NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
87.32 |
86.42 |
-0.90 |
-1.0% |
86.61 |
High |
87.93 |
88.46 |
0.53 |
0.6% |
90.71 |
Low |
85.97 |
86.42 |
0.45 |
0.5% |
84.24 |
Close |
86.16 |
88.02 |
1.86 |
2.2% |
86.59 |
Range |
1.96 |
2.04 |
0.08 |
4.1% |
6.47 |
ATR |
2.57 |
2.55 |
-0.02 |
-0.7% |
0.00 |
Volume |
6,607 |
11,499 |
4,892 |
74.0% |
43,494 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.75 |
92.93 |
89.14 |
|
R3 |
91.71 |
90.89 |
88.58 |
|
R2 |
89.67 |
89.67 |
88.39 |
|
R1 |
88.85 |
88.85 |
88.21 |
89.26 |
PP |
87.63 |
87.63 |
87.63 |
87.84 |
S1 |
86.81 |
86.81 |
87.83 |
87.22 |
S2 |
85.59 |
85.59 |
87.65 |
|
S3 |
83.55 |
84.77 |
87.46 |
|
S4 |
81.51 |
82.73 |
86.90 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.59 |
103.06 |
90.15 |
|
R3 |
100.12 |
96.59 |
88.37 |
|
R2 |
93.65 |
93.65 |
87.78 |
|
R1 |
90.12 |
90.12 |
87.18 |
88.65 |
PP |
87.18 |
87.18 |
87.18 |
86.45 |
S1 |
83.65 |
83.65 |
86.00 |
82.18 |
S2 |
80.71 |
80.71 |
85.40 |
|
S3 |
74.24 |
77.18 |
84.81 |
|
S4 |
67.77 |
70.71 |
83.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.71 |
85.97 |
4.74 |
5.4% |
2.04 |
2.3% |
43% |
False |
False |
9,896 |
10 |
90.71 |
79.69 |
11.02 |
12.5% |
2.76 |
3.1% |
76% |
False |
False |
10,274 |
20 |
90.71 |
79.69 |
11.02 |
12.5% |
2.38 |
2.7% |
76% |
False |
False |
9,285 |
40 |
97.00 |
79.69 |
17.31 |
19.7% |
2.22 |
2.5% |
48% |
False |
False |
7,837 |
60 |
107.14 |
79.69 |
27.45 |
31.2% |
1.95 |
2.2% |
30% |
False |
False |
6,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.13 |
2.618 |
93.80 |
1.618 |
91.76 |
1.000 |
90.50 |
0.618 |
89.72 |
HIGH |
88.46 |
0.618 |
87.68 |
0.500 |
87.44 |
0.382 |
87.20 |
LOW |
86.42 |
0.618 |
85.16 |
1.000 |
84.38 |
1.618 |
83.12 |
2.618 |
81.08 |
4.250 |
77.75 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.83 |
87.76 |
PP |
87.63 |
87.50 |
S1 |
87.44 |
87.25 |
|