NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.30 |
90.62 |
1.32 |
1.5% |
87.03 |
High |
90.57 |
91.30 |
0.73 |
0.8% |
89.66 |
Low |
88.73 |
89.56 |
0.83 |
0.9% |
85.97 |
Close |
90.53 |
91.09 |
0.56 |
0.6% |
89.24 |
Range |
1.84 |
1.74 |
-0.10 |
-5.4% |
3.69 |
ATR |
2.41 |
2.36 |
-0.05 |
-2.0% |
0.00 |
Volume |
8,344 |
10,327 |
1,983 |
23.8% |
45,379 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.87 |
95.22 |
92.05 |
|
R3 |
94.13 |
93.48 |
91.57 |
|
R2 |
92.39 |
92.39 |
91.41 |
|
R1 |
91.74 |
91.74 |
91.25 |
92.07 |
PP |
90.65 |
90.65 |
90.65 |
90.81 |
S1 |
90.00 |
90.00 |
90.93 |
90.33 |
S2 |
88.91 |
88.91 |
90.77 |
|
S3 |
87.17 |
88.26 |
90.61 |
|
S4 |
85.43 |
86.52 |
90.13 |
|
|
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 |
91.30 |
86.38 |
4.92 |
5.4% |
1.87 |
2.1% |
96% |
True |
False |
9,715 |
10 |
91.30 |
85.97 |
5.33 |
5.9% |
2.13 |
2.3% |
96% |
True |
False |
9,576 |
20 |
91.30 |
79.69 |
11.61 |
12.7% |
2.40 |
2.6% |
98% |
True |
False |
10,018 |
40 |
94.30 |
79.69 |
14.61 |
16.0% |
2.21 |
2.4% |
78% |
False |
False |
8,315 |
60 |
107.14 |
79.69 |
27.45 |
30.1% |
2.00 |
2.2% |
42% |
False |
False |
7,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.70 |
2.618 |
95.86 |
1.618 |
94.12 |
1.000 |
93.04 |
0.618 |
92.38 |
HIGH |
91.30 |
0.618 |
90.64 |
0.500 |
90.43 |
0.382 |
90.22 |
LOW |
89.56 |
0.618 |
88.48 |
1.000 |
87.82 |
1.618 |
86.74 |
2.618 |
85.00 |
4.250 |
82.17 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.87 |
90.61 |
PP |
90.65 |
90.13 |
S1 |
90.43 |
89.65 |
|