NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
92.68 |
89.79 |
-2.89 |
-3.1% |
89.30 |
High |
92.68 |
90.01 |
-2.67 |
-2.9% |
94.33 |
Low |
89.26 |
88.67 |
-0.59 |
-0.7% |
88.73 |
Close |
89.44 |
89.79 |
0.35 |
0.4% |
93.03 |
Range |
3.42 |
1.34 |
-2.08 |
-60.8% |
5.60 |
ATR |
2.40 |
2.32 |
-0.08 |
-3.2% |
0.00 |
Volume |
11,848 |
9,052 |
-2,796 |
-23.6% |
63,971 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.51 |
92.99 |
90.53 |
|
R3 |
92.17 |
91.65 |
90.16 |
|
R2 |
90.83 |
90.83 |
90.04 |
|
R1 |
90.31 |
90.31 |
89.91 |
90.46 |
PP |
89.49 |
89.49 |
89.49 |
89.57 |
S1 |
88.97 |
88.97 |
89.67 |
89.12 |
S2 |
88.15 |
88.15 |
89.54 |
|
S3 |
86.81 |
87.63 |
89.42 |
|
S4 |
85.47 |
86.29 |
89.05 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.83 |
106.53 |
96.11 |
|
R3 |
103.23 |
100.93 |
94.57 |
|
R2 |
97.63 |
97.63 |
94.06 |
|
R1 |
95.33 |
95.33 |
93.54 |
96.48 |
PP |
92.03 |
92.03 |
92.03 |
92.61 |
S1 |
89.73 |
89.73 |
92.52 |
90.88 |
S2 |
86.43 |
86.43 |
92.00 |
|
S3 |
80.83 |
84.13 |
91.49 |
|
S4 |
75.23 |
78.53 |
89.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.33 |
88.67 |
5.66 |
6.3% |
1.95 |
2.2% |
20% |
False |
True |
13,240 |
10 |
94.33 |
86.38 |
7.95 |
8.9% |
1.91 |
2.1% |
43% |
False |
False |
11,477 |
20 |
94.33 |
79.69 |
14.64 |
16.3% |
2.29 |
2.6% |
69% |
False |
False |
10,719 |
40 |
94.33 |
79.69 |
14.64 |
16.3% |
2.30 |
2.6% |
69% |
False |
False |
9,402 |
60 |
107.14 |
79.69 |
27.45 |
30.6% |
2.08 |
2.3% |
37% |
False |
False |
8,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.71 |
2.618 |
93.52 |
1.618 |
92.18 |
1.000 |
91.35 |
0.618 |
90.84 |
HIGH |
90.01 |
0.618 |
89.50 |
0.500 |
89.34 |
0.382 |
89.18 |
LOW |
88.67 |
0.618 |
87.84 |
1.000 |
87.33 |
1.618 |
86.50 |
2.618 |
85.16 |
4.250 |
82.98 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
89.64 |
91.20 |
PP |
89.49 |
90.73 |
S1 |
89.34 |
90.26 |
|