NYMEX Light Sweet Crude Oil Future November 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
88.60 |
89.34 |
0.74 |
0.8% |
91.88 |
High |
90.05 |
90.23 |
0.18 |
0.2% |
92.10 |
Low |
88.15 |
87.58 |
-0.57 |
-0.6% |
87.50 |
Close |
89.52 |
87.77 |
-1.75 |
-2.0% |
90.79 |
Range |
1.90 |
2.65 |
0.75 |
39.5% |
4.60 |
ATR |
2.34 |
2.36 |
0.02 |
0.9% |
0.00 |
Volume |
40,954 |
44,222 |
3,268 |
8.0% |
123,461 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.48 |
94.77 |
89.23 |
|
R3 |
93.83 |
92.12 |
88.50 |
|
R2 |
91.18 |
91.18 |
88.26 |
|
R1 |
89.47 |
89.47 |
88.01 |
89.00 |
PP |
88.53 |
88.53 |
88.53 |
88.29 |
S1 |
86.82 |
86.82 |
87.53 |
86.35 |
S2 |
85.88 |
85.88 |
87.28 |
|
S3 |
83.23 |
84.17 |
87.04 |
|
S4 |
80.58 |
81.52 |
86.31 |
|
|
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 |
87.58 |
3.92 |
4.5% |
2.06 |
2.3% |
5% |
False |
True |
35,356 |
10 |
93.10 |
87.50 |
5.60 |
6.4% |
2.20 |
2.5% |
5% |
False |
False |
31,791 |
20 |
93.72 |
84.91 |
8.81 |
10.0% |
2.16 |
2.5% |
32% |
False |
False |
27,911 |
40 |
93.72 |
78.83 |
14.89 |
17.0% |
2.52 |
2.9% |
60% |
False |
False |
24,224 |
60 |
98.85 |
78.83 |
20.02 |
22.8% |
2.31 |
2.6% |
45% |
False |
False |
19,036 |
80 |
107.15 |
78.83 |
28.32 |
32.3% |
2.10 |
2.4% |
32% |
False |
False |
16,617 |
100 |
109.80 |
78.83 |
30.97 |
35.3% |
2.00 |
2.3% |
29% |
False |
False |
14,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.49 |
2.618 |
97.17 |
1.618 |
94.52 |
1.000 |
92.88 |
0.618 |
91.87 |
HIGH |
90.23 |
0.618 |
89.22 |
0.500 |
88.91 |
0.382 |
88.59 |
LOW |
87.58 |
0.618 |
85.94 |
1.000 |
84.93 |
1.618 |
83.29 |
2.618 |
80.64 |
4.250 |
76.32 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
88.91 |
89.27 |
PP |
88.53 |
88.77 |
S1 |
88.15 |
88.27 |
|