NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.71 |
90.56 |
0.85 |
0.9% |
85.92 |
High |
90.89 |
91.35 |
0.46 |
0.5% |
89.21 |
Low |
89.00 |
90.01 |
1.01 |
1.1% |
85.43 |
Close |
90.67 |
91.20 |
0.53 |
0.6% |
88.76 |
Range |
1.89 |
1.34 |
-0.55 |
-29.1% |
3.78 |
ATR |
2.58 |
2.49 |
-0.09 |
-3.4% |
0.00 |
Volume |
44,060 |
51,310 |
7,250 |
16.5% |
201,506 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.87 |
94.38 |
91.94 |
|
R3 |
93.53 |
93.04 |
91.57 |
|
R2 |
92.19 |
92.19 |
91.45 |
|
R1 |
91.70 |
91.70 |
91.32 |
91.95 |
PP |
90.85 |
90.85 |
90.85 |
90.98 |
S1 |
90.36 |
90.36 |
91.08 |
90.61 |
S2 |
89.51 |
89.51 |
90.95 |
|
S3 |
88.17 |
89.02 |
90.83 |
|
S4 |
86.83 |
87.68 |
90.46 |
|
|
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 |
91.35 |
85.90 |
5.45 |
6.0% |
1.84 |
2.0% |
97% |
True |
False |
42,457 |
10 |
91.35 |
85.43 |
5.92 |
6.5% |
2.10 |
2.3% |
97% |
True |
False |
44,659 |
20 |
91.35 |
79.12 |
12.23 |
13.4% |
2.66 |
2.9% |
99% |
True |
False |
47,526 |
40 |
94.37 |
79.12 |
15.25 |
16.7% |
2.57 |
2.8% |
79% |
False |
False |
46,500 |
60 |
107.29 |
79.12 |
28.17 |
30.9% |
2.35 |
2.6% |
43% |
False |
False |
46,662 |
80 |
109.39 |
79.12 |
30.27 |
33.2% |
2.21 |
2.4% |
40% |
False |
False |
45,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.05 |
2.618 |
94.86 |
1.618 |
93.52 |
1.000 |
92.69 |
0.618 |
92.18 |
HIGH |
91.35 |
0.618 |
90.84 |
0.500 |
90.68 |
0.382 |
90.52 |
LOW |
90.01 |
0.618 |
89.18 |
1.000 |
88.67 |
1.618 |
87.84 |
2.618 |
86.50 |
4.250 |
84.32 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
91.03 |
90.71 |
PP |
90.85 |
90.22 |
S1 |
90.68 |
89.73 |
|