NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
90.62 |
90.63 |
0.01 |
0.0% |
87.03 |
High |
91.30 |
91.70 |
0.40 |
0.4% |
89.66 |
Low |
89.56 |
90.40 |
0.84 |
0.9% |
85.97 |
Close |
91.09 |
91.59 |
0.50 |
0.5% |
89.24 |
Range |
1.74 |
1.30 |
-0.44 |
-25.3% |
3.69 |
ATR |
2.36 |
2.29 |
-0.08 |
-3.2% |
0.00 |
Volume |
10,327 |
15,300 |
4,973 |
48.2% |
45,379 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.13 |
94.66 |
92.31 |
|
R3 |
93.83 |
93.36 |
91.95 |
|
R2 |
92.53 |
92.53 |
91.83 |
|
R1 |
92.06 |
92.06 |
91.71 |
92.30 |
PP |
91.23 |
91.23 |
91.23 |
91.35 |
S1 |
90.76 |
90.76 |
91.47 |
91.00 |
S2 |
89.93 |
89.93 |
91.35 |
|
S3 |
88.63 |
89.46 |
91.23 |
|
S4 |
87.33 |
88.16 |
90.88 |
|
|
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 |
91.70 |
86.38 |
5.32 |
5.8% |
1.72 |
1.9% |
98% |
True |
False |
10,475 |
10 |
91.70 |
85.97 |
5.73 |
6.3% |
1.88 |
2.1% |
98% |
True |
False |
10,186 |
20 |
91.70 |
79.69 |
12.01 |
13.1% |
2.36 |
2.6% |
99% |
True |
False |
10,512 |
40 |
93.90 |
79.69 |
14.21 |
15.5% |
2.22 |
2.4% |
84% |
False |
False |
8,614 |
60 |
107.14 |
79.69 |
27.45 |
30.0% |
1.99 |
2.2% |
43% |
False |
False |
7,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.23 |
2.618 |
95.10 |
1.618 |
93.80 |
1.000 |
93.00 |
0.618 |
92.50 |
HIGH |
91.70 |
0.618 |
91.20 |
0.500 |
91.05 |
0.382 |
90.90 |
LOW |
90.40 |
0.618 |
89.60 |
1.000 |
89.10 |
1.618 |
88.30 |
2.618 |
87.00 |
4.250 |
84.88 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
91.41 |
91.13 |
PP |
91.23 |
90.67 |
S1 |
91.05 |
90.22 |
|