NYMEX Light Sweet Crude Oil Future January 2013
Trading Metrics calculated at close of trading on 25-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
89.79 |
89.69 |
-0.10 |
-0.1% |
89.30 |
High |
90.01 |
90.52 |
0.51 |
0.6% |
94.33 |
Low |
88.67 |
88.25 |
-0.42 |
-0.5% |
88.73 |
Close |
89.79 |
90.31 |
0.52 |
0.6% |
93.03 |
Range |
1.34 |
2.27 |
0.93 |
69.4% |
5.60 |
ATR |
2.32 |
2.32 |
0.00 |
-0.2% |
0.00 |
Volume |
9,052 |
10,705 |
1,653 |
18.3% |
63,971 |
|
Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.50 |
95.68 |
91.56 |
|
R3 |
94.23 |
93.41 |
90.93 |
|
R2 |
91.96 |
91.96 |
90.73 |
|
R1 |
91.14 |
91.14 |
90.52 |
91.55 |
PP |
89.69 |
89.69 |
89.69 |
89.90 |
S1 |
88.87 |
88.87 |
90.10 |
89.28 |
S2 |
87.42 |
87.42 |
89.89 |
|
S3 |
85.15 |
86.60 |
89.69 |
|
S4 |
82.88 |
84.33 |
89.06 |
|
|
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 |
88.25 |
6.08 |
6.7% |
2.14 |
2.4% |
34% |
False |
True |
12,321 |
10 |
94.33 |
86.38 |
7.95 |
8.8% |
1.93 |
2.1% |
49% |
False |
False |
11,398 |
20 |
94.33 |
79.69 |
14.64 |
16.2% |
2.35 |
2.6% |
73% |
False |
False |
10,836 |
40 |
94.33 |
79.69 |
14.64 |
16.2% |
2.32 |
2.6% |
73% |
False |
False |
9,622 |
60 |
107.14 |
79.69 |
27.45 |
30.4% |
2.10 |
2.3% |
39% |
False |
False |
8,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.17 |
2.618 |
96.46 |
1.618 |
94.19 |
1.000 |
92.79 |
0.618 |
91.92 |
HIGH |
90.52 |
0.618 |
89.65 |
0.500 |
89.39 |
0.382 |
89.12 |
LOW |
88.25 |
0.618 |
86.85 |
1.000 |
85.98 |
1.618 |
84.58 |
2.618 |
82.31 |
4.250 |
78.60 |
|
|
Fisher Pivots for day following 25-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
90.00 |
90.47 |
PP |
89.69 |
90.41 |
S1 |
89.39 |
90.36 |
|