NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
87.00 |
85.89 |
-1.11 |
-1.3% |
86.50 |
| High |
87.56 |
88.14 |
0.58 |
0.7% |
90.36 |
| Low |
85.43 |
85.89 |
0.46 |
0.5% |
83.79 |
| Close |
85.68 |
87.54 |
1.86 |
2.2% |
86.13 |
| Range |
2.13 |
2.25 |
0.12 |
5.6% |
6.57 |
| ATR |
2.82 |
2.80 |
-0.03 |
-0.9% |
0.00 |
| Volume |
37,633 |
36,676 |
-957 |
-2.5% |
223,914 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.94 |
92.99 |
88.78 |
|
| R3 |
91.69 |
90.74 |
88.16 |
|
| R2 |
89.44 |
89.44 |
87.95 |
|
| R1 |
88.49 |
88.49 |
87.75 |
88.97 |
| PP |
87.19 |
87.19 |
87.19 |
87.43 |
| S1 |
86.24 |
86.24 |
87.33 |
86.72 |
| S2 |
84.94 |
84.94 |
87.13 |
|
| S3 |
82.69 |
83.99 |
86.92 |
|
| S4 |
80.44 |
81.74 |
86.30 |
|
|
| 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 |
85.43 |
4.93 |
5.6% |
2.36 |
2.7% |
43% |
False |
False |
46,861 |
| 10 |
90.36 |
79.12 |
11.24 |
12.8% |
3.13 |
3.6% |
75% |
False |
False |
47,669 |
| 20 |
90.36 |
79.12 |
11.24 |
12.8% |
2.72 |
3.1% |
75% |
False |
False |
46,014 |
| 40 |
96.92 |
79.12 |
17.80 |
20.3% |
2.59 |
3.0% |
47% |
False |
False |
46,565 |
| 60 |
107.29 |
79.12 |
28.17 |
32.2% |
2.33 |
2.7% |
30% |
False |
False |
47,147 |
| 80 |
110.02 |
79.12 |
30.90 |
35.3% |
2.22 |
2.5% |
27% |
False |
False |
45,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.70 |
|
2.618 |
94.03 |
|
1.618 |
91.78 |
|
1.000 |
90.39 |
|
0.618 |
89.53 |
|
HIGH |
88.14 |
|
0.618 |
87.28 |
|
0.500 |
87.02 |
|
0.382 |
86.75 |
|
LOW |
85.89 |
|
0.618 |
84.50 |
|
1.000 |
83.64 |
|
1.618 |
82.25 |
|
2.618 |
80.00 |
|
4.250 |
76.33 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.37 |
87.29 |
| PP |
87.19 |
87.04 |
| S1 |
87.02 |
86.79 |
|