NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.20 |
88.19 |
-1.01 |
-1.1% |
86.50 |
High |
90.36 |
88.65 |
-1.71 |
-1.9% |
90.36 |
Low |
88.04 |
85.71 |
-2.33 |
-2.6% |
83.79 |
Close |
88.82 |
86.13 |
-2.69 |
-3.0% |
86.13 |
Range |
2.32 |
2.94 |
0.62 |
26.7% |
6.57 |
ATR |
2.91 |
2.92 |
0.01 |
0.5% |
0.00 |
Volume |
57,765 |
56,665 |
-1,100 |
-1.9% |
223,914 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.65 |
93.83 |
87.75 |
|
R3 |
92.71 |
90.89 |
86.94 |
|
R2 |
89.77 |
89.77 |
86.67 |
|
R1 |
87.95 |
87.95 |
86.40 |
87.39 |
PP |
86.83 |
86.83 |
86.83 |
86.55 |
S1 |
85.01 |
85.01 |
85.86 |
84.45 |
S2 |
83.89 |
83.89 |
85.59 |
|
S3 |
80.95 |
82.07 |
85.32 |
|
S4 |
78.01 |
79.13 |
84.51 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.47 |
102.87 |
89.74 |
|
R3 |
99.90 |
96.30 |
87.94 |
|
R2 |
93.33 |
93.33 |
87.33 |
|
R1 |
89.73 |
89.73 |
86.73 |
88.25 |
PP |
86.76 |
86.76 |
86.76 |
86.02 |
S1 |
83.16 |
83.16 |
85.53 |
81.68 |
S2 |
80.19 |
80.19 |
84.93 |
|
S3 |
73.62 |
76.59 |
84.32 |
|
S4 |
67.05 |
70.02 |
82.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.36 |
80.16 |
10.20 |
11.8% |
3.87 |
4.5% |
59% |
False |
False |
55,793 |
10 |
90.36 |
79.12 |
11.24 |
13.1% |
3.07 |
3.6% |
62% |
False |
False |
49,464 |
20 |
90.36 |
79.12 |
11.24 |
13.1% |
2.92 |
3.4% |
62% |
False |
False |
48,129 |
40 |
99.00 |
79.12 |
19.88 |
23.1% |
2.55 |
3.0% |
35% |
False |
False |
46,588 |
60 |
107.29 |
79.12 |
28.17 |
32.7% |
2.29 |
2.7% |
25% |
False |
False |
47,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.15 |
2.618 |
96.35 |
1.618 |
93.41 |
1.000 |
91.59 |
0.618 |
90.47 |
HIGH |
88.65 |
0.618 |
87.53 |
0.500 |
87.18 |
0.382 |
86.83 |
LOW |
85.71 |
0.618 |
83.89 |
1.000 |
82.77 |
1.618 |
80.95 |
2.618 |
78.01 |
4.250 |
73.22 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.18 |
87.73 |
PP |
86.83 |
87.20 |
S1 |
86.48 |
86.66 |
|