NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
91.88 |
88.51 |
-3.37 |
-3.7% |
88.46 |
High |
92.10 |
89.67 |
-2.43 |
-2.6% |
93.72 |
Low |
88.53 |
88.01 |
-0.52 |
-0.6% |
87.70 |
Close |
88.73 |
89.08 |
0.35 |
0.4% |
92.39 |
Range |
3.57 |
1.66 |
-1.91 |
-53.5% |
6.02 |
ATR |
2.55 |
2.49 |
-0.06 |
-2.5% |
0.00 |
Volume |
24,554 |
24,018 |
-536 |
-2.2% |
130,095 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.90 |
93.15 |
89.99 |
|
R3 |
92.24 |
91.49 |
89.54 |
|
R2 |
90.58 |
90.58 |
89.38 |
|
R1 |
89.83 |
89.83 |
89.23 |
90.21 |
PP |
88.92 |
88.92 |
88.92 |
89.11 |
S1 |
88.17 |
88.17 |
88.93 |
88.55 |
S2 |
87.26 |
87.26 |
88.78 |
|
S3 |
85.60 |
86.51 |
88.62 |
|
S4 |
83.94 |
84.85 |
88.17 |
|
|
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 |
88.01 |
5.71 |
6.4% |
2.22 |
2.5% |
19% |
False |
True |
28,086 |
10 |
93.72 |
85.34 |
8.38 |
9.4% |
2.10 |
2.4% |
45% |
False |
False |
24,405 |
20 |
93.72 |
78.83 |
14.89 |
16.7% |
2.53 |
2.8% |
69% |
False |
False |
23,709 |
40 |
93.72 |
78.83 |
14.89 |
16.7% |
2.57 |
2.9% |
69% |
False |
False |
19,873 |
60 |
107.15 |
78.83 |
28.32 |
31.8% |
2.29 |
2.6% |
36% |
False |
False |
16,361 |
80 |
107.51 |
78.83 |
28.68 |
32.2% |
2.08 |
2.3% |
36% |
False |
False |
14,267 |
100 |
109.80 |
78.83 |
30.97 |
34.8% |
1.92 |
2.2% |
33% |
False |
False |
12,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.73 |
2.618 |
94.02 |
1.618 |
92.36 |
1.000 |
91.33 |
0.618 |
90.70 |
HIGH |
89.67 |
0.618 |
89.04 |
0.500 |
88.84 |
0.382 |
88.64 |
LOW |
88.01 |
0.618 |
86.98 |
1.000 |
86.35 |
1.618 |
85.32 |
2.618 |
83.66 |
4.250 |
80.96 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.00 |
90.56 |
PP |
88.92 |
90.06 |
S1 |
88.84 |
89.57 |
|