NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
93.30 |
92.07 |
-1.23 |
-1.3% |
88.80 |
| High |
93.41 |
92.53 |
-0.88 |
-0.9% |
94.08 |
| Low |
91.81 |
88.83 |
-2.98 |
-3.2% |
88.10 |
| Close |
92.71 |
89.08 |
-3.63 |
-3.9% |
92.71 |
| Range |
1.60 |
3.70 |
2.10 |
131.3% |
5.98 |
| ATR |
2.49 |
2.59 |
0.10 |
4.0% |
0.00 |
| Volume |
75,742 |
42,912 |
-32,830 |
-43.3% |
257,715 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.25 |
98.86 |
91.12 |
|
| R3 |
97.55 |
95.16 |
90.10 |
|
| R2 |
93.85 |
93.85 |
89.76 |
|
| R1 |
91.46 |
91.46 |
89.42 |
90.81 |
| PP |
90.15 |
90.15 |
90.15 |
89.82 |
| S1 |
87.76 |
87.76 |
88.74 |
87.11 |
| S2 |
86.45 |
86.45 |
88.40 |
|
| S3 |
82.75 |
84.06 |
88.06 |
|
| S4 |
79.05 |
80.36 |
87.05 |
|
|
| 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 |
88.83 |
5.25 |
5.9% |
2.27 |
2.6% |
5% |
False |
True |
53,067 |
| 10 |
94.08 |
85.43 |
8.65 |
9.7% |
2.17 |
2.4% |
42% |
False |
False |
45,656 |
| 20 |
94.08 |
79.12 |
14.96 |
16.8% |
2.60 |
2.9% |
67% |
False |
False |
46,637 |
| 40 |
94.08 |
79.12 |
14.96 |
16.8% |
2.63 |
3.0% |
67% |
False |
False |
47,576 |
| 60 |
107.29 |
79.12 |
28.17 |
31.6% |
2.42 |
2.7% |
35% |
False |
False |
47,518 |
| 80 |
107.81 |
79.12 |
28.69 |
32.2% |
2.26 |
2.5% |
35% |
False |
False |
46,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.26 |
|
2.618 |
102.22 |
|
1.618 |
98.52 |
|
1.000 |
96.23 |
|
0.618 |
94.82 |
|
HIGH |
92.53 |
|
0.618 |
91.12 |
|
0.500 |
90.68 |
|
0.382 |
90.24 |
|
LOW |
88.83 |
|
0.618 |
86.54 |
|
1.000 |
85.13 |
|
1.618 |
82.84 |
|
2.618 |
79.14 |
|
4.250 |
73.11 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.68 |
91.46 |
| PP |
90.15 |
90.66 |
| S1 |
89.61 |
89.87 |
|