NYMEX Light Sweet Crude Oil Future December 2012
Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
89.76 |
88.41 |
-1.35 |
-1.5% |
91.22 |
High |
90.67 |
92.64 |
1.97 |
2.2% |
92.64 |
Low |
88.05 |
88.38 |
0.33 |
0.4% |
88.05 |
Close |
88.26 |
92.33 |
4.07 |
4.6% |
92.33 |
Range |
2.62 |
4.26 |
1.64 |
62.6% |
4.59 |
ATR |
2.38 |
2.52 |
0.14 |
6.0% |
0.00 |
Volume |
50,435 |
61,789 |
11,354 |
22.5% |
224,776 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.90 |
102.37 |
94.67 |
|
R3 |
99.64 |
98.11 |
93.50 |
|
R2 |
95.38 |
95.38 |
93.11 |
|
R1 |
93.85 |
93.85 |
92.72 |
94.62 |
PP |
91.12 |
91.12 |
91.12 |
91.50 |
S1 |
89.59 |
89.59 |
91.94 |
90.36 |
S2 |
86.86 |
86.86 |
91.55 |
|
S3 |
82.60 |
85.33 |
91.16 |
|
S4 |
78.34 |
81.07 |
89.99 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.78 |
103.14 |
94.85 |
|
R3 |
100.19 |
98.55 |
93.59 |
|
R2 |
95.60 |
95.60 |
93.17 |
|
R1 |
93.96 |
93.96 |
92.75 |
94.78 |
PP |
91.01 |
91.01 |
91.01 |
91.42 |
S1 |
89.37 |
89.37 |
91.91 |
90.19 |
S2 |
86.42 |
86.42 |
91.49 |
|
S3 |
81.83 |
84.78 |
91.07 |
|
S4 |
77.24 |
80.19 |
89.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.64 |
88.05 |
4.59 |
5.0% |
2.62 |
2.8% |
93% |
True |
False |
44,955 |
10 |
92.64 |
87.84 |
4.80 |
5.2% |
2.47 |
2.7% |
94% |
True |
False |
41,133 |
20 |
94.08 |
85.43 |
8.65 |
9.4% |
2.25 |
2.4% |
80% |
False |
False |
43,527 |
40 |
94.08 |
79.12 |
14.96 |
16.2% |
2.58 |
2.8% |
88% |
False |
False |
45,828 |
60 |
99.00 |
79.12 |
19.88 |
21.5% |
2.45 |
2.7% |
66% |
False |
False |
45,568 |
80 |
107.29 |
79.12 |
28.17 |
30.5% |
2.28 |
2.5% |
47% |
False |
False |
46,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.75 |
2.618 |
103.79 |
1.618 |
99.53 |
1.000 |
96.90 |
0.618 |
95.27 |
HIGH |
92.64 |
0.618 |
91.01 |
0.500 |
90.51 |
0.382 |
90.01 |
LOW |
88.38 |
0.618 |
85.75 |
1.000 |
84.12 |
1.618 |
81.49 |
2.618 |
77.23 |
4.250 |
70.28 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
91.72 |
91.67 |
PP |
91.12 |
91.01 |
S1 |
90.51 |
90.35 |
|