NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
91.22 |
90.70 |
-0.52 |
-0.6% |
92.07 |
| High |
91.92 |
91.40 |
-0.52 |
-0.6% |
92.53 |
| Low |
90.49 |
88.50 |
-1.99 |
-2.2% |
87.84 |
| Close |
90.91 |
89.20 |
-1.71 |
-1.9% |
91.23 |
| Range |
1.43 |
2.90 |
1.47 |
102.8% |
4.69 |
| ATR |
2.35 |
2.39 |
0.04 |
1.7% |
0.00 |
| Volume |
43,115 |
25,494 |
-17,621 |
-40.9% |
186,557 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.40 |
96.70 |
90.80 |
|
| R3 |
95.50 |
93.80 |
90.00 |
|
| R2 |
92.60 |
92.60 |
89.73 |
|
| R1 |
90.90 |
90.90 |
89.47 |
90.30 |
| PP |
89.70 |
89.70 |
89.70 |
89.40 |
| S1 |
88.00 |
88.00 |
88.93 |
87.40 |
| S2 |
86.80 |
86.80 |
88.67 |
|
| S3 |
83.90 |
85.10 |
88.40 |
|
| S4 |
81.00 |
82.20 |
87.61 |
|
|
| 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 |
4.6% |
2.12 |
2.4% |
33% |
False |
False |
34,150 |
| 10 |
94.08 |
87.84 |
6.24 |
7.0% |
2.17 |
2.4% |
22% |
False |
False |
43,353 |
| 20 |
94.08 |
85.10 |
8.98 |
10.1% |
2.29 |
2.6% |
46% |
False |
False |
43,454 |
| 40 |
94.08 |
79.12 |
14.96 |
16.8% |
2.54 |
2.8% |
67% |
False |
False |
46,158 |
| 60 |
99.60 |
79.12 |
20.48 |
23.0% |
2.42 |
2.7% |
49% |
False |
False |
46,216 |
| 80 |
107.29 |
79.12 |
28.17 |
31.6% |
2.24 |
2.5% |
36% |
False |
False |
45,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.73 |
|
2.618 |
98.99 |
|
1.618 |
96.09 |
|
1.000 |
94.30 |
|
0.618 |
93.19 |
|
HIGH |
91.40 |
|
0.618 |
90.29 |
|
0.500 |
89.95 |
|
0.382 |
89.61 |
|
LOW |
88.50 |
|
0.618 |
86.71 |
|
1.000 |
85.60 |
|
1.618 |
83.81 |
|
2.618 |
80.91 |
|
4.250 |
76.18 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.95 |
90.21 |
| PP |
89.70 |
89.87 |
| S1 |
89.45 |
89.54 |
|