
86.22 |
88.08 |
|
S3 |
82.65 |
83.90 |
87.75 |
|
S4 |
79.08 |
80.33 |
86.77 |
|
|
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 |
88.53 |
5.19 |
5.8% |
2.26 |
2.6% |
4% |
False |
True |
26,841 |
10 |
93.72 |
84.91 |
8.81 |
9.9% |
2.15 |
2.4% |
43% |
False |
False |
24,098 |
20 |
93.72 |
78.83 |
14.89 |
16.8% |
2.57 |
2.9% |
66% |
False |
False |
23,464 |
40 |
93.72 |
78.83 |
14.89 |
16.8% |
2.55 |
2.9% |
66% |
False |
False |
19,410 |
60 |
107.15 |
78.83 |
28.32 |
31.9% |
2.28 |
2.6% |
35% |
False |
False |
16,066 |
80 |
107.55 |
78.83 |
28.72 |
32.4% |
2.09 |
2.4% |
34% |
False |
False |
14,009 |
100 |
109.80 |
78.83 |
30.97 |
34.9% |
1.92 |
2.2% |
32% |
False |
False |
12,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.27 |
2.618 |
101.45 |
1.618 |
97.88 |
1.000 |
95.67 |
0.618 |
94.31 |
HIGH |
92.10 |
0.618 |
90.74 |
0.500 |
90.32 |
0.382 |
89.89 |
LOW |
88.53 |
0.618 |
86.32 |
1.000 |
84.96 |
1.618 |
82.75 |
2.618 |
79.18 |
4.250 |
73.36 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.32 |
91.13 |
PP |
89.79 |
90.33 |
S1 |
89.26 |
89.53 |
|