NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
87.99 |
89.30 |
1.31 |
1.5% |
87.03 |
High |
89.66 |
90.57 |
0.91 |
1.0% |
89.66 |
Low |
87.99 |
88.73 |
0.74 |
0.8% |
85.97 |
Close |
89.24 |
90.53 |
1.29 |
1.4% |
89.24 |
Range |
1.67 |
1.84 |
0.17 |
10.2% |
3.69 |
ATR |
2.45 |
2.41 |
-0.04 |
-1.8% |
0.00 |
Volume |
8,350 |
8,344 |
-6 |
-0.1% |
45,379 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.46 |
94.84 |
91.54 |
|
R3 |
93.62 |
93.00 |
91.04 |
|
R2 |
91.78 |
91.78 |
90.87 |
|
R1 |
91.16 |
91.16 |
90.70 |
91.47 |
PP |
89.94 |
89.94 |
89.94 |
90.10 |
S1 |
89.32 |
89.32 |
90.36 |
89.63 |
S2 |
88.10 |
88.10 |
90.19 |
|
S3 |
86.26 |
87.48 |
90.02 |
|
S4 |
84.42 |
85.64 |
89.52 |
|
|
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 |
90.57 |
85.97 |
4.60 |
5.1% |
1.92 |
2.1% |
99% |
True |
False |
8,971 |
10 |
90.71 |
84.24 |
6.47 |
7.1% |
2.20 |
2.4% |
97% |
False |
False |
9,721 |
20 |
90.71 |
79.69 |
11.02 |
12.2% |
2.44 |
2.7% |
98% |
False |
False |
9,733 |
40 |
94.30 |
79.69 |
14.61 |
16.1% |
2.21 |
2.4% |
74% |
False |
False |
8,152 |
60 |
107.14 |
79.69 |
27.45 |
30.3% |
1.98 |
2.2% |
39% |
False |
False |
7,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.39 |
2.618 |
95.39 |
1.618 |
93.55 |
1.000 |
92.41 |
0.618 |
91.71 |
HIGH |
90.57 |
0.618 |
89.87 |
0.500 |
89.65 |
0.382 |
89.43 |
LOW |
88.73 |
0.618 |
87.59 |
1.000 |
86.89 |
1.618 |
85.75 |
2.618 |
83.91 |
4.250 |
80.91 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.24 |
89.85 |
PP |
89.94 |
89.16 |
S1 |
89.65 |
88.48 |
|