NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
87.45 |
88.80 |
1.35 |
1.5% |
85.92 |
High |
89.21 |
90.10 |
0.89 |
1.0% |
89.21 |
Low |
87.39 |
88.10 |
0.71 |
0.8% |
85.43 |
Close |
88.76 |
90.06 |
1.30 |
1.5% |
88.76 |
Range |
1.82 |
2.00 |
0.18 |
9.9% |
3.78 |
ATR |
2.68 |
2.64 |
-0.05 |
-1.8% |
0.00 |
Volume |
40,388 |
35,291 |
-5,097 |
-12.6% |
201,506 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.42 |
94.74 |
91.16 |
|
R3 |
93.42 |
92.74 |
90.61 |
|
R2 |
91.42 |
91.42 |
90.43 |
|
R1 |
90.74 |
90.74 |
90.24 |
91.08 |
PP |
89.42 |
89.42 |
89.42 |
89.59 |
S1 |
88.74 |
88.74 |
89.88 |
89.08 |
S2 |
87.42 |
87.42 |
89.69 |
|
S3 |
85.42 |
86.74 |
89.51 |
|
S4 |
83.42 |
84.74 |
88.96 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.14 |
97.73 |
90.84 |
|
R3 |
95.36 |
93.95 |
89.80 |
|
R2 |
91.58 |
91.58 |
89.45 |
|
R1 |
90.17 |
90.17 |
89.11 |
90.88 |
PP |
87.80 |
87.80 |
87.80 |
88.15 |
S1 |
86.39 |
86.39 |
88.41 |
87.10 |
S2 |
84.02 |
84.02 |
88.07 |
|
S3 |
80.24 |
82.61 |
87.72 |
|
S4 |
76.46 |
78.83 |
86.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.10 |
85.43 |
4.67 |
5.2% |
2.07 |
2.3% |
99% |
True |
False |
38,245 |
10 |
90.36 |
83.79 |
6.57 |
7.3% |
2.51 |
2.8% |
95% |
False |
False |
46,071 |
20 |
90.36 |
79.12 |
11.24 |
12.5% |
2.78 |
3.1% |
97% |
False |
False |
45,875 |
40 |
94.45 |
79.12 |
15.33 |
17.0% |
2.58 |
2.9% |
71% |
False |
False |
46,274 |
60 |
107.29 |
79.12 |
28.17 |
31.3% |
2.34 |
2.6% |
39% |
False |
False |
46,354 |
80 |
110.02 |
79.12 |
30.90 |
34.3% |
2.23 |
2.5% |
35% |
False |
False |
45,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.60 |
2.618 |
95.34 |
1.618 |
93.34 |
1.000 |
92.10 |
0.618 |
91.34 |
HIGH |
90.10 |
0.618 |
89.34 |
0.500 |
89.10 |
0.382 |
88.86 |
LOW |
88.10 |
0.618 |
86.86 |
1.000 |
86.10 |
1.618 |
84.86 |
2.618 |
82.86 |
4.250 |
79.60 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.74 |
89.37 |
PP |
89.42 |
88.69 |
S1 |
89.10 |
88.00 |
|