NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
90.31 |
91.22 |
0.91 |
1.0% |
92.07 |
| High |
91.48 |
91.92 |
0.44 |
0.5% |
92.53 |
| Low |
90.11 |
90.49 |
0.38 |
0.4% |
87.84 |
| Close |
91.23 |
90.91 |
-0.32 |
-0.4% |
91.23 |
| Range |
1.37 |
1.43 |
0.06 |
4.4% |
4.69 |
| ATR |
2.43 |
2.35 |
-0.07 |
-2.9% |
0.00 |
| Volume |
26,487 |
43,115 |
16,628 |
62.8% |
186,557 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.40 |
94.58 |
91.70 |
|
| R3 |
93.97 |
93.15 |
91.30 |
|
| R2 |
92.54 |
92.54 |
91.17 |
|
| R1 |
91.72 |
91.72 |
91.04 |
91.42 |
| PP |
91.11 |
91.11 |
91.11 |
90.95 |
| S1 |
90.29 |
90.29 |
90.78 |
89.99 |
| S2 |
89.68 |
89.68 |
90.65 |
|
| S3 |
88.25 |
88.86 |
90.52 |
|
| S4 |
86.82 |
87.43 |
90.12 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.60 |
102.61 |
93.81 |
|
| R3 |
99.91 |
97.92 |
92.52 |
|
| R2 |
95.22 |
95.22 |
92.09 |
|
| R1 |
93.23 |
93.23 |
91.66 |
91.88 |
| PP |
90.53 |
90.53 |
90.53 |
89.86 |
| S1 |
88.54 |
88.54 |
90.80 |
87.19 |
| S2 |
85.84 |
85.84 |
90.37 |
|
| S3 |
81.15 |
83.85 |
89.94 |
|
| S4 |
76.46 |
79.16 |
88.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.92 |
87.84 |
4.08 |
4.5% |
1.86 |
2.1% |
75% |
True |
False |
37,352 |
| 10 |
94.08 |
87.84 |
6.24 |
6.9% |
2.07 |
2.3% |
49% |
False |
False |
45,209 |
| 20 |
94.08 |
83.79 |
10.29 |
11.3% |
2.29 |
2.5% |
69% |
False |
False |
45,640 |
| 40 |
94.08 |
79.12 |
14.96 |
16.5% |
2.54 |
2.8% |
79% |
False |
False |
47,129 |
| 60 |
103.94 |
79.12 |
24.82 |
27.3% |
2.45 |
2.7% |
48% |
False |
False |
46,913 |
| 80 |
107.29 |
79.12 |
28.17 |
31.0% |
2.23 |
2.4% |
42% |
False |
False |
46,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.00 |
|
2.618 |
95.66 |
|
1.618 |
94.23 |
|
1.000 |
93.35 |
|
0.618 |
92.80 |
|
HIGH |
91.92 |
|
0.618 |
91.37 |
|
0.500 |
91.21 |
|
0.382 |
91.04 |
|
LOW |
90.49 |
|
0.618 |
89.61 |
|
1.000 |
89.06 |
|
1.618 |
88.18 |
|
2.618 |
86.75 |
|
4.250 |
84.41 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.21 |
90.77 |
| PP |
91.11 |
90.63 |
| S1 |
91.01 |
90.50 |
|