NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
88.20 |
87.99 |
-0.21 |
-0.2% |
87.03 |
High |
88.45 |
89.66 |
1.21 |
1.4% |
89.66 |
Low |
86.38 |
87.99 |
1.61 |
1.9% |
85.97 |
Close |
88.23 |
89.24 |
1.01 |
1.1% |
89.24 |
Range |
2.07 |
1.67 |
-0.40 |
-19.3% |
3.69 |
ATR |
2.51 |
2.45 |
-0.06 |
-2.4% |
0.00 |
Volume |
10,057 |
8,350 |
-1,707 |
-17.0% |
45,379 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.97 |
93.28 |
90.16 |
|
R3 |
92.30 |
91.61 |
89.70 |
|
R2 |
90.63 |
90.63 |
89.55 |
|
R1 |
89.94 |
89.94 |
89.39 |
90.29 |
PP |
88.96 |
88.96 |
88.96 |
89.14 |
S1 |
88.27 |
88.27 |
89.09 |
88.62 |
S2 |
87.29 |
87.29 |
88.93 |
|
S3 |
85.62 |
86.60 |
88.78 |
|
S4 |
83.95 |
84.93 |
88.32 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.36 |
97.99 |
91.27 |
|
R3 |
95.67 |
94.30 |
90.25 |
|
R2 |
91.98 |
91.98 |
89.92 |
|
R1 |
90.61 |
90.61 |
89.58 |
91.30 |
PP |
88.29 |
88.29 |
88.29 |
88.63 |
S1 |
86.92 |
86.92 |
88.90 |
87.61 |
S2 |
84.60 |
84.60 |
88.56 |
|
S3 |
80.91 |
83.23 |
88.23 |
|
S4 |
77.22 |
79.54 |
87.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.66 |
85.97 |
3.69 |
4.1% |
1.94 |
2.2% |
89% |
True |
False |
9,075 |
10 |
90.71 |
80.68 |
10.03 |
11.2% |
2.68 |
3.0% |
85% |
False |
False |
10,056 |
20 |
90.71 |
79.69 |
11.02 |
12.3% |
2.39 |
2.7% |
87% |
False |
False |
9,638 |
40 |
95.49 |
79.69 |
15.80 |
17.7% |
2.21 |
2.5% |
60% |
False |
False |
8,102 |
60 |
107.14 |
79.69 |
27.45 |
30.8% |
1.97 |
2.2% |
35% |
False |
False |
7,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.76 |
2.618 |
94.03 |
1.618 |
92.36 |
1.000 |
91.33 |
0.618 |
90.69 |
HIGH |
89.66 |
0.618 |
89.02 |
0.500 |
88.83 |
0.382 |
88.63 |
LOW |
87.99 |
0.618 |
86.96 |
1.000 |
86.32 |
1.618 |
85.29 |
2.618 |
83.62 |
4.250 |
80.89 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.10 |
88.83 |
PP |
88.96 |
88.43 |
S1 |
88.83 |
88.02 |
|