NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.80 |
89.71 |
0.91 |
1.0% |
85.92 |
High |
90.10 |
90.89 |
0.79 |
0.9% |
89.21 |
Low |
88.10 |
89.00 |
0.90 |
1.0% |
85.43 |
Close |
90.06 |
90.67 |
0.61 |
0.7% |
88.76 |
Range |
2.00 |
1.89 |
-0.11 |
-5.5% |
3.78 |
ATR |
2.64 |
2.58 |
-0.05 |
-2.0% |
0.00 |
Volume |
35,291 |
44,060 |
8,769 |
24.8% |
201,506 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.86 |
95.15 |
91.71 |
|
R3 |
93.97 |
93.26 |
91.19 |
|
R2 |
92.08 |
92.08 |
91.02 |
|
R1 |
91.37 |
91.37 |
90.84 |
91.73 |
PP |
90.19 |
90.19 |
90.19 |
90.36 |
S1 |
89.48 |
89.48 |
90.50 |
89.84 |
S2 |
88.30 |
88.30 |
90.32 |
|
S3 |
86.41 |
87.59 |
90.15 |
|
S4 |
84.52 |
85.70 |
89.63 |
|
|
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 |
90.89 |
85.89 |
5.00 |
5.5% |
2.02 |
2.2% |
96% |
True |
False |
39,531 |
10 |
90.89 |
85.10 |
5.79 |
6.4% |
2.42 |
2.7% |
96% |
True |
False |
43,555 |
20 |
90.89 |
79.12 |
11.77 |
13.0% |
2.70 |
3.0% |
98% |
True |
False |
46,668 |
40 |
94.45 |
79.12 |
15.33 |
16.9% |
2.59 |
2.9% |
75% |
False |
False |
46,166 |
60 |
107.29 |
79.12 |
28.17 |
31.1% |
2.35 |
2.6% |
41% |
False |
False |
46,426 |
80 |
110.02 |
79.12 |
30.90 |
34.1% |
2.23 |
2.5% |
37% |
False |
False |
45,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.92 |
2.618 |
95.84 |
1.618 |
93.95 |
1.000 |
92.78 |
0.618 |
92.06 |
HIGH |
90.89 |
0.618 |
90.17 |
0.500 |
89.95 |
0.382 |
89.72 |
LOW |
89.00 |
0.618 |
87.83 |
1.000 |
87.11 |
1.618 |
85.94 |
2.618 |
84.05 |
4.250 |
80.97 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.43 |
90.16 |
PP |
90.19 |
89.65 |
S1 |
89.95 |
89.14 |
|