NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 27-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.35 |
90.00 |
0.65 |
0.7% |
91.88 |
High |
91.06 |
91.08 |
0.02 |
0.0% |
92.10 |
Low |
88.69 |
89.74 |
1.05 |
1.2% |
87.50 |
Close |
90.00 |
90.79 |
0.79 |
0.9% |
90.79 |
Range |
2.37 |
1.34 |
-1.03 |
-43.5% |
4.60 |
ATR |
2.48 |
2.39 |
-0.08 |
-3.3% |
0.00 |
Volume |
31,337 |
17,084 |
-14,253 |
-45.5% |
123,461 |
|
Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.56 |
94.01 |
91.53 |
|
R3 |
93.22 |
92.67 |
91.16 |
|
R2 |
91.88 |
91.88 |
91.04 |
|
R1 |
91.33 |
91.33 |
90.91 |
91.61 |
PP |
90.54 |
90.54 |
90.54 |
90.67 |
S1 |
89.99 |
89.99 |
90.67 |
90.27 |
S2 |
89.20 |
89.20 |
90.54 |
|
S3 |
87.86 |
88.65 |
90.42 |
|
S4 |
86.52 |
87.31 |
90.05 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.93 |
101.96 |
93.32 |
|
R3 |
99.33 |
97.36 |
92.06 |
|
R2 |
94.73 |
94.73 |
91.63 |
|
R1 |
92.76 |
92.76 |
91.21 |
91.45 |
PP |
90.13 |
90.13 |
90.13 |
89.47 |
S1 |
88.16 |
88.16 |
90.37 |
86.85 |
S2 |
85.53 |
85.53 |
89.95 |
|
S3 |
80.93 |
83.56 |
89.53 |
|
S4 |
76.33 |
78.96 |
88.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.10 |
87.50 |
4.60 |
5.1% |
2.28 |
2.5% |
72% |
False |
False |
24,692 |
10 |
93.72 |
87.50 |
6.22 |
6.9% |
2.11 |
2.3% |
53% |
False |
False |
25,355 |
20 |
93.72 |
79.80 |
13.92 |
15.3% |
2.53 |
2.8% |
79% |
False |
False |
24,722 |
40 |
93.72 |
78.83 |
14.89 |
16.4% |
2.54 |
2.8% |
80% |
False |
False |
21,204 |
60 |
106.34 |
78.83 |
27.51 |
30.3% |
2.34 |
2.6% |
43% |
False |
False |
17,214 |
80 |
107.15 |
78.83 |
28.32 |
31.2% |
2.08 |
2.3% |
42% |
False |
False |
14,964 |
100 |
109.80 |
78.83 |
30.97 |
34.1% |
1.96 |
2.2% |
39% |
False |
False |
13,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.78 |
2.618 |
94.59 |
1.618 |
93.25 |
1.000 |
92.42 |
0.618 |
91.91 |
HIGH |
91.08 |
0.618 |
90.57 |
0.500 |
90.41 |
0.382 |
90.25 |
LOW |
89.74 |
0.618 |
88.91 |
1.000 |
88.40 |
1.618 |
87.57 |
2.618 |
86.23 |
4.250 |
84.05 |
|
|
Fisher Pivots for day following 27-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.66 |
90.29 |
PP |
90.54 |
89.79 |
S1 |
90.41 |
89.29 |
|