NYMEX Light Sweet Crude Oil Future December 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
88.95 |
89.76 |
0.81 |
0.9% |
92.07 |
| High |
90.51 |
90.67 |
0.16 |
0.2% |
92.53 |
| Low |
88.60 |
88.05 |
-0.55 |
-0.6% |
87.84 |
| Close |
89.99 |
88.26 |
-1.73 |
-1.9% |
91.23 |
| Range |
1.91 |
2.62 |
0.71 |
37.2% |
4.69 |
| ATR |
2.36 |
2.38 |
0.02 |
0.8% |
0.00 |
| Volume |
43,943 |
50,435 |
6,492 |
14.8% |
186,557 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.85 |
95.18 |
89.70 |
|
| R3 |
94.23 |
92.56 |
88.98 |
|
| R2 |
91.61 |
91.61 |
88.74 |
|
| R1 |
89.94 |
89.94 |
88.50 |
89.47 |
| PP |
88.99 |
88.99 |
88.99 |
88.76 |
| S1 |
87.32 |
87.32 |
88.02 |
86.85 |
| S2 |
86.37 |
86.37 |
87.78 |
|
| S3 |
83.75 |
84.70 |
87.54 |
|
| S4 |
81.13 |
82.08 |
86.82 |
|
|
| 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 |
88.05 |
3.87 |
4.4% |
2.05 |
2.3% |
5% |
False |
True |
37,894 |
| 10 |
93.41 |
87.84 |
5.57 |
6.3% |
2.21 |
2.5% |
8% |
False |
False |
42,528 |
| 20 |
94.08 |
85.43 |
8.65 |
9.8% |
2.18 |
2.5% |
33% |
False |
False |
43,271 |
| 40 |
94.08 |
79.12 |
14.96 |
16.9% |
2.56 |
2.9% |
61% |
False |
False |
45,831 |
| 60 |
99.00 |
79.12 |
19.88 |
22.5% |
2.41 |
2.7% |
46% |
False |
False |
45,439 |
| 80 |
107.29 |
79.12 |
28.17 |
31.9% |
2.25 |
2.5% |
32% |
False |
False |
46,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.81 |
|
2.618 |
97.53 |
|
1.618 |
94.91 |
|
1.000 |
93.29 |
|
0.618 |
92.29 |
|
HIGH |
90.67 |
|
0.618 |
89.67 |
|
0.500 |
89.36 |
|
0.382 |
89.05 |
|
LOW |
88.05 |
|
0.618 |
86.43 |
|
1.000 |
85.43 |
|
1.618 |
83.81 |
|
2.618 |
81.19 |
|
4.250 |
76.92 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.36 |
89.73 |
| PP |
88.99 |
89.24 |
| S1 |
88.63 |
88.75 |
|