NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 30-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
90.00 |
90.53 |
0.53 |
0.6% |
91.88 |
High |
91.08 |
91.50 |
0.42 |
0.5% |
92.10 |
Low |
89.74 |
90.03 |
0.29 |
0.3% |
87.50 |
Close |
90.79 |
90.45 |
-0.34 |
-0.4% |
90.79 |
Range |
1.34 |
1.47 |
0.13 |
9.7% |
4.60 |
ATR |
2.39 |
2.33 |
-0.07 |
-2.8% |
0.00 |
Volume |
17,084 |
28,570 |
11,486 |
67.2% |
123,461 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.07 |
94.23 |
91.26 |
|
R3 |
93.60 |
92.76 |
90.85 |
|
R2 |
92.13 |
92.13 |
90.72 |
|
R1 |
91.29 |
91.29 |
90.58 |
90.98 |
PP |
90.66 |
90.66 |
90.66 |
90.50 |
S1 |
89.82 |
89.82 |
90.32 |
89.51 |
S2 |
89.19 |
89.19 |
90.18 |
|
S3 |
87.72 |
88.35 |
90.05 |
|
S4 |
86.25 |
86.88 |
89.64 |
|
|
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 |
91.50 |
87.50 |
4.00 |
4.4% |
1.86 |
2.1% |
74% |
True |
False |
25,495 |
10 |
93.72 |
87.50 |
6.22 |
6.9% |
2.06 |
2.3% |
47% |
False |
False |
26,168 |
20 |
93.72 |
83.34 |
10.38 |
11.5% |
2.27 |
2.5% |
68% |
False |
False |
24,914 |
40 |
93.72 |
78.83 |
14.89 |
16.5% |
2.48 |
2.7% |
78% |
False |
False |
21,692 |
60 |
102.76 |
78.83 |
23.93 |
26.5% |
2.32 |
2.6% |
49% |
False |
False |
17,502 |
80 |
107.15 |
78.83 |
28.32 |
31.3% |
2.07 |
2.3% |
41% |
False |
False |
15,235 |
100 |
109.80 |
78.83 |
30.97 |
34.2% |
1.96 |
2.2% |
38% |
False |
False |
13,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.75 |
2.618 |
95.35 |
1.618 |
93.88 |
1.000 |
92.97 |
0.618 |
92.41 |
HIGH |
91.50 |
0.618 |
90.94 |
0.500 |
90.77 |
0.382 |
90.59 |
LOW |
90.03 |
0.618 |
89.12 |
1.000 |
88.56 |
1.618 |
87.65 |
2.618 |
86.18 |
4.250 |
83.78 |
|
|
Fisher Pivots for day following 30-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.77 |
90.33 |
PP |
90.66 |
90.21 |
S1 |
90.56 |
90.10 |
|