NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
89.00 |
89.97 |
0.97 |
1.1% |
88.80 |
| High |
90.34 |
91.46 |
1.12 |
1.2% |
94.08 |
| Low |
87.84 |
89.07 |
1.23 |
1.4% |
88.10 |
| Close |
89.94 |
90.39 |
0.45 |
0.5% |
92.71 |
| Range |
2.50 |
2.39 |
-0.11 |
-4.4% |
5.98 |
| ATR |
2.52 |
2.51 |
-0.01 |
-0.4% |
0.00 |
| Volume |
38,638 |
37,017 |
-1,621 |
-4.2% |
257,715 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.48 |
96.32 |
91.70 |
|
| R3 |
95.09 |
93.93 |
91.05 |
|
| R2 |
92.70 |
92.70 |
90.83 |
|
| R1 |
91.54 |
91.54 |
90.61 |
92.12 |
| PP |
90.31 |
90.31 |
90.31 |
90.60 |
| S1 |
89.15 |
89.15 |
90.17 |
89.73 |
| S2 |
87.92 |
87.92 |
89.95 |
|
| S3 |
85.53 |
86.76 |
89.73 |
|
| S4 |
83.14 |
84.37 |
89.08 |
|
|
| 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 |
93.41 |
87.84 |
5.57 |
6.2% |
2.36 |
2.6% |
46% |
False |
False |
47,162 |
| 10 |
94.08 |
87.39 |
6.69 |
7.4% |
2.17 |
2.4% |
45% |
False |
False |
45,817 |
| 20 |
94.08 |
79.12 |
14.96 |
16.6% |
2.66 |
2.9% |
75% |
False |
False |
46,924 |
| 40 |
94.08 |
79.12 |
14.96 |
16.6% |
2.63 |
2.9% |
75% |
False |
False |
48,156 |
| 60 |
106.92 |
79.12 |
27.80 |
30.8% |
2.47 |
2.7% |
41% |
False |
False |
47,767 |
| 80 |
107.53 |
79.12 |
28.41 |
31.4% |
2.24 |
2.5% |
40% |
False |
False |
46,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.62 |
|
2.618 |
97.72 |
|
1.618 |
95.33 |
|
1.000 |
93.85 |
|
0.618 |
92.94 |
|
HIGH |
91.46 |
|
0.618 |
90.55 |
|
0.500 |
90.27 |
|
0.382 |
89.98 |
|
LOW |
89.07 |
|
0.618 |
87.59 |
|
1.000 |
86.68 |
|
1.618 |
85.20 |
|
2.618 |
82.81 |
|
4.250 |
78.91 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.35 |
90.14 |
| PP |
90.31 |
89.90 |
| S1 |
90.27 |
89.65 |
|