NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
86.42 |
88.20 |
1.78 |
2.1% |
86.61 |
High |
88.46 |
88.45 |
-0.01 |
0.0% |
90.71 |
Low |
86.42 |
86.38 |
-0.04 |
0.0% |
84.24 |
Close |
88.02 |
88.23 |
0.21 |
0.2% |
86.59 |
Range |
2.04 |
2.07 |
0.03 |
1.5% |
6.47 |
ATR |
2.55 |
2.51 |
-0.03 |
-1.3% |
0.00 |
Volume |
11,499 |
10,057 |
-1,442 |
-12.5% |
43,494 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.90 |
93.13 |
89.37 |
|
R3 |
91.83 |
91.06 |
88.80 |
|
R2 |
89.76 |
89.76 |
88.61 |
|
R1 |
88.99 |
88.99 |
88.42 |
89.38 |
PP |
87.69 |
87.69 |
87.69 |
87.88 |
S1 |
86.92 |
86.92 |
88.04 |
87.31 |
S2 |
85.62 |
85.62 |
87.85 |
|
S3 |
83.55 |
84.85 |
87.66 |
|
S4 |
81.48 |
82.78 |
87.09 |
|
|
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 |
88.52 |
85.97 |
2.55 |
2.9% |
2.05 |
2.3% |
89% |
False |
False |
9,261 |
10 |
90.71 |
79.69 |
11.02 |
12.5% |
2.83 |
3.2% |
77% |
False |
False |
10,043 |
20 |
90.71 |
79.69 |
11.02 |
12.5% |
2.41 |
2.7% |
77% |
False |
False |
9,491 |
40 |
95.83 |
79.69 |
16.14 |
18.3% |
2.22 |
2.5% |
53% |
False |
False |
7,987 |
60 |
107.14 |
79.69 |
27.45 |
31.1% |
1.96 |
2.2% |
31% |
False |
False |
7,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.25 |
2.618 |
93.87 |
1.618 |
91.80 |
1.000 |
90.52 |
0.618 |
89.73 |
HIGH |
88.45 |
0.618 |
87.66 |
0.500 |
87.42 |
0.382 |
87.17 |
LOW |
86.38 |
0.618 |
85.10 |
1.000 |
84.31 |
1.618 |
83.03 |
2.618 |
80.96 |
4.250 |
77.58 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
87.96 |
87.89 |
PP |
87.69 |
87.55 |
S1 |
87.42 |
87.22 |
|