NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
89.34 |
88.00 |
-1.34 |
-1.5% |
90.53 |
| High |
90.23 |
92.23 |
2.00 |
2.2% |
92.23 |
| Low |
87.58 |
87.93 |
0.35 |
0.4% |
87.58 |
| Close |
87.77 |
91.93 |
4.16 |
4.7% |
91.93 |
| Range |
2.65 |
4.30 |
1.65 |
62.3% |
4.65 |
| ATR |
2.36 |
2.51 |
0.15 |
6.3% |
0.00 |
| Volume |
44,222 |
43,634 |
-588 |
-1.3% |
203,332 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.60 |
102.06 |
94.30 |
|
| R3 |
99.30 |
97.76 |
93.11 |
|
| R2 |
95.00 |
95.00 |
92.72 |
|
| R1 |
93.46 |
93.46 |
92.32 |
94.23 |
| PP |
90.70 |
90.70 |
90.70 |
91.08 |
| S1 |
89.16 |
89.16 |
91.54 |
89.93 |
| S2 |
86.40 |
86.40 |
91.14 |
|
| S3 |
82.10 |
84.86 |
90.75 |
|
| S4 |
77.80 |
80.56 |
89.57 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.53 |
102.88 |
94.49 |
|
| R3 |
99.88 |
98.23 |
93.21 |
|
| R2 |
95.23 |
95.23 |
92.78 |
|
| R1 |
93.58 |
93.58 |
92.36 |
94.41 |
| PP |
90.58 |
90.58 |
90.58 |
90.99 |
| S1 |
88.93 |
88.93 |
91.50 |
89.76 |
| S2 |
85.93 |
85.93 |
91.08 |
|
| S3 |
81.28 |
84.28 |
90.65 |
|
| S4 |
76.63 |
79.63 |
89.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.23 |
87.58 |
4.65 |
5.1% |
2.65 |
2.9% |
94% |
True |
False |
40,666 |
| 10 |
92.23 |
87.50 |
4.73 |
5.1% |
2.47 |
2.7% |
94% |
True |
False |
32,679 |
| 20 |
93.72 |
84.91 |
8.81 |
9.6% |
2.24 |
2.4% |
80% |
False |
False |
28,347 |
| 40 |
93.72 |
78.83 |
14.89 |
16.2% |
2.54 |
2.8% |
88% |
False |
False |
24,967 |
| 60 |
98.85 |
78.83 |
20.02 |
21.8% |
2.36 |
2.6% |
65% |
False |
False |
19,547 |
| 80 |
107.15 |
78.83 |
28.32 |
30.8% |
2.13 |
2.3% |
46% |
False |
False |
17,037 |
| 100 |
109.80 |
78.83 |
30.97 |
33.7% |
2.04 |
2.2% |
42% |
False |
False |
14,958 |
| 120 |
110.08 |
78.83 |
31.25 |
34.0% |
1.87 |
2.0% |
42% |
False |
False |
13,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.51 |
|
2.618 |
103.49 |
|
1.618 |
99.19 |
|
1.000 |
96.53 |
|
0.618 |
94.89 |
|
HIGH |
92.23 |
|
0.618 |
90.59 |
|
0.500 |
90.08 |
|
0.382 |
89.57 |
|
LOW |
87.93 |
|
0.618 |
85.27 |
|
1.000 |
83.63 |
|
1.618 |
80.97 |
|
2.618 |
76.67 |
|
4.250 |
69.66 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.31 |
91.26 |
| PP |
90.70 |
90.58 |
| S1 |
90.08 |
89.91 |
|