NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
90.53 |
90.24 |
-0.29 |
-0.3% |
91.88 |
High |
91.50 |
90.95 |
-0.55 |
-0.6% |
92.10 |
Low |
90.03 |
88.00 |
-2.03 |
-2.3% |
87.50 |
Close |
90.45 |
88.72 |
-1.73 |
-1.9% |
90.79 |
Range |
1.47 |
2.95 |
1.48 |
100.7% |
4.60 |
ATR |
2.33 |
2.37 |
0.04 |
1.9% |
0.00 |
Volume |
28,570 |
45,952 |
17,382 |
60.8% |
123,461 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.07 |
96.35 |
90.34 |
|
R3 |
95.12 |
93.40 |
89.53 |
|
R2 |
92.17 |
92.17 |
89.26 |
|
R1 |
90.45 |
90.45 |
88.99 |
89.84 |
PP |
89.22 |
89.22 |
89.22 |
88.92 |
S1 |
87.50 |
87.50 |
88.45 |
86.89 |
S2 |
86.27 |
86.27 |
88.18 |
|
S3 |
83.32 |
84.55 |
87.91 |
|
S4 |
80.37 |
81.60 |
87.10 |
|
|
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 |
4.5% |
2.12 |
2.4% |
31% |
False |
False |
29,882 |
10 |
93.72 |
87.50 |
6.22 |
7.0% |
2.17 |
2.4% |
20% |
False |
False |
28,984 |
20 |
93.72 |
84.87 |
8.85 |
10.0% |
2.27 |
2.6% |
44% |
False |
False |
26,000 |
40 |
93.72 |
78.83 |
14.89 |
16.8% |
2.48 |
2.8% |
66% |
False |
False |
22,562 |
60 |
99.31 |
78.83 |
20.48 |
23.1% |
2.30 |
2.6% |
48% |
False |
False |
18,103 |
80 |
107.15 |
78.83 |
28.32 |
31.9% |
2.09 |
2.4% |
35% |
False |
False |
15,714 |
100 |
109.80 |
78.83 |
30.97 |
34.9% |
1.98 |
2.2% |
32% |
False |
False |
13,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.49 |
2.618 |
98.67 |
1.618 |
95.72 |
1.000 |
93.90 |
0.618 |
92.77 |
HIGH |
90.95 |
0.618 |
89.82 |
0.500 |
89.48 |
0.382 |
89.13 |
LOW |
88.00 |
0.618 |
86.18 |
1.000 |
85.05 |
1.618 |
83.23 |
2.618 |
80.28 |
4.250 |
75.46 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.48 |
89.75 |
PP |
89.22 |
89.41 |
S1 |
88.97 |
89.06 |
|