NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
91.35 |
93.30 |
1.95 |
2.1% |
88.80 |
| High |
94.08 |
93.41 |
-0.67 |
-0.7% |
94.08 |
| Low |
91.25 |
91.81 |
0.56 |
0.6% |
88.10 |
| Close |
93.83 |
92.71 |
-1.12 |
-1.2% |
92.71 |
| Range |
2.83 |
1.60 |
-1.23 |
-43.5% |
5.98 |
| ATR |
2.52 |
2.49 |
-0.04 |
-1.4% |
0.00 |
| Volume |
51,312 |
75,742 |
24,430 |
47.6% |
257,715 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.44 |
96.68 |
93.59 |
|
| R3 |
95.84 |
95.08 |
93.15 |
|
| R2 |
94.24 |
94.24 |
93.00 |
|
| R1 |
93.48 |
93.48 |
92.86 |
93.06 |
| PP |
92.64 |
92.64 |
92.64 |
92.44 |
| S1 |
91.88 |
91.88 |
92.56 |
91.46 |
| S2 |
91.04 |
91.04 |
92.42 |
|
| S3 |
89.44 |
90.28 |
92.27 |
|
| S4 |
87.84 |
88.68 |
91.83 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.57 |
107.12 |
96.00 |
|
| R3 |
103.59 |
101.14 |
94.35 |
|
| R2 |
97.61 |
97.61 |
93.81 |
|
| R1 |
95.16 |
95.16 |
93.26 |
96.39 |
| PP |
91.63 |
91.63 |
91.63 |
92.24 |
| S1 |
89.18 |
89.18 |
92.16 |
90.41 |
| S2 |
85.65 |
85.65 |
91.61 |
|
| S3 |
79.67 |
83.20 |
91.07 |
|
| S4 |
73.69 |
77.22 |
89.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.08 |
88.10 |
5.98 |
6.5% |
1.93 |
2.1% |
77% |
False |
False |
51,543 |
| 10 |
94.08 |
85.43 |
8.65 |
9.3% |
2.02 |
2.2% |
84% |
False |
False |
45,922 |
| 20 |
94.08 |
79.12 |
14.96 |
16.1% |
2.54 |
2.7% |
91% |
False |
False |
47,693 |
| 40 |
94.08 |
79.12 |
14.96 |
16.1% |
2.58 |
2.8% |
91% |
False |
False |
47,723 |
| 60 |
107.29 |
79.12 |
28.17 |
30.4% |
2.38 |
2.6% |
48% |
False |
False |
47,646 |
| 80 |
108.90 |
79.12 |
29.78 |
32.1% |
2.24 |
2.4% |
46% |
False |
False |
46,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.21 |
|
2.618 |
97.60 |
|
1.618 |
96.00 |
|
1.000 |
95.01 |
|
0.618 |
94.40 |
|
HIGH |
93.41 |
|
0.618 |
92.80 |
|
0.500 |
92.61 |
|
0.382 |
92.42 |
|
LOW |
91.81 |
|
0.618 |
90.82 |
|
1.000 |
90.21 |
|
1.618 |
89.22 |
|
2.618 |
87.62 |
|
4.250 |
85.01 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.68 |
92.49 |
| PP |
92.64 |
92.27 |
| S1 |
92.61 |
92.05 |
|